{"id":"https://openalex.org/W2063665266","doi":"https://doi.org/10.1007/s40435-014-0080-y","title":"Singular mean-field optimal control for forward-backward stochastic systems and applications to finance","display_name":"Singular mean-field optimal control for forward-backward stochastic systems and applications to finance","publication_year":2014,"publication_date":"2014-03-24","ids":{"openalex":"https://openalex.org/W2063665266","doi":"https://doi.org/10.1007/s40435-014-0080-y","mag":"2063665266"},"language":"en","primary_location":{"id":"doi:10.1007/s40435-014-0080-y","doi":"https://doi.org/10.1007/s40435-014-0080-y","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s40435-014-0080-y","pdf_url":"https://link.springer.com/content/pdf/10.1007%2Fs40435-014-0080-y.pdf","source":{"id":"https://openalex.org/S2764889581","display_name":"International Journal of Dynamics and Control","issn_l":"2195-268X","issn":["2195-268X","2195-2698"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","dongbi-d","jufo-1","norway-1","poland-40","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Dynamics and Control","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://link.springer.com/content/pdf/10.1007%2Fs40435-014-0080-y.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5060791050","display_name":"Mokhtar Hafayed","orcid":"https://orcid.org/0000-0002-8915-9530","observed_orcids":["https://orcid.org/0000-0002-8915-9530"]},"institutions":[{"id":"https://openalex.org/I206961696","display_name":"University of Biskra","ror":"https://ror.org/05fr5y859","country_code":"DZ","type":"education","lineage":["https://openalex.org/I206961696"]}],"countries":["DZ"],"is_corresponding":true,"raw_author_name":"Mokhtar Hafayed","raw_affiliation_strings":["Laboratory of Applied Mathematics, Biskra University, PO Box 145, 07000 , Biskra, Algeria","Biskra University"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Laboratory of Applied Mathematics, Biskra University, PO Box 145, 07000 , Biskra, Algeria","institution_ids":["https://openalex.org/I206961696"]},{"raw_affiliation_string":"Biskra University","institution_ids":["https://openalex.org/I206961696"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5060791050"],"corresponding_institution_ids":["https://openalex.org/I206961696"],"apc_list":{"value":3290,"currency":"USD","value_usd":3290},"apc_paid":null,"fwci":5.8566,"has_fulltext":true,"cited_by_count":17,"citation_normalized_percentile":{"value":0.95759397,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"2","issue":"4","first_page":"542","last_page":"554"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":1.0,"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":1.0,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.0,"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"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/pontryagin-s-maximum-principle","display_name":"Pontryagin maximum principle","score":0.8939999938011169},{"id":"https://openalex.org/keywords/mean-variance-optimization","display_name":"mean-variance optimization","score":0.8550000190734863},{"id":"https://openalex.org/keywords/recursive-utility","display_name":"recursive utility","score":0.8799999952316284},{"id":"https://openalex.org/keywords/state-feedback-control","display_name":"state feedback control","score":0.597000002861023},{"id":"https://openalex.org/keywords/riccati-equation","display_name":"Riccati equation","score":0.7429999709129333},{"id":"https://openalex.org/keywords/time-inconsistent-control","display_name":"time-inconsistent control","score":0.8230000138282776},{"id":"https://openalex.org/keywords/convex-control-domain","display_name":"convex control domain","score":0.640999972820282}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7244272828102112},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.591633141040802},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5848900079727173},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5650095343589783},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.5544054508209229},{"id":"https://openalex.org/C2777984672","wikidata":"https://www.wikidata.org/wiki/Q7524238","display_name":"Singular control","level":3,"score":0.4833035469055176},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.4740676283836365},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4551953077316284},{"id":"https://openalex.org/C129537906","wikidata":"https://www.wikidata.org/wiki/Q7603913","display_name":"State variable","level":2,"score":0.442362904548645},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.42521780729293823},{"id":"https://openalex.org/C158535547","wikidata":"https://www.wikidata.org/wiki/Q5165437","display_name":"Continuous-time stochastic process","level":3,"score":0.41443127393722534},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3070237338542938},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.29851892590522766},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s40435-014-0080-y","doi":"https://doi.org/10.1007/s40435-014-0080-y","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s40435-014-0080-y","pdf_url":"https://link.springer.com/content/pdf/10.1007%2Fs40435-014-0080-y.pdf","source":{"id":"https://openalex.org/S2764889581","display_name":"International Journal of Dynamics and Control","issn_l":"2195-268X","issn":["2195-268X","2195-2698"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","dongbi-d","jufo-1","norway-1","poland-40","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Dynamics and Control","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.1007/s40435-014-0080-y","doi":"https://doi.org/10.1007/s40435-014-0080-y","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s40435-014-0080-y","pdf_url":"https://link.springer.com/content/pdf/10.1007%2Fs40435-014-0080-y.pdf","source":{"id":"https://openalex.org/S2764889581","display_name":"International Journal of Dynamics and Control","issn_l":"2195-268X","issn":["2195-268X","2195-2698"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","dongbi-d","jufo-1","norway-1","poland-40","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Dynamics and Control","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2063665266.pdf","grobid_xml":"https://content.openalex.org/works/W2063665266.grobid-xml"},"referenced_works_count":48,"referenced_works":["https://openalex.org/W659339155","https://openalex.org/W1524099673","https://openalex.org/W1569313452","https://openalex.org/W1965150957","https://openalex.org/W1968586797","https://openalex.org/W1969717343","https://openalex.org/W1972350190","https://openalex.org/W1974638344","https://openalex.org/W1976360057","https://openalex.org/W1978509017","https://openalex.org/W1980404349","https://openalex.org/W1987280177","https://openalex.org/W1999079962","https://openalex.org/W2002788332","https://openalex.org/W2007949485","https://openalex.org/W2016285691","https://openalex.org/W2016950379","https://openalex.org/W2017658278","https://openalex.org/W2018394371","https://openalex.org/W2019740115","https://openalex.org/W2022384100","https://openalex.org/W2023667727","https://openalex.org/W2037152246","https://openalex.org/W2037349991","https://openalex.org/W2038686546","https://openalex.org/W2043016139","https://openalex.org/W2043278713","https://openalex.org/W2044457579","https://openalex.org/W2045766027","https://openalex.org/W2054061677","https://openalex.org/W2056551289","https://openalex.org/W2057567083","https://openalex.org/W2058819565","https://openalex.org/W2068218507","https://openalex.org/W2071650267","https://openalex.org/W2076424721","https://openalex.org/W2092677982","https://openalex.org/W2095500572","https://openalex.org/W2111722796","https://openalex.org/W2135400743","https://openalex.org/W2137357746","https://openalex.org/W2209557103","https://openalex.org/W2318557588","https://openalex.org/W3102109683","https://openalex.org/W3146585103","https://openalex.org/W4210791600","https://openalex.org/W4239917959","https://openalex.org/W4291439952"],"related_works":["https://openalex.org/W893986244","https://openalex.org/W7168408617","https://openalex.org/W1668290839","https://openalex.org/W2739381339","https://openalex.org/W3000597033","https://openalex.org/W2788219608","https://openalex.org/W2944291926","https://openalex.org/W2524942660","https://openalex.org/W3013762108","https://openalex.org/W2071650267"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":4}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2016-06-24T00:00:00"}
