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arXiv · 2604.00937

Infinite Horizon Optimal Control of Forward-Backward Stochastic Volterra Equations with Delay

Ibtissem Djaber·Hafiane Nawel·Samia Yakhlef
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Abstract

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).

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Ibtissem Djaber, Hafiane Nawel, Samia Yakhlef. 2026-04-01. Infinite Horizon Optimal Control of Forward-Backward Stochastic Volterra Equations with Delay. https://arxiv.org/abs/2604.00937

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