Infinite horizon backward stochastic Volterra integral equations and discounted control problems
ESAIM: COCV, 27 (2021) 101
Published online: 2021-10-26
Articles citing this article
The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).
Cited article:
This article has been cited by the following article(s):
Existence of optimal controls for stochastic Volterra equations
Andres Cardenas, Sergio Pulido and Rafael SerranoESAIM: Control, Optimisation and Calculus of Variations 31 30 (2025)
https://doi.org/10.1051/cocv/2025020
Causal Feedback Strategies for Controlled Stochastic Volterra Systems: A Unified Treatment
Jiayin Gong and Tianxiao WangSIAM Journal on Control and Optimization 63 (3) 1950 (2025)
https://doi.org/10.1137/24M1668901
Singular Mean‐Field Backward Stochastic Volterra Integral Equations in Infinite Dimensional Spaces
Javad A. Asadzade and Nazim I. MahmudovMathematical Methods in the Applied Sciences (2025)
https://doi.org/10.1002/mma.11081
Multi-dimensional super-linear backward stochastic Volterra integral equations
Shengjun Fan, Tianxiao Wang and Jiongmin YongJournal of Differential Equations 437 113350 (2025)
https://doi.org/10.1016/j.jde.2025.113350
Linear-quadratic stochastic volterra controls II. Optimal strategies and Riccati-Volterra equations
Yushi Hamaguchi and Tianxiao WangESAIM: Control, Optimisation and Calculus of Variations 30 48 (2024)
https://doi.org/10.1051/cocv/2024036
Picard Approximation of a Singular Backward Stochastic Nonlinear Volterra Integral Equation
Arzu Ahmadova and Nazim I. MahmudovQualitative Theory of Dynamical Systems 23 (4) (2024)
https://doi.org/10.1007/s12346-024-01043-7
Singular backward stochastic Volterra integral equations in infinite dimensional spaces
Tianxiao Wang and Mengliang ZhengJournal of Differential Equations 407 1 (2024)
https://doi.org/10.1016/j.jde.2024.06.002
Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations
Hanxiao Wang, Jiongmin Yong and Chao ZhouSIAM Journal on Control and Optimization 61 (4) 2595 (2023)
https://doi.org/10.1137/22M1492696
A Pontryagin maximum principle for terminal state-constrained optimal control problems of Volterra integral equations with singular kernels
Jun MoonAIMS Mathematics 8 (10) 22924 (2023)
https://doi.org/10.3934/math.20231166
Anticipated Backward Stochastic Volterra Integral Equations with Jumps and Applications to Dynamic Risk Measures
Liangliang Miao, Yanhong Chen, Xiao Xiao and Yijun HuActa Mathematica Scientia 43 (3) 1365 (2023)
https://doi.org/10.1007/s10473-023-0321-2
Variation of constants formulae for forward and backward stochastic Volterra integral equations
Yushi HamaguchiJournal of Differential Equations 343 332 (2023)
https://doi.org/10.1016/j.jde.2022.10.007
Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators
Hanxiao Wang, Jiongmin Yong and Chao ZhouProbability, Uncertainty and Quantitative Risk 7 (4) 301 (2022)
https://doi.org/10.3934/puqr.2022018