Zobrazeno 1 - 10
of 175
pro vyhledávání: '"Masiero, Federica"'
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
We consider a class of optimal advertising problems under uncertainty for the introduction of a new product into the market, on the line of the seminal papers of Vidale and Wolfe, 1957, and Nerlove and Arrow, 1962. The main features of our model are
Externí odkaz:
http://arxiv.org/abs/2402.01015
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
Autor:
Gozzi, Fausto, Masiero, Federica
We study a family of stochastic control problems arising in typical applications (such as boundary control and control of delay equations with delay in the control) with the ultimate aim of finding solutions of the associated HJB equations, regular e
Externí odkaz:
http://arxiv.org/abs/2306.06016
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinear stochastic damped wave equations which describe elastic systems with
Externí odkaz:
http://arxiv.org/abs/2110.01994
It is well known that the transition semigroup of an Ornstein Uhlenbeck process with delay is not strong Feller for small times, so it has no regularizing effects when acting on bounded and continuous functions. In this paper we study regularizing pr
Externí odkaz:
http://arxiv.org/abs/2109.00410
Autor:
Masiero, Federica, Gozzi, Fausto
This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typical applications (such as boundary control and control of delay equations with delay in the control) and for which is difficult to apply the dynamic p
Externí odkaz:
http://arxiv.org/abs/2107.04305
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
Publikováno v:
In Journal of Differential Equations 5 September 2023 366:192-248
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifting of path-dependent SDEs. We investigate existence of smooth solution
Externí odkaz:
http://arxiv.org/abs/1910.05114