Optimal control for stochastic Volterra equations with multiplicative Lévy noise
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Analysis
Link
https://link.springer.com/content/pdf/10.1007/s00030-020-00631-1.pdf
Reference55 articles.
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3. Bandini, E., Confortola, F.: Optimal control of semi-Markov processes with a backward stochastic differential equations approach. Math. Control Signals Syst. 29(1), 35 (2017)
4. Barles, G., Buckdahn, R., Pardoux, E.: Backward stochastic differential equations and integral-partial differential equations. Stoch. Stoch. Rep. 60, 57–83 (1997)
5. Bismut, J.M.: Conjugate convex functions in optimal stochastic control. J. Math. Anal. Appl. 44, 384–404 (1973)
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