On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (Q2694470)
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scientific article; zbMATH DE number 7671499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay |
scientific article; zbMATH DE number 7671499 |
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On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (English)
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3 April 2023
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maximum principles
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stochastic delay Volterra integral equations
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anticipated backward stochastic Volterra integral equations
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fractional stochastic delay differential equations
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Gaussian state-feedback representation formula
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