Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels
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Publication:2903502
DOI10.1137/100782875zbMath1244.93172OpenAlexW2121746244MaRDI QIDQ2903502
Stefano Bonaccorsi, Fulvia Confortola, Elisa Mastrogiacomo
Publication date: 10 August 2012
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11311/662706
optimal feedback controlsemigroupbackward stochastic differential equationstochastic Volterra equations in infinite dimensions
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Volterra integral equations (45D05)
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