Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations (Q6562465)

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scientific article; zbMATH DE number 7871741
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    Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations
    scientific article; zbMATH DE number 7871741

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      Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations (English)
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      26 June 2024
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      linear-quadratic control
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      stochastic Volterra integral equation
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      Riccati-Volterra equation
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