{"id":"https://openalex.org/W2080304445","doi":"https://doi.org/10.1007/s10957-013-0386-5","title":"Stochastic Maximum Principle for Controlled Backward Delayed System via Advanced Stochastic Differential Equation","display_name":"Stochastic Maximum Principle for Controlled Backward Delayed System via Advanced Stochastic Differential Equation","publication_year":2014,"publication_date":"2014-03-04","ids":{"openalex":"https://openalex.org/W2080304445","doi":"https://doi.org/10.1007/s10957-013-0386-5","mag":"2080304445"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-013-0386-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-013-0386-5","pdf_url":null,"source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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":"Journal of Optimization Theory and Applications","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/A5100379342","display_name":"Li Chen","orcid":"https://orcid.org/0000-0003-3479-2977"},"institutions":[{"id":"https://openalex.org/I25757504","display_name":"China University of Mining and Technology","ror":"https://ror.org/01xt2dr21","country_code":"CN","type":"education","lineage":["https://openalex.org/I25757504"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Li Chen","raw_affiliation_strings":["Department of Mathematics, China University of Mining and Technology, Beijing, 100083, China","Department of Mathematics, China University of Mining and Technology, Beijing, China 100083#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, China University of Mining and Technology, Beijing, 100083, China","institution_ids":["https://openalex.org/I25757504"]},{"raw_affiliation_string":"Department of Mathematics, China University of Mining and Technology, Beijing, China 100083#TAB#","institution_ids":["https://openalex.org/I25757504"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075552347","display_name":"Jianhui Huang","orcid":"https://orcid.org/0000-0003-3315-6549"},"institutions":[{"id":"https://openalex.org/I14243506","display_name":"Hong Kong Polytechnic University","ror":"https://ror.org/0030zas98","country_code":"HK","type":"education","lineage":["https://openalex.org/I14243506"]}],"countries":["HK"],"is_corresponding":true,"raw_author_name":"Jianhui Huang","raw_affiliation_strings":["Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, Hong Kong","Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, Hong Kong#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, Hong Kong","institution_ids":["https://openalex.org/I14243506"]},{"raw_affiliation_string":"Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, Hong Kong#TAB#","institution_ids":["https://openalex.org/I14243506"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5075552347"],"corresponding_institution_ids":["https://openalex.org/I14243506"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":4.1459,"has_fulltext":false,"cited_by_count":30,"citation_normalized_percentile":{"value":0.94035398,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"167","issue":"3","first_page":"1112","last_page":"1135"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"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":0.9998000264167786,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9672999978065491,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9587000012397766,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7960601449012756},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.735994815826416},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6297721862792969},{"id":"https://openalex.org/keywords/uniqueness","display_name":"Uniqueness","score":0.5951773524284363},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.5767901539802551},{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.5512760281562805},{"id":"https://openalex.org/keywords/continuous-time-stochastic-process","display_name":"Continuous-time stochastic process","score":0.5459607243537903},{"id":"https://openalex.org/keywords/duality","display_name":"Duality (order theory)","score":0.5422223210334778},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.5159974098205566},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5060638785362244},{"id":"https://openalex.org/keywords/ordinary-differential-equation","display_name":"Ordinary differential equation","score":0.4939318299293518},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.45217257738113403},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.4443839192390442},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.43653056025505066},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.40133604407310486},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.3031768798828125},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1794235110282898},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.09278294444084167},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.08842772245407104}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7960601449012756},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.735994815826416},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6297721862792969},{"id":"https://openalex.org/C2777021972","wikidata":"https://www.wikidata.org/wiki/Q22976830","display_name":"Uniqueness","level":2,"score":0.5951773524284363},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.5767901539802551},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.5512760281562805},{"id":"https://openalex.org/C158535547","wikidata":"https://www.wikidata.org/wiki/Q5165437","display_name":"Continuous-time stochastic process","level":3,"score":0.5459607243537903},{"id":"https://openalex.org/C2778023678","wikidata":"https://www.wikidata.org/wiki/Q554403","display_name":"Duality (order theory)","level":2,"score":0.5422223210334778},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.5159974098205566},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5060638785362244},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.4939318299293518},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.45217257738113403},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.4443839192390442},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.43653056025505066},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.40133604407310486},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3031768798828125},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1794235110282898},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.09278294444084167},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.08842772245407104},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10957-013-0386-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-013-0386-5","pdf_url":null,"source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:joptap:v:167:y:2015:i:3:d:10.1007_s10957-013-0386-5","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-013-0386-5","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"},{"id":"pmh:oai:ira.lib.polyu.edu.hk:10397/25149","is_oa":false,"landing_page_url":"http://hdl.handle.net/10397/25149","pdf_url":null,"source":{"id":"https://openalex.org/S4306400205","display_name":"PolyU Institutional Research Archive (Hong Kong Polytechnic University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I14243506","host_organization_name":"Hong Kong Polytechnic University","host_organization_lineage":["https://openalex.org/I14243506"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"Journal/Magazine Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":27,"referenced_works":["https://openalex.org/W659339155","https://openalex.org/W1493616090","https://openalex.org/W1505057802","https://openalex.org/W1974833223","https://openalex.org/W1976124051","https://openalex.org/W1983026797","https://openalex.org/W1992493025","https://openalex.org/W1996900707","https://openalex.org/W2011136920","https://openalex.org/W2011914468","https://openalex.org/W2026530317","https://openalex.org/W2041522674","https://openalex.org/W2046241416","https://openalex.org/W2050593112","https://openalex.org/W2076083173","https://openalex.org/W2082657448","https://openalex.org/W2102131003","https://openalex.org/W2129022300","https://openalex.org/W2142054485","https://openalex.org/W2153624441","https://openalex.org/W2157047632","https://openalex.org/W2166893324","https://openalex.org/W2610905972","https://openalex.org/W3099900433","https://openalex.org/W3122521817","https://openalex.org/W3127608530","https://openalex.org/W4213315966"],"related_works":["https://openalex.org/W1560814075","https://openalex.org/W2964218050","https://openalex.org/W3047559132","https://openalex.org/W109055908","https://openalex.org/W620239920","https://openalex.org/W4287692840","https://openalex.org/W1546584948","https://openalex.org/W2786718931","https://openalex.org/W1957583771","https://openalex.org/W2038734690"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":6},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":6},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3}],"updated_date":"2026-07-23T08:03:31.855105","created_date":"2025-10-10T00:00:00"}