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On a linearly quadratic problem of optimal control of a stochastic Volterra equation - MaRDI portal

On a linearly quadratic problem of optimal control of a stochastic Volterra equation

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Publication:757821

DOI10.1007/BF01240269zbMath0724.49012OpenAlexW2321149190MaRDI QIDQ757821

Leonid Shaikhet

Publication date: 1990

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01240269


zbMATH Keywords

quadratic performance criterionlinear stochastic Volterra equation


Mathematics Subject Classification ID

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Cites Work


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