Abstract. Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in short) with closed control regions are formulated and studied. Instead of using spike variation method as one may imagine, here we turn to treat the non-convexity of the control regions by borrowing some tools in set-valued analysis and adapting them into our stochastic control systems. A ...

By using the properties of strong fuzzy Henstock integrals, the existence theorems of solution for a kind of the discontinuous fuzzy Fredholm integral equations are established. The results are generalizations of earlier investigation for fuzzy continuous systems.

Surrogate modelling of solutions of integral equations by neural networks is investigated theoretically. Estimates of speed of convergence of suboptimal surrogate solutions to solutions described by Fredholm theorem are derived.