  This paper is concerned with a unified treatment of linear quadratic control
problem for stochastic Volterra integral equations (SVIEs), motivated by the
various approaches and scattered results in the existing literature. A novel
class of optimal causal feedback strategy is introduced and characterized by
means of a new Riccati system. To this end, a fundamental function space and an
appropriate multiplicative rule among functions are defined for the first time.
In contrast with the existing works, our unified treatment not only provides a
new approach, but also extends or improves the known conclusions in stochastic
differential equations, convolution SVIEs, stochastic Volterra
integro-differential equations (VIDEs), deterministic VIEs, deterministic
VIDEs. In addition, an interesting phenomenon is reveal by the current study:
for SVIEs the conventional structure of state feedback is replaced by a
suitable causal form, and the original state process no longer plays
indispensable role in the feedbacks while an auxiliary state process does.
