Feedback optimal control for stochastic Volterra equations with completely monotone kernels (Q888788)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Feedback optimal control for stochastic Volterra equations with completely monotone kernels |
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Feedback optimal control for stochastic Volterra equations with completely monotone kernels (English)
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2 November 2015
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backward stochastic differential equations
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optimal control
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feedback law
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stochastic Volterra integro-differential problem
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monotone kernels
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semilinear evolution equation
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Hamilton-Jacobi-Bellman equation
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