Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations
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Cites work
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- scientific article; zbMATH DE number 194918 (Why is no real title available?)
- scientific article; zbMATH DE number 4000260 (Why is no real title available?)
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- Applications of fractional calculus
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- Integral operator Riccati equations arising in stochastic Volterra control problems
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- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation
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