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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Vydané v:	Applied mathematics and computation Ročník 407; s. 126337
Hlavní autori:	Chen, Xin, Zhu, Yuanguo, Sheng, Linxue
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier Inc 15.10.2021
Predmet:	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
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