Eduardo Abi Jaber, Enzo Miller, Huyen Pham. Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems.
SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2021, 59 (2), pp.1581-1603.
⟨10.1137/19M1298287⟩.
⟨hal-03264893⟩