Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels
Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels
In this paper, we study a class of optimal control problems for stochastic Volterra equations in infinite dimensions. We are concerned with a class of stochastic Volterra integro-differential problem with completely monotone kernels, where we assume that the noise enters the system when we introduce a control. We provide a …