New approach to optimal control of stochastic Volterra integral equations (Q5087030)
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scientific article; zbMATH DE number 7554643
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| English | New approach to optimal control of stochastic Volterra integral equations |
scientific article; zbMATH DE number 7554643 |
Statements
New approach to optimal control of stochastic Volterra integral equations (English)
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8 July 2022
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stochastic maximum principle
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stochastic Volterra integral equation
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backward stochastic Volterra integral equation
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Hida-Malliavin calculus
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Volterra recursive utility
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optimal consumption from an SVIE cash flow
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0.8814569711685181
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0.875874936580658
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0.8691600561141968
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0.8489631414413452
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