24 janvier 2023
Séminaire_24_janvier
Sergio Pulido (ENSIIE Evry)
Le 24 janvier 2023
Existence of optimal controls for stochastic Volterra equations
Abstract: We study the existence of relaxed optimal controls in the weak formulation of control problems for stochastic Volterra equations (SVEs). Our study can be applied to rough processes which arise when the kernel appearing in the controlled SVE is singular at zero. This is joint work with Andrés Cárdenas and Rafael Serrano.
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