{"id":"https://openalex.org/W4231130128","doi":"https://doi.org/10.1007/978-1-4471-5102-9_232-1","title":"Numerical Methods for Continuous-Time Stochastic Control Problems","display_name":"Numerical Methods for Continuous-Time Stochastic Control Problems","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W4231130128","doi":"https://doi.org/10.1007/978-1-4471-5102-9_232-1"},"language":"en","primary_location":{"id":"doi:10.1007/978-1-4471-5102-9_232-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4471-5102-9_232-1","pdf_url":null,"source":{"id":"https://openalex.org/S4306509393","display_name":"Encyclopedia of Systems and Control","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"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":"Encyclopedia of Systems and Control","raw_type":"book-chapter"},"type":"reference-entry","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/A5008853967","display_name":"George Yin","orcid":"https://orcid.org/0000-0002-2951-0704"},"institutions":[{"id":"https://openalex.org/I185443292","display_name":"Wayne State University","ror":"https://ror.org/01070mq45","country_code":"US","type":"education","lineage":["https://openalex.org/I185443292"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"George Yin","raw_affiliation_strings":["Department of Mathematics, Wayne State University, Detroit, MI, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Wayne State University, Detroit, MI, USA","institution_ids":["https://openalex.org/I185443292"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5008853967"],"corresponding_institution_ids":["https://openalex.org/I185443292"],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"7"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9975000023841858,"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":0.9975000023841858,"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":0.9837999939918518,"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/T11720","display_name":"Probability and Risk Models","score":0.948199987411499,"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/computer-science","display_name":"Computer science","score":0.5135936737060547},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.484585165977478},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.35695284605026245},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3297008275985718},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.321648508310318},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.08453825116157532}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5135936737060547},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.484585165977478},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.35695284605026245},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3297008275985718},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.321648508310318},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.08453825116157532}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-1-4471-5102-9_232-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-1-4471-5102-9_232-1","pdf_url":null,"source":{"id":"https://openalex.org/S4306509393","display_name":"Encyclopedia of Systems and Control","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"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":"Encyclopedia of Systems and Control","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320338281","display_name":"Army Research Office","ror":"https://ror.org/05epdh915"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1490150974","https://openalex.org/W1499021337","https://openalex.org/W1526071765","https://openalex.org/W1558902221","https://openalex.org/W1964377184","https://openalex.org/W2008014666","https://openalex.org/W2012865762","https://openalex.org/W2015115811","https://openalex.org/W2018477253","https://openalex.org/W2032316144","https://openalex.org/W2033603136","https://openalex.org/W2052165002","https://openalex.org/W2052985179","https://openalex.org/W2063204493","https://openalex.org/W2069924416","https://openalex.org/W2070056413","https://openalex.org/W2084762940","https://openalex.org/W2085096176","https://openalex.org/W2091808051","https://openalex.org/W2101167844","https://openalex.org/W2118816771","https://openalex.org/W2124185398","https://openalex.org/W2151137720","https://openalex.org/W2153867341","https://openalex.org/W2488096466","https://openalex.org/W2524112160","https://openalex.org/W2749408143","https://openalex.org/W4212780424","https://openalex.org/W4229906575","https://openalex.org/W4302367620","https://openalex.org/W4302609762"],"related_works":["https://openalex.org/W2748952813","https://openalex.org/W1979597421","https://openalex.org/W2007980826","https://openalex.org/W4245490552","https://openalex.org/W2061531152","https://openalex.org/W3002753104","https://openalex.org/W2077600819","https://openalex.org/W1587224694","https://openalex.org/W2042127053","https://openalex.org/W2142036596"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-07-14T23:27:15.235271","created_date":"2025-10-10T00:00:00"}
