Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems

Eduardo Abi Jaber, Enzo Miller, Huyên Pham. Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems. SIAM J. Control and Optimization, 59(2):1581-1603, 2021. [doi]

Abstract

Abstract is missing.