Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (Q5097389)
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scientific article; zbMATH DE number 7574524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems |
scientific article; zbMATH DE number 7574524 |
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Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (English)
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23 August 2022
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backward stochastic Volterra integro-differential equations
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backward stochastic Volterra integral equations
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time inconsistent optimal control problems
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dual principles
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maximum principles
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linear quadratic control problems
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