Pages that link to "Item:Q2240882"

The following pages link to Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882):

Displaying 14 items.

• Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
• On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (Q2694470) (← links)
• Infinite horizon backward stochastic Volterra integral equations and discounted control problems (Q5016158) (← links)
• Robust control in a rough environment (Q5072907) (← links)
• American Options in the Volterra Heston Model (Q5080128) (← links)
• Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028) (← links)
• Stochastic optimization of a mixed moving average process for controlling non-Markovian streamflow environments (Q6100032) (← links)
• Volterra square-root process: stationarity and regularity of the law (Q6126106) (← links)
• Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations (Q6176641) (← links)
• Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations (Q6562465) (← links)
• Optimal control in linear-quadratic stochastic advertising models with memory (Q6581917) (← links)
• Singular backward stochastic Volterra integral equations in infinite dimensional spaces (Q6601839) (← links)
• Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies (Q6615486) (← links)
• Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations (Q6635684) (← links)