On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay

DOI10.1007/S00245-022-09958-WzbMath1511.93141arXiv2109.06092MaRDI QIDQ6377545

Yushi Hamaguchi

Publication date: 13 September 2021

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20) Functional-differential equations with fractional derivatives (34K37)

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