{"id":"https://openalex.org/W2048469131","doi":"https://doi.org/10.4310/cis.2006.v6.n3.a1","title":"Risk sensitive stochastic control and differential games","display_name":"Risk sensitive stochastic control and differential games","publication_year":2006,"publication_date":"2006-01-01","ids":{"openalex":"https://openalex.org/W2048469131","doi":"https://doi.org/10.4310/cis.2006.v6.n3.a1","mag":"2048469131"},"language":"en","primary_location":{"id":"doi:10.4310/cis.2006.v6.n3.a1","doi":"https://doi.org/10.4310/cis.2006.v6.n3.a1","is_oa":true,"landing_page_url":"https://doi.org/10.4310/cis.2006.v6.n3.a1","pdf_url":"https://www.intlpress.com/site/pub/files/_fulltext/journals/cis/2006/0006/0003/CIS-2006-0006-0003-a001.pdf","source":{"id":"https://openalex.org/S2765060502","display_name":"Communications in Information and Systems","issn_l":"1526-7555","issn":["1526-7555","2163-4548"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","dongbi-c","jufo-1","poland-20","russia-white-list-3"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Information and Systems","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://www.intlpress.com/site/pub/files/_fulltext/journals/cis/2006/0006/0003/CIS-2006-0006-0003-a001.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5110866825","display_name":"Wendell H. Fleming","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I27804330","display_name":"Brown University","ror":"https://ror.org/05gq02987","country_code":"US","type":"education","lineage":["https://openalex.org/I27804330"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Wendell H. Fleming","raw_affiliation_strings":["Brown University , Division of Applied Mathematics , Box F / 182 George Street , Providence , RI 02912 ","Brown University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Brown University , Division of Applied Mathematics , Box F / 182 George Street , Providence , RI 02912 ","institution_ids":["https://openalex.org/I27804330"]},{"raw_affiliation_string":"Brown University","institution_ids":["https://openalex.org/I27804330"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5110866825"],"corresponding_institution_ids":["https://openalex.org/I27804330"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":37,"citation_normalized_percentile":{"value":0.28040968,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"6","issue":"3","first_page":"161","last_page":"177"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8525000214576721,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8525000214576721,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12794","display_name":"Adaptive Dynamic Programming Control","score":0.05290000140666962,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.03620000183582306,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/risk-sensitive-control","display_name":"risk-sensitive control","score":0.8730000257492065},{"id":"https://openalex.org/keywords/stochastic-differential-games","display_name":"stochastic differential games","score":0.7599999904632568},{"id":"https://openalex.org/keywords/markov-diffusion-processes","display_name":"Markov diffusion processes","score":0.8460000157356262},{"id":"https://openalex.org/keywords/zero-sum-differential-games","display_name":"zero-sum differential games","score":0.8230000138282776},{"id":"https://openalex.org/keywords/hamilton-jacobi-bellman-equation","display_name":"Hamilton-Jacobi-Bellman equation","score":0.9190000295639038},{"id":"https://openalex.org/keywords/isaacs-equation","display_name":"Isaacs equation","score":0.984000027179718},{"id":"https://openalex.org/keywords/max-plus-algebra","display_name":"max-plus algebra","score":0.7870000004768372},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"stochastic control","score":0.7310000061988831},{"id":"https://openalex.org/keywords/importance-sampling","display_name":"importance sampling","score":0.9769999980926514}],"concepts":[{"id":"https://openalex.org/C2779006483","wikidata":"https://www.wikidata.org/wiki/Q1973196","display_name":"Differential game","level":2,"score":0.7766315340995789},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6453940868377686},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5505351424217224},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5042217969894409},{"id":"https://openalex.org/C93226319","wikidata":"https://www.wikidata.org/wiki/Q193137","display_name":"Differential (mechanical