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"Integral Operator Riccati Equations Arising in Stochastic Volterra Control ..."

Eduardo Abi Jaber, Enzo Miller, Huyên Pham (2021)

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DOI: 10.1137/19M1298287

access: closed

type: Journal Article

metadata version: 2021-05-16

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Eduardo Abi Jaber, Enzo Miller, Huyên Pham:
Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems. SIAM J. Control. Optim. 59(2): 1581-1603 (2021)

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