Backward stochastic Volterra integro-differential equations and applications in optimal control problems (Q5097389)
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scientific article; zbMATH DE number 7574524
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| English | Backward stochastic Volterra integro-differential equations and applications in optimal control problems |
scientific article; zbMATH DE number 7574524 |
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Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems (English)
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23 August 2022
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backward stochastic Volterra integro-differential equations
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backward stochastic Volterra integral equations
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time inconsistent optimal control problems
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dual principles
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maximum principles
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linear quadratic control problems
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0.8751823902130127
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0.8630120158195496
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0.8589679002761841
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0.8498468995094299
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