Browsing Articles (FOR) by Journals "International Journal of Stochastic Analysis"

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    • Optimal control with partial information for stochastic Volterra equations 

      Øksendal, Bernt; Zhang, Tusheng (Journal article; Peer reviewed, 2010)
      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 ...

    • Optimal control with partial information for stochastic Volterra equations 

      Øksendal, Bernt; Zhang, Tusheng (Journal article; Peer reviewed, 2010)
      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 ...