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20182026
most citedExtended backward stochastic Volterra integral equations and their applications to time-inconsistent stochastic recursive control problems

28 citations · 101 across the 16 of their papers we have counts for

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math.OC2021★ 18 cited

On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay

Yushi Hamaguchi

In this paper, we prove both necessary and sufficient maximum principles for infinite horizon discounted control problems of stochastic Volterra integral equations with finite dela…