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Matematicheskie Zametki, 1990, Volume 48, Issue 6, Pages 112–117 (Mi mzm3415)  
On a linearly quadratic problem of optimal control of a stochastic Volterra equation

L. E. Shaikhet

M. M. Fedorov Research Institute of Mining Mechanical Engineering
Full-text PDF (335 kB)
Received: 14.03.1988
English version:
Mathematical Notes, 1990, Volume 48, Issue 6, Pages 1249–1252
DOI: https://doi.org/10.1007/BF01240269
Bibliographic databases:
Language: Russian
Citation: L. E. Shaikhet, “On a linearly quadratic problem of optimal control of a stochastic Volterra equation”, Mat. Zametki, 48:6 (1990), 112–117; Math. Notes, 48:6 (1990), 1249–1252
Citation in format AMSBIB
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\by L.~E.~Shaikhet
\paper On a~linearly quadratic problem of optimal control of a~stochastic Volterra equation
\jour Mat. Zametki
\yr 1990
\vol 48
\issue 6
\pages 112--117
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\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1102628}
\zmath{https://zbmath.org/?q=an:0724.49012}
\transl
\jour Math. Notes
\yr 1990
\vol 48
\issue 6
\pages 1249--1252
\crossref{https://doi.org/10.1007/BF01240269}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1990FY46100029}
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