An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints
DOI10.1155/2014/432718zbMath1472.49040arXiv1211.1740OpenAlexW2094478870WikidataQ59038196 ScholiaQ59038196MaRDI QIDQ1724115
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.1740
stochastic optimal controlstochastic maximum principleforward-backward stochastic Volterra integral equations
Variational inequalities (49J40) Stochastic integrals (60H05) Variational inequalities (global problems) in infinite-dimensional spaces (58E35) Volterra integral equations (45D05) Existence of optimal solutions to problems involving randomness (49J55)
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