{"id":"https://openalex.org/W2293485771","doi":"https://doi.org/10.1007/s10957-015-0762-4","title":"On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with L\u00e9vy Processes","display_name":"On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with L\u00e9vy Processes","publication_year":2015,"publication_date":"2015-06-04","ids":{"openalex":"https://openalex.org/W2293485771","doi":"https://doi.org/10.1007/s10957-015-0762-4","mag":"2293485771"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-015-0762-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-015-0762-4","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/A5060791050","display_name":"Mokhtar Hafayed","orcid":"https://orcid.org/0000-0002-8915-9530"},"institutions":[{"id":"https://openalex.org/I206961696","display_name":"University of Biskra","ror":"https://ror.org/05fr5y859","country_code":"DZ","type":"education","lineage":["https://openalex.org/I206961696"]}],"countries":["DZ"],"is_corresponding":false,"raw_author_name":"Mokhtar Hafayed","raw_affiliation_strings":["Laboratory of Applied Mathematics, Biskra University, PO. Box 145, 07000, Biskra, Algeria"],"affiliations":[{"raw_affiliation_string":"Laboratory of Applied Mathematics, Biskra University, PO. Box 145, 07000, Biskra, Algeria","institution_ids":["https://openalex.org/I206961696"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5067198101","display_name":"Syed Abbas","orcid":"https://orcid.org/0000-0001-5694-2011"},"institutions":[{"id":"https://openalex.org/I9579091","display_name":"Indian Institute of Technology Mandi","ror":"https://ror.org/05r9r2f34","country_code":"IN","type":"education","lineage":["https://openalex.org/I9579091"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Syed Abbas","raw_affiliation_strings":["School of Basic Sciences, Indian Institute of Technology, Mandi, 175001, H.P., India"],"affiliations":[{"raw_affiliation_string":"School of Basic Sciences, Indian Institute of Technology, Mandi, 175001, H.P., India","institution_ids":["https://openalex.org/I9579091"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5088016303","display_name":"Abdelmadjid Abba","orcid":null},"institutions":[{"id":"https://openalex.org/I206961696","display_name":"University of Biskra","ror":"https://ror.org/05fr5y859","country_code":"DZ","type":"education","lineage":["https://openalex.org/I206961696"]}],"countries":["DZ"],"is_corresponding":true,"raw_author_name":"Abdelmadjid Abba","raw_affiliation_strings":["Department of Mathematics, Biskra University, PO. Box 145, 07000, Biskra, Algeria"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Biskra University, PO. Box 145, 07000, Biskra, Algeria","institution_ids":["https://openalex.org/I206961696"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5088016303"],"corresponding_institution_ids":["https://openalex.org/I206961696"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":7.8502,"has_fulltext":false,"cited_by_count":32,"citation_normalized_percentile":{"value":0.97356468,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":93,"max":98},"biblio":{"volume":"167","issue":"3","first_page":"1051","last_page":"1069"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9904000163078308,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9696000218391418,"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/mathematics","display_name":"Mathematics","score":0.8518803715705872},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.6526239514350891},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.6500043869018555},{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.6284931302070618},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5752354860305786},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5203385353088379},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.49276259541511536},{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.4913240969181061},{"id":"https://openalex.org/keywords/mean-field-theory","display_name":"Mean field theory","score":0.4802280068397522},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.47616928815841675},{"id":"https://openalex.org/keywords/partial-differential-equation","display_name":"Partial differential equation","score":0.44855672121047974},{"id":"https://openalex.org/keywords/geometric-brownian-motion","display_name":"Geometric Brownian motion","score":0.4381641447544098},{"id":"https://openalex.org/keywords/domain","display_name":"Domain (mathematical analysis)","score":0.4314814805984497},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.4217139184474945},{"id":"https://openalex.org/keywords/stochastic-calculus","display_name":"Stochastic calculus","score":0.42085665464401245},{"id":"https://openalex.org/keywords/singular-control","display_name":"Singular control","score":0.4178583025932312},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.40339699387550354},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.3987877666950226},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.1681758463382721},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.10254716873168945},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.08528545498847961},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.0849219262599945}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8518803715705872},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.6526239514350891},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.6500043869018555},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.6284931302070618},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5752354860305786},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5203385353088379},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.49276259541511536},{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.4913240969181061},{"id":"https://openalex.org/C202213908","wikidata":"https://www.wikidata.org/wiki/Q626011","display_name":"Mean field theory","level":2,"score":0.4802280068397522},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.47616928815841675},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.44855672121047974},{"id":"https://openalex.org/C101615488","wikidata":"https://www.wikidata.org/wiki/Q1503307","display_name":"Geometric Brownian motion","level":4,"score":0.4381641447544098},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.4314814805984497},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.4217139184474945},{"id":"https://openalex.org/C63331456","wikidata":"https://www.wikidata.org/wiki/Q1308570","display_name":"Stochastic calculus","level":4,"score":0.42085665464401245},{"id":"https://openalex.org/C2777984672","wikidata":"https://www.wikidata.org/wiki/Q7524238","display_name":"Singular control","level":3,"score":0.4178583025932312},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.40339699387550354},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3987877666950226},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.1681758463382721},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.10254716873168945},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.08528545498847961},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0849219262599945},{"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/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"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/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10957-015-0762-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-015-0762-4","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_s10957-015-0762-4","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-015-0762-4","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":26,"referenced_works":["https://openalex.org/W1969717343","https://openalex.org/W1976360057","https://openalex.org/W1978509017","https://openalex.org/W1987280177","https://openalex.org/W1993308628","https://openalex.org/W2007949485","https://openalex.org/W2017658278","https://openalex.org/W2018440166","https://openalex.org/W2022384100","https://openalex.org/W2028717903","https://openalex.org/W2032738413","https://openalex.org/W2037152246","https://openalex.org/W2037998783","https://openalex.org/W2038686546","https://openalex.org/W2039963627","https://openalex.org/W2048489411","https://openalex.org/W2063665266","https://openalex.org/W2065172718","https://openalex.org/W2067437055","https://openalex.org/W2068218507","https://openalex.org/W2071650267","https://openalex.org/W2111722796","https://openalex.org/W2113657696","https://openalex.org/W2149980375","https://openalex.org/W2159664876","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2068206136","https://openalex.org/W2123737436","https://openalex.org/W4226185373","https://openalex.org/W2330406756","https://openalex.org/W4237379163","https://openalex.org/W2011447804","https://openalex.org/W2006478452","https://openalex.org/W2359628433","https://openalex.org/W1994303424","https://openalex.org/W3047559132"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":5},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":5},{"year":2015,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}