Infinite horizon backward stochastic Volterra integral equations and discounted control problems (Q5016158): Difference between revisions

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Latest revision as of 12:02, 27 July 2024

scientific article; zbMATH DE number 7442547
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English
Infinite horizon backward stochastic Volterra integral equations and discounted control problems
scientific article; zbMATH DE number 7442547

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    Infinite horizon backward stochastic Volterra integral equations and discounted control problems (English)
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    13 December 2021
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    infinite horizon backward stochastic Volterra integral equation
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    stochastic Volterra integral equation
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    duality principle
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    discounted stochastic control
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