无限地平线优化控制有延迟的前进-后起倒置伏地平线方程式
Infinite Horizon Optimal Control of Forward-Backward Stochastic Volterra Equations with Delay
作者
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Ibtissem Djaber | Hafiane Nawel | Samia Yakhlef
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2026
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-
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Abstract
We consider an optimal control problem for infinite horizon systems governed by coupled forward-backward stochastic Volterra integral equations with delay. Using Hida-Malliavin calculus, we prove both sufficient and necessary maximum principles for optimal control of such systems. We establish existence and uniqueness results for a class of infinite horizon backward stochastic Volterra integral equations (BSVIEs).
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