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dc.contributor.authorØksendal, Bernt
dc.contributor.authorZhang, Tusheng
dc.date.accessioned2018-03-23T12:00:02Z
dc.date.available2018-03-23T12:00:02Z
dc.date.created2011-01-18T10:18:03Z
dc.date.issued2010
dc.identifier.citationInternational Journal of Stochastic Analysis. 2010, 2010 .nb_NO
dc.identifier.issn2090-3332
dc.identifier.urihttp://hdl.handle.net/11250/2491910
dc.description.abstractIn 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.nb_NO
dc.language.isoengnb_NO
dc.publisherHindawinb_NO
dc.rightsNavngivelse 4.0 Internasjonal*
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/deed.no*
dc.titleOptimal control with partial information for stochastic Volterra equationsnb_NO
dc.typeJournal articlenb_NO
dc.typePeer reviewednb_NO
dc.description.versionpublishedVersionnb_NO
dc.subject.nsiVDP::Mathematics and natural science: 400::Mathematics: 410nb_NO
dc.subject.nsiVDP::Social science: 200::Economics: 210::Business: 213nb_NO
dc.source.pagenumber25nb_NO
dc.source.volume2010nb_NO
dc.source.journalInternational Journal of Stochastic Analysisnb_NO
dc.identifier.doi10.1155/2010/329185
dc.identifier.cristin526193
cristin.unitcode191,0,0,0
cristin.unitnameNorges Handelshøyskole
cristin.ispublishedtrue
cristin.fulltextoriginal
cristin.qualitycode1


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