  Stochastic control problems related to optimal advertising under uncertainty
are considered. In particular, we determine the optimal strategies for the
problem of maximizing the utility of goodwill at launch time and minimizing the
disutility of a stream of advertising costs that extends until the launch time
for some classes of stochastic perturbations of the classical Nerlove-Arrow
dynamics. We also consider some generalizations such as problems with
constrained budget and with discretionary launching.
