{"id":"https://openalex.org/W2954291171","doi":"https://doi.org/10.1007/s10957-019-01546-3","title":"Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework","display_name":"Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework","publication_year":2019,"publication_date":"2019-06-25","ids":{"openalex":"https://openalex.org/W2954291171","doi":"https://doi.org/10.1007/s10957-019-01546-3","mag":"2954291171"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-019-01546-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-019-01546-3","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":true,"oa_status":"green","oa_url":"https://hdl.handle.net/10419/324265","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5039544924","display_name":"Hanwu Li","orcid":"https://orcid.org/0000-0002-3307-8635"},"institutions":[{"id":"https://openalex.org/I20121455","display_name":"Bielefeld University","ror":"https://ror.org/02hpadn98","country_code":"DE","type":"education","lineage":["https://openalex.org/I20121455"]},{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN","DE"],"is_corresponding":true,"raw_author_name":"Hanwu Li","raw_affiliation_strings":["Bielefeld University, Bielefeld, Germany","Shandong University, Jinan, People\u2019s Republic of China"],"affiliations":[{"raw_affiliation_string":"Bielefeld University, Bielefeld, Germany","institution_ids":["https://openalex.org/I20121455"]},{"raw_affiliation_string":"Shandong University, Jinan, People\u2019s Republic of China","institution_ids":["https://openalex.org/I154099455"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5071364536","display_name":"Falei Wang","orcid":"https://orcid.org/0000-0002-7011-0438"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Falei Wang","raw_affiliation_strings":["Shandong University, Jinan, People\u2019s Republic of China"],"affiliations":[{"raw_affiliation_string":"Shandong University, Jinan, People\u2019s Republic of China","institution_ids":["https://openalex.org/I154099455"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5039544924"],"corresponding_institution_ids":["https://openalex.org/I154099455","https://openalex.org/I20121455"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.07728508,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":98},"biblio":{"volume":"183","issue":"2","first_page":"422","last_page":"439"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9988999962806702,"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"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9988999962806702,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9968000054359436,"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/T10791","display_name":"Advanced Control Systems Optimization","score":0.9682999849319458,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.8719021677970886},{"id":"https://openalex.org/keywords/sublinear-function","display_name":"Sublinear function","score":0.8532576560974121},{"id":"https://openalex.org/keywords/viscosity-solution","display_name":"Viscosity solution","score":0.849345862865448},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7524741888046265},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.6433229446411133},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.640667200088501},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6366933584213257},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.6182937026023865},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.6136813759803772},{"id":"https://openalex.org/keywords/hamilton\u2013jacobi\u2013bellman-equation","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","score":0.5505382418632507},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5476221442222595},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.5183216333389282},{"id":"https://openalex.org/keywords/hamilton\u2013jacobi-equation","display_name":"Hamilton\u2013Jacobi equation","score":0.5014660358428955},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4570086896419525},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.4561523497104645},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.24172231554985046},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.06375429034233093}],"concepts":[{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.8719021677970886},{"id":"https://openalex.org/C117160843","wikidata":"https://www.wikidata.org/wiki/Q338652","display_name":"Sublinear function","level":2,"score":0.8532576560974121},{"id":"https://openalex.org/C88731125","wikidata":"https://www.wikidata.org/wiki/Q7935676","display_name":"Viscosity solution","level":2,"score":0.849345862865448},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7524741888046265},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.6433229446411133},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.640667200088501},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6366933584213257},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.6182937026023865},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.6136813759803772},{"id":"https://openalex.org/C196978813","wikidata":"https://www.wikidata.org/wiki/Q3302775","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","level":3,"score":0.5505382418632507},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5476221442222595},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.5183216333389282},{"id":"https://openalex.org/C2778860007","wikidata":"https://www.wikidata.org/wiki/Q1060137","display_name":"Hamilton\u2013Jacobi equation","level":2,"score":0.5014660358428955},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4570086896419525},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.4561523497104645},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.24172231554985046},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.06375429034233093},{"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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10957-019-01546-3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-019-01546-3","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:183:y:2019:i:2:d:10.1007_s10957-019-01546-3","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-019-01546-3","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:econstor.eu:10419/324265","is_oa":true,"landing_page_url":"https://hdl.handle.net/10419/324265","pdf_url":null,"source":{"id":"https://openalex.org/S4306401696","display_name":"Econstor (Econstor)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"doc-type:workingPaper"},{"id":"pmh:oai:pub.uni-bielefeld.de:2937725","is_oa":false,"landing_page_url":"https://pub.uni-bielefeld.de/record/2937725","pdf_url":null,"source":{"id":"https://openalex.org/S4306401671","display_name":"PUB \u2013 Publications at Bielefeld University (Bielefeld University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I20121455","host_organization_name":"Bielefeld University","host_organization_lineage":["https://openalex.org/I20121455"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Li H, Wang F. Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework. &lt;em&gt;Journal of Optimization Theory and Applications&lt;/em&gt;. 2019;183(2):422-439.","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:econstor.eu:10419/324265","is_oa":true,"landing_page_url":"https://hdl.handle.net/10419/324265","pdf_url":null,"source":{"id":"https://openalex.org/S4306401696","display_name":"Econstor (Econstor)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"doc-type:workingPaper"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1680193018","display_name":null,"funder_award_id":"ZR2016AQ10","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"},{"id":"https://openalex.org/G2982983290","display_name":null,"funder_award_id":"11871310","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7481433307","display_name":null,"funder_award_id":"11601282","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320320879","display_name":"Deutsche Forschungsgemeinschaft","ror":"https://ror.org/018mejw64"},{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320324174","display_name":"Natural Science Foundation of Shandong Province","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W1494095174","https://openalex.org/W1983809981","https://openalex.org/W1985059387","https://openalex.org/W1992382156","https://openalex.org/W2002767352","https://openalex.org/W2003293420","https://openalex.org/W2007734734","https://openalex.org/W2022558670","https://openalex.org/W2032316144","https://openalex.org/W2097216668","https://openalex.org/W2124853478","https://openalex.org/W2131071649","https://openalex.org/W2134349258","https://openalex.org/W2160533459","https://openalex.org/W2160581414","https://openalex.org/W2168474627","https://openalex.org/W2328013571","https://openalex.org/W2398967624","https://openalex.org/W2411501272","https://openalex.org/W2773359405","https://openalex.org/W2963239993","https://openalex.org/W2963536793","https://openalex.org/W2989645163","https://openalex.org/W3105898488","https://openalex.org/W3122362298","https://openalex.org/W3125732435"],"related_works":["https://openalex.org/W2962695587","https://openalex.org/W2754120543","https://openalex.org/W2358967034","https://openalex.org/W2963548356","https://openalex.org/W4301305831","https://openalex.org/W2094032802","https://openalex.org/W2383239293","https://openalex.org/W4306892756","https://openalex.org/W1978011944","https://openalex.org/W3153900688"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1}],"updated_date":"2026-04-23T09:07:50.710637","created_date":"2025-10-10T00:00:00"}
