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Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels

✍ Scribed by Bonaccorsi, S.; Confortola, F.; Mastrogiacomo, E.


Book ID
120707704
Publisher
Society for Industrial and Applied Mathematics
Year
2012
Tongue
English
Weight
401 KB
Volume
50
Category
Article
ISSN
0363-0129

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Optimal control problem for nonlinear st
✍ N. Kuchkina; L. Shaikhet πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 319 KB

The problems of stability and optimal control for stochastic difference equations are receiving important attention now (see for example [1][2][3][4][5][6]). In this paper, the necessary optimality condition for nonlinear stochastic difference second kind Volterra equation are constructed. For stoch