Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations
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Publication:6562465
DOI10.1051/COCV/2024036MaRDI QIDQ6562465FDOQ6562465
Authors: Yushi Hamaguchi, Tianxiao Wang 
Publication date: 26 June 2024
Published in: European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)
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Linear integral equations (45A05) Feedback control (93B52) Optimal stochastic control (93E20) Stochastic integral equations (60H20)
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