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
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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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