Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations (Q6176641)
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scientific article; zbMATH DE number 7731287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations |
scientific article; zbMATH DE number 7731287 |
Statements
Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations (English)
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23 August 2023
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linear-quadratic optimal control
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stochastic Volterra integral equation
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optimality system
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coupled forward-backward stochastic Volterra integral equation
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decoupling field
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path-dependent Riccati equation
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causal state feedback representation
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