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math.OC2025
Closed-loop solvability of delayed control problems: A stochastic Volterra system approach
Weijun Meng, Tianxiao Wang, Ji-Feng Zhang
A general and new stochastic linear quadratic optimal control problem is studied, where the coefficients are allowed to be time-varying, and both state delay and control delay can…
math.OC2024
Causal feedback strategies for controlled stochastic Volterra systems: a unified treatment
Jiayin Gong, Tianxiao Wang
This paper is concerned with a unified treatment of linear quadratic control problem for stochastic Volterra integral equations (SVIEs), motivated by the various approaches and sca…
math.OC2023
Singular backward stochastic Volterra integral equations in infinite dimensional spaces
Tianxiao Wang, Mengliang Zheng
In this paper, the notion of singular backward stochastic Volterra integral equations (singular BSVIEs for short) in infinite dimensional space is introduced, and the corresponding…