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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2604.00937 |
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| _version_ | 1866914437434179584 |
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| author | Djaber, Ibtissem Nawel, Hafiane Yakhlef, Samia |
| author_facet | Djaber, Ibtissem Nawel, Hafiane Yakhlef, Samia |
| contents | 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). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_00937 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Infinite Horizon Optimal Control of Forward-Backward Stochastic Volterra Equations with Delay Djaber, Ibtissem Nawel, Hafiane Yakhlef, Samia Probability 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). |
| title | Infinite Horizon Optimal Control of Forward-Backward Stochastic Volterra Equations with Delay |
| topic | Probability |
| url | https://arxiv.org/abs/2604.00937 |