Optimal Parameter Selection of Parabolic Systems

Published Online:https://doi.org/10.1287/moor.5.3.467

An optimal parameter selection problem is posed based upon a distributed parameter system with the parameters to be determined appearing in the coefficients of the partial differential equation. For this problem, an analytic expression is derived for the gradient of the performance criterion as a function of the parameters. For illustration, an example concerning advertising is solved.

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