device)","level":2,"score":0.45639580488204956},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.4536071717739105},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.434251606464386},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.43361443281173706},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1002231240272522},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.4310/cis.2006.v6.n3.a1","doi":"https://doi.org/10.4310/cis.2006.v6.n3.a1","is_oa":true,"landing_page_url":"https://doi.org/10.4310/cis.2006.v6.n3.a1","pdf_url":"https://www.intlpress.com/site/pub/files/_fulltext/journals/cis/2006/0006/0003/CIS-2006-0006-0003-a001.pdf","source":{"id":"https://openalex.org/S2765060502","display_name":"Communications in Information and Systems","issn_l":"1526-7555","issn":["1526-7555","2163-4548"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","dongbi-c","jufo-1","poland-20","russia-white-list-3"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Information and Systems","raw_type":"journal-article"},{"id":"pmh:oai:CULeuclid:euclid.cis/1183728983","doi":null,"is_oa":false,"landing_page_url":"http://projecteuclid.org/euclid.cis/1183728983","pdf_url":null,"source":{"id":"https://openalex.org/S4306400787","display_name":"Project Euclid (Cornell University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Text"}],"best_oa_location":{"id":"doi:10.4310/cis.2006.v6.n3.a1","doi":"https://doi.org/10.4310/cis.2006.v6.n3.a1","is_oa":true,"landing_page_url":"https://doi.org/10.4310/cis.2006.v6.n3.a1","pdf_url":"https://www.intlpress.com/site/pub/files/_fulltext/journals/cis/2006/0006/0003/CIS-2006-0006-0003-a001.pdf","source":{"id":"https://openalex.org/S2765060502","display_name":"Communications in Information and Systems","issn_l":"1526-7555","issn":["1526-7555","2163-4548"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","dongbi-c","jufo-1","poland-20","russia-white-list-3"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Information and Systems","raw_type":"journal-article"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2048469131.pdf","grobid_xml":"https://content.openalex.org/works/W2048469131.grobid-xml"},"referenced_works_count":22,"referenced_works":["https://openalex.org/W180500973","https://openalex.org/W1554532768","https://openalex.org/W1558902221","https://openalex.org/W1575104486","https://openalex.org/W2000521974","https://openalex.org/W2021611402","https://openalex.org/W2022640657","https://openalex.org/W2027477535","https://openalex.org/W2060921867","https://openalex.org/W2106292461","https://openalex.org/W2124744676","https://openalex.org/W2178442254","https://openalex.org/W2180192350","https://openalex.org/W2498694880","https://openalex.org/W4210791600","https://openalex.org/W4231021340","https://openalex.org/W4231130763","https://openalex.org/W4241638632","https://openalex.org/W4252338278","https://openalex.org/W6615117547","https://openalex.org/W6726051838","https://openalex.org/W6777730689"],"related_works":["https://openalex.org/W7100812409","https://openalex.org/W2808328343","https://openalex.org/W180500973","https://openalex.org/W2220795604","https://openalex.org/W1557416277","https://openalex.org/W2963753068","https://openalex.org/W3186532944","https://openalex.org/W4409466652","https://openalex.org/W2140282437","https://openalex.org/W2024453252"],"abstract_inverted_index":{"We":[0],"give":[1],"a":[2,31,68],"concise":[3],"introduction":[4],"to":[5,30,80],"risk":[6,25,41,73],"sensitive":[7,26,42,74],"control":[8,27,71],"of":[9,20,36,56,82],"Markov":[10,86],"diffusion":[11],"processes":[12],"and":[13],"related":[14],"two-controller,":[15],"zero-sum":[16],"differential":[17,34,51,58],"games.The":[18],"method":[19],"dynamic":[21],"programming":[22],"for":[23,49,85],"the":[24,39,46,50,57,61],"problem":[28],"leads":[29],"nonlinear":[32],"partial":[33],"equation":[35,48],"Hamilton-Jacobi-Bellman":[37],"type.In":[38],"totally":[40],"limit,":[43],"this":[44,67],"becomes":[45],"Isaacs":[47],"game.There":[52],"is":[53],"another":[54],"interpretation":[55],"game":[59,76],"using":[60],"Maslov":[62],"idempotent":[63],"probability":[64],"calculus.We":[65],"call":[66],"max-plus":[69],"stochastic":[70],"problem.These":[72],"control/differential":[75],"methods":[77],"are":[78],"applied":[79],"problems":[81],"importance":[83],"sampling":[84],"diffusions.":[87]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":3}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}