Pages that link to "Item:Q5087030"

The following pages link to New approach to optimal control of stochastic Volterra integral equations (Q5087030):

Displaying 16 items.

• Malliavin calculus and optimal control of stochastic Volterra equations (Q262021) (← links)
• Optimal control with partial information for stochastic Volterra equations (Q980544) (← links)
• A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
• Time fractional stochastic differential equations driven by pure jump Lévy noise (Q2050881) (← links)
• On stochastic control for time changed Lévy dynamics (Q2089015) (← links)
• Singular control of stochastic Volterra integral equations (Q2157866) (← links)
• Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
• Optimal control problems of forward-backward stochastic Volterra integral equations (Q2356564) (← links)
• A new method for optimal control of Volterra integral equations (Q2383713) (← links)
• Risk-neutral multiobjective optimal control of random Volterra integral equations (Q2694260) (← links)
• (Q4727942) (← links)
• Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations (Q5056589) (← links)
• Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (Q5097389) (← links)
• Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations (Q5109187) (← links)
• Dynamic risk measure for BSVIE with jumps and semimartingale issues (Q5379260) (← links)
• Backward stochastic Volterra integral equations with time delayed generators (Q6662143) (← links)