Open AccessLinear-quadratic control for a class of stochastic Volterra equations: Solvability and approximation
Author(s) -
Eduardo Abi Jaber,
Enzo Miller,
Huyên Pham
Publication year - 2021
Publication title -
the annals of applied probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.878
H-Index - 86
eISSN - 2168-8737
pISSN - 1050-5164
DOI - 10.1214/20-aap1645
Subject(s) - mathematics , volterra integral equation , bellman equation , martingale (probability theory) , mathematical analysis , mathematical optimization , integral equation
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom