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Singular optimal control of stochastic Volterra integral equations - MaRDI portal

Singular optimal control of stochastic Volterra integral equations

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Publication:6325538

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DOI10.1007/S10473-022-0311-9zbMath1513.60061arXiv1909.08338MaRDI QIDQ6325538

Nacira Agram, Saloua Labed, Samia Yakhlef, Bernt Øksendal

Publication date: 18 September 2019

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Financial applications of other theories (91G80) Stochastic integrals (60H05) Stochastic integral equations (60H20)

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