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Bibliographic Details
Main Authors: Konan, Roméo Kouassi, Aman, Auguste
Format: Preprint
Published: 2026
Subjects:
Online Access:https://arxiv.org/abs/2603.25452
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author Konan, Roméo Kouassi
Aman, Auguste
author_facet Konan, Roméo Kouassi
Aman, Auguste
contents We address the optimal control of stochastic Volterra integral equations with delay through the lens of Hida-Malliavin calculus. We show that the corresponding adjoint processes satisfy an anticipated backward stochastic Volterra integral equation (ABSVIE), and, exploiting this structure, we establish both necessary and sufficient stochastic maximum principles. Our results provide a comprehensive and rigorous framework for characterizing optimal controls in delayed stochastic systems.
format Preprint
id arxiv_https___arxiv_org_abs_2603_25452
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle New approach to optimal control of delayed stochastic Volterra integral equations
Konan, Roméo Kouassi
Aman, Auguste
Probability
60F05, 60H15,
We address the optimal control of stochastic Volterra integral equations with delay through the lens of Hida-Malliavin calculus. We show that the corresponding adjoint processes satisfy an anticipated backward stochastic Volterra integral equation (ABSVIE), and, exploiting this structure, we establish both necessary and sufficient stochastic maximum principles. Our results provide a comprehensive and rigorous framework for characterizing optimal controls in delayed stochastic systems.
title New approach to optimal control of delayed stochastic Volterra integral equations
topic Probability
60F05, 60H15,
url https://arxiv.org/abs/2603.25452