dc.contributor.author | Øksendal, Bernt | |
dc.contributor.author | Zhang, Tusheng | |
dc.date.accessioned | 2012-12-04T11:52:34Z | |
dc.date.available | 2012-12-04T11:52:34Z | |
dc.date.issued | 2010 | |
dc.identifier.issn | 2090-3332 | |
dc.identifier.uri | http://hdl.handle.net/11250/163554 | |
dc.description.abstract | In the first part of the paper we obtain existence and characterizations of an optimal control for a
linear quadratic control problem of linear stochastic Volterra equations. In the second part, using
the Malliavin calculus approach, we deduce a general maximum principle for optimal control of
general stochastic Volterra equations. The result is applied to solve some stochastic control problem
for some stochastic delay equations. | no_NO |
dc.language.iso | eng | no_NO |
dc.publisher | Hindawi Publishing Corporation | no_NO |
dc.title | Optimal control with partial information for stochastic Volterra equations | no_NO |
dc.type | Journal article | no_NO |
dc.type | Peer reviewed | no_NO |
dc.subject.nsi | VDP::Mathematics and natural science: 400::Mathematics: 410 | no_NO |
dc.source.volume | 2010 | no_NO |
dc.source.journal | International Journal of Stochastic Analysis | no_NO |
dc.identifier.doi | 10.1155/2010/329185 | |