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 …