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

DOI10.1016/j.spa.2024.104449MaRDI QIDQ6615486

Tian Xiao Wang, Yushi Hamaguchi

Publication date: 8 October 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

linear-quadratic controlstochastic Volterra integral equationcausal feedback strategy

Mathematics Subject Classification ID

Feedback control (93B52) Optimal stochastic control (93E20) Stochastic integral equations (60H20) Linear integral equations (45A05)

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