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Optimal control for stochastic Volterra equations with completely monotone kernels - MaRDI portal

Optimal control for stochastic Volterra equations with completely monotone kernels (Q2903502)

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scientific article; zbMATH DE number 6064759
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Optimal control for stochastic Volterra equations with completely monotone kernels
scientific article; zbMATH DE number 6064759

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    10 August 2012
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    stochastic Volterra equations in infinite dimensions
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    semigroup
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    optimal feedback control
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    backward stochastic differential equation
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    Optimal control for stochastic Volterra equations with completely monotone kernels (English)
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