LINEAR-QUADRATIC CONTROL FOR A CLASS OF STOCHASTIC VOLTERRA EQUATIONS: SOLVABILITY AND APPROXIMATION
The Annals of Applied Probability, Vol. 31, No. 5 (October 2021), pp. 2244-2274 (31 pages) We provide an exhaustive treatment of linear-quadratic control problems for a class of stochastic Volterra ...
https://doi.org/10.2307/2008715 • https://www.jstor.org/stable/2008715 Copy URL Convergence of approximations for a large class of weakly nonlinear parabolic and ...
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