Following Cox & Wermuth (1994, 2002), we show that the distribution of a set of binary observable variables, induced by a certain discrete latent variable model, may be approximated by a quadratic ...
LINEAR-QUADRATIC CONTROL FOR A CLASS OF STOCHASTIC VOLTERRA EQUATIONS: SOLVABILITY AND APPROXIMATION
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 ...
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