Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations (Q5109187)
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scientific article; zbMATH DE number 7198279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations |
scientific article; zbMATH DE number 7198279 |
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Necessary conditions of Pontraygin’s type for general controlled stochastic Volterra integral equations (English)
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11 May 2020
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stochastic Volterra integral equations
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maximum principles
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second-order adjoint processes
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non-convex control region
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