Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies (Q6615486)

scientific article; zbMATH DE number 7923205

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English	Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies	scientific article; zbMATH DE number 7923205

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instance of

scholarly article

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title

Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies (English)

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Stochastic Processes and their Applications

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publication date

8 October 2024

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zbMATH Keywords

linear-quadratic control

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stochastic Volterra integral equation

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causal feedback strategy

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Publication

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cites work

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Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations

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Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations

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Identifiers

DOI

10.1016/j.spa.2024.104449

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:6615486