Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels (Q2903502)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels |
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Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels (English)
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10 August 2012
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stochastic Volterra equations in infinite dimensions
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semigroup
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optimal feedback control
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backward stochastic differential equation
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