Feedback optimal control for stochastic Volterra equations with completely monotone kernels (Q888788): Difference between revisions

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Latest revision as of 00:42, 11 July 2024

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Feedback optimal control for stochastic Volterra equations with completely monotone kernels
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    Feedback optimal control for stochastic Volterra equations with completely monotone kernels (English)
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    2 November 2015
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    backward stochastic differential equations
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    optimal control
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    feedback law
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    stochastic Volterra integro-differential problem
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    monotone kernels
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    semilinear evolution equation
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    Hamilton-Jacobi-Bellman equation
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