2 papers
math.OC2026
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…