Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems (Q4990315)
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scientific article; zbMATH DE number 7352265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems |
scientific article; zbMATH DE number 7352265 |
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Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems (English)
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28 May 2021
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infinite-dimensional Lyapunov equation
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integral operator Riccati equation
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linear-quadratic control
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stochastic Volterra equations
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