{"id":"https://openalex.org/W2154714973","doi":"https://doi.org/10.1007/978-1-4612-0167-0_17","title":"Risk-Sensitive Dynamic Asset Management with Partial Information","display_name":"Risk-Sensitive Dynamic Asset Management with Partial Information","publication_year":2001,"publication_date":"2001-01-01","ids":{"openalex":"https://openalex.org/W2154714973","doi":"https://doi.org/10.1007/978-1-4612-0167-0_17","mag":"2154714973"},"language":"en","primary_location":{"id":"doi:10.1007/978-1-4612-0167-0_17","doi":"https://doi.org/10.1007/978-1-4612-0167-0_17","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4612-0167-0_17","pdf_url":null,"source":{"id":"https://openalex.org/S4306462921","display_name":"Birkh\u00e4user Boston eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastics in Finite and Infinite Dimensions","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W3185641229","display_name":"Stochastics in Finite and Infinite Dimensions"},"type":"book-chapter","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/A5109754261","display_name":"H. Nagai","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I98285908","display_name":"The University of Osaka","ror":"https://ror.org/035t8zc32","country_code":"JP","type":"education","lineage":["https://openalex.org/I98285908"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"H. Nagai","raw_affiliation_strings":["Graduate School of Engineering Science Osaka University Toyonaka, Department of Mathematical Science, Osaka, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Graduate School of Engineering Science Osaka University Toyonaka, Department of Mathematical Science, Osaka, Japan","institution_ids":["https://openalex.org/I98285908"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5109754261"],"corresponding_institution_ids":["https://openalex.org/I98285908"],"apc_list":null,"apc_paid":null,"fwci":2.7551,"has_fulltext":false,"cited_by_count":28,"citation_normalized_percentile":{"value":0.92959704,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"321","last_page":"339"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.975600004196167,"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":0.975600004196167,"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":0.015799999237060547,"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/T12794","display_name":"Adaptive Dynamic Programming Control","score":0.0008999999845400453,"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/risk-sensitive-control","display_name":"risk-sensitive control","score":0.8489999771118164},{"id":"https://openalex.org/keywords/incomplete-information","display_name":"incomplete information","score":0.9829999804496765},{"id":"https://openalex.org/keywords/optimal-control","display_name":"optimal control","score":0.5090000033378601},{"id":"https://openalex.org/keywords/matrix-riccati-differential-equation","display_name":"matrix Riccati differential equation","score":0.8960000276565552},{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"LQG control","score":0.6470000147819519}],"concepts":[{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.9357712864875793},{"id":"https://openalex.org/C45473103","wikidata":"https://www.wikidata.org/wiki/Q851503","display_name":"Riccati equation","level":3,"score":0.6088248491287231},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.6087037920951843},{"id":"https://openalex.org/C98779006","wikidata":"https://www.wikidata.org/wiki/Q2520550","display_name":"Linear-quadratic regulator","level":3,"score":0.5557166337966919},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5291016101837158},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5220239758491516},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4916446805000305},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.4880293905735016},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.47493770718574524},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.4696615934371948},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4679141640663147},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.4532304108142853},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.45264437794685364},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.4481087923049927},{"id":"https://openalex.org/C195906000","wikidata":"https://www.wikidata.org/wiki/Q1191722","display_name":"Matrix exponential","level":3,"score":0.4102049767971039},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.3822128176689148},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.37816527485847473},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3358667492866516},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.27494508028030396},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.12389016151428223},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.07689422369003296},{"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/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","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:10.1007/978-1-4612-0167-0_17","doi":"https://doi.org/10.1007/978-1-4612-0167-0_17","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4612-0167-0_17","pdf_url":null,"source":{"id":"https://openalex.org/S4306462921","display_name":"Birkh\u00e4user Boston eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastics in Finite and Infinite Dimensions","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W180500973","https://openalex.org/W225173690","https://openalex.org/W316439991","https://openalex.org/W407042200","https://openalex.org/W1499037879","https://openalex.org/W1668124899","https://openalex.org/W1806056116","https://openalex.org/W1970973540","https://openalex.org/W1974868038","https://openalex.org/W2013530375","https://openalex.org/W2022640657","https://openalex.org/W2027591506","https://openalex.org/W2030183411","https://openalex.org/W2051171895","https://openalex.org/W2058397079","https://openalex.org/W2060921867","https://openalex.org/W2072616783","https://openalex.org/W2074559652","https://openalex.org/W2083507693","https://openalex.org/W2084456077","https://openalex.org/W2087075486","https://openalex.org/W2096035449","https://openalex.org/W2100829390","https://openalex.org/W2101783086","https://openalex.org/W2106292461","https://openalex.org/W2178442254","https://openalex.org/W2495854005","https://openalex.org/W3186532944","https://openalex.org/W4302609762"],"related_works":["https://openalex.org/W2482395990","https://openalex.org/W1589395967","https://openalex.org/W2187973349","https://openalex.org/W1767349362","https://openalex.org/W2018463675","https://openalex.org/W2101783086","https://openalex.org/W2101880276","https://openalex.org/W2139152650","https://openalex.org/W2563671200","https://openalex.org/W2171578478"],"abstract_inverted_index":{"Since":[0],"the":[1,30,36,44,54,57,63,66,76],"early":[2],"work":[3],"of":[4,32,46,56,65],"Jacobson":[5],"[],":[6],"risk-sensitive":[7],"control":[8,24,61],"problems":[9,25],"have":[10,26],"been":[11,27],"studied":[12,28],"extensively":[13],"from":[14],"various":[15],"aspects.":[16],"Among":[17],"them,":[18],"LEQG":[19,60],"(Linear":[20],"Exponential":[21],"Quadratic":[22],"Gaussian)":[23],"as":[29],"analogue":[31],"LQG":[33],"control,":[34],"where":[35],"optimal":[37,67],"controls":[38],"are":[39],"explicitly":[40],"represented":[41],"by":[42,71,80],"using":[43],"solutions":[45],"matrix":[47],"Riccati":[48],"differential":[49],"equations.":[50],"In":[51],"fact,":[52],"in":[53,75],"case":[55,79],"discrete":[58],"time":[59,78],"problem,":[62],"representation":[64],"strategy":[68],"was":[69],"obtained":[70],"Whittle":[72],"[]":[73],"and":[74,82],"continuous":[77],"Bensoussan":[81],"Van":[83],"Schuppen":[84],"[].":[85]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2012,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
