| Article ID: | iaor2000855 |
| Country: | United States |
| Volume: | 79 |
| Issue: | 2 |
| Start Page Number: | 219 |
| End Page Number: | 236 |
| Publication Date: | Feb 1993 |
| Journal: | Journal of Optimization Theory and Applications |
| Authors: | Dorroh J.R., Ferreyra G. |
| Keywords: | programming: dynamic |
An optimal advertising singular control problem with unbounded control is formulated in a generalized fashion by introducing a reparametrization of time. The reparametrization is a new control. The method of dynamic programming is then used to determine the optimal synthesis. Afterward, it is easy to drop the reparametrization of time. In this interpretation, the synthesis shows an impulsive control at the initial time.