Abstract
ABSTRACTWe study optimal control of stochastic Volterra integral equations (SVIE) with jumps by using Hida-Malliavin calculus. We give conditions under which there exist unique solutions of such equations.Then we prove both a sufficient maximum principle (a verification theorem) and a necessary maximum principle via Hida-Malliavin calculus.As an application we solve a problem of optimal consumption from a cash flow modelled by an SVIE.
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