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20062026
most citedAtmosphere: Context and situational-aware collaborative IoT architecture for edge-fog-cloud computing

70 citations

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math.OC2014

Malliavin calculus and optimal control of stochastic Volterra equations

Nacira Agram, Bernt Øksendal

Solutions of stochastic Volterra (integral) equations are not Markov processes, and therefore classical methods, like dynamic programming, cannot be used to study optimal control p…