Singular optimal control of stochastic Volterra integral equations

Nacira Agram, Saloua Labed, Bernt Øksendal +1

This paper deals with optimal combined singular and regular controls for stochastic Volterra integral equations, where the solution X^{u,ξ}(t)=X(t) is given by X(t) =ϕ(t)+\int_{0}^…