Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels (Q2414738): Difference between revisions

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Latest revision as of 23:08, 26 August 2024

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Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels
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    Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels (English)
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    17 May 2019
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    abstract integro-differential equation
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    analytic semigroup
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    backward stochastic differential equations
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    elliptic pdes
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    Hilbert spaces
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    mild solutions
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