OPTIMAL CONTROL OF STOCHASTIC DELAY DIFFERENTIAL EQUATIONS AND APPLICATIONS TO PATH-DEPENDENT FINANCIAL AND ECONOMIC MODELS

被引：0

作者：

De Feo, Filippo ^{[1
]}

Federico, Salvatore ^{[2
]}

Święch, Andrzej ^{[3
]}

机构：

[1] Department of Mathematics, Politecnico di Milano, Piazza Leonardo da Vinci 32, Milano,20133, Italy

[2] Dipartimento di Economia, Università di Genova, Via F. Vivaldi 5, Genova,16126, Italy

[3] School of Mathematics, Georgia Institute of Technology, 686 Cherry Street, Atlanta,GA,30332, United States

来源：

arXiv | 2023年

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Differential equations - Hilbert spaces - Optimal control systems - Stochastic control systems - Stochastic models - Stochastic systems - Vector spaces

引用