Grade school math students are likely familiar with teachers admonishing them not to just guess the answer to a problem. But a new proof establishes that, in fact, the right kind of guessing is ...
The Annals of Applied Probability, Vol. 31, No. 5 (October 2021), pp. 2244-2274 (31 pages) We provide an exhaustive treatment of linear-quadratic control problems for a class of stochastic Volterra ...