In this paper we analyze stochastic dynamic pricing and advertising differential games in special oligopoly markets … with constant price and advertising elasticities. We consider the sale of perishable as well as durable goods and include …

advertising models. We derive general qualitative insights in the complex interplay of optimal pricing and advertising decisions …, inventory level, price impact, advertising impact and different model parameters, such as discount rate, marginal unit costs … pricing and advertising strategies. Our analysis also implies general results for other related models, such as pure pricing …

We analyze stochastic dynamic multi-product pricing models for durable goods and consider a single advertising channel … feedback prices for all types of products, and the optimal advertising rate. In order to evaluate optimally controlled sales …

We examine a special class of dynamic pricing and advertising models for the sale of perishable goods, including … as well as of the optimal pricing and advertising policy in feedback form. Moreover, we show that for small unit shares … that in the case of positive holding costs, on average, optimal prices increase in time and advertising rates decrease …

This paper analyzes a dynamic pricing and advertising model for the sale of perishable products under constant absolute … risk aversion. We consider a time-dependent version of Gallego and van Ryzin's (1994) model with advertising effects …, accounting for marginal unit costs. We derive closed-form expressions of the optimal risk-averse pricing and advertising policies …

This paper deals with deterministic dynamic pricing and advertising differential games which are stylized models of … special durable-good oligopoly markets. We analyze infinite horizon models with constant price and advertising elasticities of …

In this paper we analyze a stochastic dynamic advertising and pricing model with isoelastic demand. The state space is …-Steiner identity will be derived. Explicit expressions of the optimal advertising and pricing policies, of the value function and of … the optimal advertising expenditures will be given. The general results will be used to analyze the case of impatient …

In Sethi et al. introduced a particular new-product adoption model. They determine optimal advertising and pricing …