Infinite horizon backward stochastic Volterra integral equations and discounted control problems (Q5016158)
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scientific article; zbMATH DE number 7442547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon backward stochastic Volterra integral equations and discounted control problems |
scientific article; zbMATH DE number 7442547 |
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Infinite horizon backward stochastic Volterra integral equations and discounted control problems (English)
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13 December 2021
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infinite horizon backward stochastic Volterra integral equation
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stochastic Volterra integral equation
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duality principle
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discounted stochastic control
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