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"Optimal Control for Stochastic Volterra Equations with Completely Monotone ..."

Stefano Bonaccorsi, Fulvia Confortola, Elisa Mastrogiacomo (2012)

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DOI: 10.1137/100782875

access: closed

type: Journal Article

metadata version: 2021-04-13

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Stefano Bonaccorsi, Fulvia Confortola, Elisa Mastrogiacomo:
Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels. SIAM J. Control. Optim. 50(2): 748-789 (2012)

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