{"id":"https://openalex.org/W2325963248","doi":"https://doi.org/10.1007/s10479-014-1653-z","title":"Resource allocation with stochastic optimal control approach","display_name":"Resource allocation with stochastic optimal control approach","publication_year":2014,"publication_date":"2014-06-19","ids":{"openalex":"https://openalex.org/W2325963248","doi":"https://doi.org/10.1007/s10479-014-1653-z","mag":"2325963248"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-014-1653-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-014-1653-z","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"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":"Annals of Operations Research","raw_type":"journal-article"},"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/A5001190764","display_name":"Haleh Valian","orcid":null},"institutions":[{"id":"https://openalex.org/I1297540436","display_name":"Biogen (United States)","ror":"https://ror.org/02jqkb192","country_code":"US","type":"company","lineage":["https://openalex.org/I1297540436"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Haleh Valian","raw_affiliation_strings":["Biogen Idec, 14 Cambridge Center, Cambridge, MA, 02142, USA","Biogen Idec, Cambridge, USA"],"affiliations":[{"raw_affiliation_string":"Biogen Idec, 14 Cambridge Center, Cambridge, MA, 02142, USA","institution_ids":["https://openalex.org/I1297540436"]},{"raw_affiliation_string":"Biogen Idec, Cambridge, USA","institution_ids":["https://openalex.org/I1297540436"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061500182","display_name":"Mohsen A. Jafari","orcid":"https://orcid.org/0000-0001-8345-083X"},"institutions":[{"id":"https://openalex.org/I102322142","display_name":"Rutgers, The State University of New Jersey","ror":"https://ror.org/05vt9qd57","country_code":"US","type":"education","lineage":["https://openalex.org/I102322142"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Mohsen A. Jafari","raw_affiliation_strings":["Department of Industrial and Systems Engineering, Rutgers University, Piscataway, NJ, 08854, USA","Department of Industrial and Systems Engineering, Rutgers University, Piscataway, USA"],"affiliations":[{"raw_affiliation_string":"Department of Industrial and Systems Engineering, Rutgers University, Piscataway, NJ, 08854, USA","institution_ids":["https://openalex.org/I102322142"]},{"raw_affiliation_string":"Department of Industrial and Systems Engineering, Rutgers University, Piscataway, USA","institution_ids":["https://openalex.org/I102322142"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5025939916","display_name":"Davood Golmohammadi","orcid":"https://orcid.org/0000-0001-5861-5006"},"institutions":[{"id":"https://openalex.org/I33434090","display_name":"University of Massachusetts Boston","ror":"https://ror.org/04ydmy275","country_code":"US","type":"education","lineage":["https://openalex.org/I33434090"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Davood Golmohammadi","raw_affiliation_strings":["College of Management, University of Massachusetts Boston, Boston, MA, 02125, USA","College of Management, University of Massachusetts Boston, Boston, USA"],"affiliations":[{"raw_affiliation_string":"College of Management, University of Massachusetts Boston, Boston, MA, 02125, USA","institution_ids":["https://openalex.org/I33434090"]},{"raw_affiliation_string":"College of Management, University of Massachusetts Boston, Boston, USA","institution_ids":["https://openalex.org/I33434090"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5001190764"],"corresponding_institution_ids":["https://openalex.org/I1297540436"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.28858954,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"239","issue":"2","first_page":"625","last_page":"641"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9977999925613403,"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":0.9977999925613403,"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9929999709129333,"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":0.9919999837875366,"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/reinforcement-learning","display_name":"Reinforcement learning","score":0.7548874616622925},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.6401546597480774},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6312158703804016},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.607547402381897},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5947077870368958},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.547142744064331},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.5305452942848206},{"id":"https://openalex.org/keywords/markov-decision-process","display_name":"Markov decision process","score":0.5011448860168457},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.49132075905799866},{"id":"https://openalex.org/keywords/geometric-brownian-motion","display_name":"Geometric Brownian motion","score":0.4827386736869812},{"id":"https://openalex.org/keywords/resource-allocation","display_name":"Resource allocation","score":0.4552364647388458},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.4538815915584564},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.4496493935585022},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.4479868710041046},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.4064236283302307},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.22360214591026306},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2138441801071167},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.21383708715438843},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2124597728252411},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.19154319167137146},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.12193894386291504}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.7548874616622925},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.6401546597480774},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6312158703804016},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.607547402381897},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5947077870368958},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.547142744064331},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.5305452942848206},{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.5011448860168457},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.49132075905799866},{"id":"https://openalex.org/C101615488","wikidata":"https://www.wikidata.org/wiki/Q1503307","display_name":"Geometric Brownian motion","level":4,"score":0.4827386736869812},{"id":"https://openalex.org/C29202148","wikidata":"https://www.wikidata.org/wiki/Q287260","display_name":"Resource allocation","level":2,"score":0.4552364647388458},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4538815915584564},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.4496493935585022},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.4479868710041046},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.4064236283302307},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.22360214591026306},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2138441801071167},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.21383708715438843},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2124597728252411},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.19154319167137146},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.12193894386291504},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C3017618536","wikidata":"https://www.wikidata.org/wiki/Q304994","display_name":"Innovation diffusion","level":2,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-014-1653-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-014-1653-z","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"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":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:239:y:2016:i:2:d:10.1007_s10479-014-1653-z","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-014-1653-z","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"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":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W589506479","https://openalex.org/W1525883337","https://openalex.org/W1591559241","https://openalex.org/W1605499914","https://openalex.org/W1970647774","https://openalex.org/W1984697146","https://openalex.org/W1991552664","https://openalex.org/W2010492083","https://openalex.org/W2044793768","https://openalex.org/W2052848417","https://openalex.org/W2061506349","https://openalex.org/W2064446887","https://openalex.org/W2068745433","https://openalex.org/W2072400110","https://openalex.org/W2074592453","https://openalex.org/W2087326659","https://openalex.org/W2088374530","https://openalex.org/W2144787803","https://openalex.org/W2155054353","https://openalex.org/W2169015875","https://openalex.org/W3125981747","https://openalex.org/W4212780424","https://openalex.org/W4241627017","https://openalex.org/W4246550734","https://openalex.org/W4248841288","https://openalex.org/W4300833506","https://openalex.org/W6617328013","https://openalex.org/W6635392856","https://openalex.org/W6807091881","https://openalex.org/W6990110788"],"related_works":["https://openalex.org/W2152670157","https://openalex.org/W4308702637","https://openalex.org/W2386410636","https://openalex.org/W176737593","https://openalex.org/W2808418668","https://openalex.org/W2903299703","https://openalex.org/W2016648086","https://openalex.org/W2156021013","https://openalex.org/W2358427591","https://openalex.org/W2963536793"],"abstract_inverted_index":null,"counts_by_year":[{"year":2019,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}