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dc.date.accessioned2013-03-12T08:17:31Z
dc.date.available2013-03-12T08:17:31Z
dc.date.issued2009en_US
dc.date.submitted2009-11-12en_US
dc.identifier.urihttp://hdl.handle.net/10852/10500
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.eng
dc.language.isoengen_US
dc.publisherMatematisk Institutt, Universitetet i Oslo
dc.relation.ispartofPreprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076en_US
dc.relation.urihttp://urn.nb.no/URN:NBN:no-8076
dc.rights© The Author(s) (2008). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society.
dc.titleOptimal control with partial information for stochastic Volterra equationsen_US
dc.typeResearch reporten_US
dc.date.updated2009-11-12en_US
dc.rights.holderCopyright 2008 The Author(s)
dc.creator.authorØksendal, Bernten_US
dc.creator.authorZhang, Tushengen_US
dc.subject.nsiVDP::410en_US
dc.identifier.urnURN:NBN:no-23459en_US
dc.type.documentForskningsrapporten_US
dc.identifier.duo96778en_US
dc.identifier.fulltextFulltext https://www.duo.uio.no/bitstream/handle/10852/10500/1/pm20-08.pdf


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