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"Integral Operator Riccati Equations Arising in Stochastic Volterra Control ..."
Eduardo Abi Jaber, Enzo Miller, Huyên Pham (2021)
- Eduardo Abi Jaber, Enzo Miller, Huyên Pham:
Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems. SIAM J. Control. Optim. 59(2): 1581-1603 (2021)
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