{"id":"https://openalex.org/W2066416622","doi":"https://doi.org/10.1007/bf00998149","title":"Lagrange approach to the optimal control of diffusions","display_name":"Lagrange approach to the optimal control of diffusions","publication_year":1993,"publication_date":"1993-08-01","ids":{"openalex":"https://openalex.org/W2066416622","doi":"https://doi.org/10.1007/bf00998149","mag":"2066416622"},"language":"en","primary_location":{"id":"doi:10.1007/bf00998149","doi":"https://doi.org/10.1007/bf00998149","is_oa":false,"landing_page_url":"https://doi.org/10.1007/bf00998149","pdf_url":null,"source":{"id":"https://openalex.org/S3372071","display_name":"Acta Applicandae Mathematicae","issn_l":"0167-8019","issn":["0167-8019","1572-9036"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-70","russia-white-list-2"],"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":"Acta Applicandae Mathematicae","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5060206767","display_name":"Peter Kosmol","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I32021983","display_name":"Christian-Albrechts-Universit\u00e4t zu Kiel","ror":"https://ror.org/04v76ef78","country_code":"DE","type":"education","lineage":["https://openalex.org/I32021983"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Peter Kosmol","raw_affiliation_strings":["Mathematisches Seminar, Universit\u00e4t Kiel, 2300, Kiel, Germany","Mathematisches Seminar Universit\u00e4t Kiel, Kiel, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Mathematisches Seminar, Universit\u00e4t Kiel, 2300, Kiel, Germany","institution_ids":["https://openalex.org/I32021983"]},{"raw_affiliation_string":"Mathematisches Seminar Universit\u00e4t Kiel, Kiel, Germany","institution_ids":["https://openalex.org/I32021983"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5015648788","display_name":"Michele Pavon","orcid":"https://orcid.org/0000-0002-2648-2445","observed_orcids":["https://orcid.org/0000-0002-2648-2445"]},"institutions":[{"id":"https://openalex.org/I138689650","display_name":"University of Padua","ror":"https://ror.org/00240q980","country_code":"IT","type":"education","lineage":["https://openalex.org/I138689650"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Michele Pavon","raw_affiliation_strings":["Dipartimento di Elettronica e Informatica, Universit\u00e1 di Padova and LADSEB-CNR, 35100, Padova, Italy","Dipartimento di Elettronica e Informatica, Universit\u00e1 di Padova and LADSEB-CNR, Padova, Italy"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Dipartimento di Elettronica e Informatica, Universit\u00e1 di Padova and LADSEB-CNR, 35100, Padova, Italy","institution_ids":["https://openalex.org/I138689650"]},{"raw_affiliation_string":"Dipartimento di Elettronica e Informatica, Universit\u00e1 di Padova and LADSEB-CNR, Padova, Italy","institution_ids":["https://openalex.org/I138689650"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":3190,"currency":"USD","value_usd":3190},"apc_paid":null,"fwci":1.6339,"has_fulltext":false,"cited_by_count":20,"citation_normalized_percentile":{"value":0.86235331,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"32","issue":"2","first_page":"101","last_page":"122"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9369999766349792,"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":0.9369999766349792,"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/T10545","display_name":"Optimization and Variational Analysis","score":0.03350000083446503,"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/T12794","display_name":"Adaptive Dynamic Programming Control","score":0.005499999970197678,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/optimal-control","display_name":"optimal control","score":0.8870000243186951},{"id":"https://openalex.org/keywords/diffusion","display_name":"diffusion","score":0.9629999995231628},{"id":"https://openalex.org/keywords/optimality-conditions","display_name":"optimality conditions","score":0.9779999852180481},{"id":"https://openalex.org/keywords/stochastic-calculus","display_name":"stochastic calculus","score":0.6600000262260437},{"id":"https://openalex.org/keywords/minimum-principle","display_name":"minimum principle","score":0.7839999794960022},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"dynamic programming","score":0.847000002861023},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"stochastic control","score":0.5419999957084656}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7443031072616577},{"id":"https://openalex.org/C2776372474","wikidata":"https://www.wikidata.org/wiki/Q508291","display_name":"Simplicity","level":2,"score":0.7029908299446106},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.6981202363967896},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.6484028697013855},{"id":"https://openalex.org/C73684929","wikidata":"https://www.wikidata.org/wiki/Q598870","display_name":"Lagrange multiplier","level":2,"score":0.6211116313934326},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5781930685043335},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.5428443551063538},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4842790961265564},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.4244092106819153},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.40204566717147827},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2576058506965637},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.14723646640777588},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C199343813","wikidata":"https://www.wikidata.org/wiki/Q12128","display_name":"Dentistry","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/bf00998149","doi":"https://doi.org/10.1007/bf00998149","is_oa":false,"landing_page_url":"https://doi.org/10.1007/bf00998149","pdf_url":null,"source":{"id":"https://openalex.org/S3372071","display_name":"Acta Applicandae Mathematicae","issn_l":"0167-8019","issn":["0167-8019","1572-9036"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-scientific","cwts-core","dongbi-c","jufo-1","norway-1","poland-70","russia-white-list-2"],"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":"Acta Applicandae Mathematicae","raw_type":"journal-article"},{"id":"pmh:oai:www.research.unipd.it:11577/2516223","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/11577/2516223","pdf_url":null,"source":{"id":"https://openalex.org/S4306402547","display_name":"Padua Research Archive (University of Padova)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I138689650","host_organization_name":"University of Padua","host_organization_lineage":["https://openalex.org/I138689650"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W126559863","https://openalex.org/W162444011","https://openalex.org/W1567262822","https://openalex.org/W1580561995","https://openalex.org/W1593458523","https://openalex.org/W1969304434","https://openalex.org/W1978187888","https://openalex.org/W1995541787","https://openalex.org/W2009905602","https://openalex.org/W2013247359","https://openalex.org/W2017013117","https://openalex.org/W2023369695","https://openalex.org/W2026738935","https://openalex.org/W2033011612","https://openalex.org/W2038912457","https://openalex.org/W2050427040","https://openalex.org/W2058425167","https://openalex.org/W2067726964","https://openalex.org/W2068168851","https://openalex.org/W2068348289","https://openalex.org/W2072616783","https://openalex.org/W2082219004","https://openalex.org/W2082254176","https://openalex.org/W2125180635","https://openalex.org/W2169442762","https://openalex.org/W2274727866","https://openalex.org/W2475158750","https://openalex.org/W3022423118","https://openalex.org/W4229911014","https://openalex.org/W4230482343","https://openalex.org/W4291439952","https://openalex.org/W4302609762"],"related_works":["https://openalex.org/W2168923693","https://openalex.org/W2076783780","https://openalex.org/W2052679039","https://openalex.org/W2032667561","https://openalex.org/W2089415933","https://openalex.org/W4255420533","https://openalex.org/W592153361","https://openalex.org/W2022665885","https://openalex.org/W2339733371","https://openalex.org/W2018358701"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2016-06-24T00:00:00"}