Zobrazeno 1 - 10
of 88
pro vyhledávání: '"Guatteri, Giuseppina"'
In this paper we study optimal advertising problems that models the introduction of a new product into the market in the presence of carryover effects of the advertisement and with memory effects in the level of goodwill. In particular, we let the dy
Externí odkaz:
http://arxiv.org/abs/2406.07999
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equation with delay in the state and with control dependent noise, in the general case of controls $u \in U$ with
Externí odkaz:
http://arxiv.org/abs/2306.07422
We study a class of quasi-linear parabolic equations defined on a separable Hilbert space, depending on a small parameter in front of the second order term. Through the nonlinear semigroup associated with such equation, we introduce the corresponding
Externí odkaz:
http://arxiv.org/abs/2208.12867
Publikováno v:
In Journal of Functional Analysis 15 June 2024 286(12)
In this paper we study the limit of the value function for a two-scale, infinite-dimensional, stochastic controlled system with cylindrical noise and possibly degenerate diffusion. The limit is represented as the value function of a new reduced contr
Externí odkaz:
http://arxiv.org/abs/2103.16152
Publikováno v:
Mathematical Control and Related Fields, 2021, Volume 11, Issue 4: 829-855
We prove a stochastic maximum principle for a control problem where the state equation is delayed both in the state and in the control, and also the final cost functional may depend on the past trajectories. The adjoint equations turn out to be a new
Externí odkaz:
http://arxiv.org/abs/2002.03953
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equations with pointwise delay in the state and with control dependent noise, in the general case of controls $u
Externí odkaz:
http://arxiv.org/abs/1805.07957
The present paper is devoted to the study of the asymptotic behavior of the value functions of both finite and infinite horizon stochastic control problems and to the investigation of their relation with suitable stochastic ergodic control problems.
Externí odkaz:
http://arxiv.org/abs/1804.01752
In this paper we study by probabilistic techniques the convergence of the value function for a two-scale, infinite-dimensional, stochastic controlled system as the ratio between the two evolution speeds diverges. The value function is represented as
Externí odkaz:
http://arxiv.org/abs/1803.05908
In this paper we study, by probabilistic techniques, the convergence of the value function for a two-scale, infinite-dimensional, stochastic controlled system as the ratio between the two evolution speeds diverges. The value function is represented a
Externí odkaz:
http://arxiv.org/abs/1701.01165