Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model

•Present an optimal control model with jump in uncertain random environments.•Propose the principle of optimality and equation of optimality to solve the model.•The optimal solutions of two kinds of optimal problems are obtained.•The optimal pricing policies and advertising strategies of an advertis...

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Bibliographic Details

Published in:	Applied mathematics and computation Vol. 407; p. 126337
Main Authors:	Chen, Xin, Zhu, Yuanguo, Sheng, Linxue
Format:	Journal Article
Language:	English
Published:	Elsevier Inc 15.10.2021
Subjects:	Advertising model Chance theory Dynamic programming method Optimal control 49L20 Dynamic programming method 93C05 Optimal control 49N05 Advertising model Chance theory 49N10
ISSN:	0096-3003, 1873-5649
Online Access:	Get full text
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