地点：腾讯会议 ID 585 560 286
Spike variation technique plays a crucial role in deriving Pontryagin's type maximum principle of optimal control for deterministic and stochastic differential equation systems when the control domains are not assumed to be convex. It is expected that such a technique could be extended to the case of (forward) stochastic Volterra integral equations (FSVIEs). However, due to the lack of differentiability, the straightforward extension does not work. This report is to develop spike variations for FSVIEs and the corresponding cost functionals.