{"id":"https://openalex.org/W3023146282","doi":"https://doi.org/10.1007/s10957-020-01673-2","title":"On Dynamic Programming Principle for Stochastic Control Under Expectation Constraints","display_name":"On Dynamic Programming Principle for Stochastic Control Under Expectation Constraints","publication_year":2020,"publication_date":"2020-05-10","ids":{"openalex":"https://openalex.org/W3023146282","doi":"https://doi.org/10.1007/s10957-020-01673-2","mag":"3023146282"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-020-01673-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-020-01673-2","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/A5049796745","display_name":"Yuk-Loong Chow","orcid":null},"institutions":[{"id":"https://openalex.org/I157773358","display_name":"Sun Yat-sen University","ror":"https://ror.org/0064kty71","country_code":"CN","type":"education","lineage":["https://openalex.org/I157773358"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yuk-Loong Chow","raw_affiliation_strings":["School of Mathematics, Sun Yat-Sen University, Guangzhou, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, Sun Yat-Sen University, Guangzhou, China","institution_ids":["https://openalex.org/I157773358"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5039144550","display_name":"Xiang Yu","orcid":"https://orcid.org/0000-0003-4053-7876"},"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":"Xiang Yu","raw_affiliation_strings":["Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, The Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong","institution_ids":["https://openalex.org/I14243506"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5000567490","display_name":"Chao Zhou","orcid":null},"institutions":[{"id":"https://openalex.org/I165932596","display_name":"National University of Singapore","ror":"https://ror.org/01tgyzw49","country_code":"SG","type":"education","lineage":["https://openalex.org/I165932596"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Chao Zhou","raw_affiliation_strings":["Department of Mathematics, National University of Singapore, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, National University of Singapore, Singapore, Singapore","institution_ids":["https://openalex.org/I165932596"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5039144550"],"corresponding_institution_ids":["https://openalex.org/I14243506"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":2.8522,"has_fulltext":false,"cited_by_count":21,"citation_normalized_percentile":{"value":0.91430881,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"185","issue":"3","first_page":"803","last_page":"818"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9973000288009644,"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":0.9973000288009644,"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/T12137","display_name":"Economic theories and models","score":0.9959999918937683,"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"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9939000010490417,"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/dynamic-programming","display_name":"Dynamic programming","score":0.809905469417572},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6980360746383667},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.6654939651489258},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6587207317352295},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5683463215827942},{"id":"https://openalex.org/keywords/stochastic-programming","display_name":"Stochastic programming","score":0.5471741557121277},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5108701586723328},{"id":"https://openalex.org/keywords/novelty","display_name":"Novelty","score":0.48907047510147095},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.4707508683204651},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.42512479424476624},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.4225309491157532},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.41587454080581665},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.351076602935791},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.11855927109718323}],"concepts":[{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.809905469417572},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6980360746383667},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.6654939651489258},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6587207317352295},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5683463215827942},{"id":"https://openalex.org/C137631369","wikidata":"https://www.wikidata.org/wiki/Q7617831","display_name":"Stochastic programming","level":2,"score":0.5471741557121277},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5108701586723328},{"id":"https://openalex.org/C2778738651","wikidata":"https://www.wikidata.org/wiki/Q16546687","display_name":"Novelty","level":2,"score":0.48907047510147095},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.4707508683204651},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.42512479424476624},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.4225309491157532},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.41587454080581665},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.351076602935791},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.11855927109718323},{"id":"https://openalex.org/C27206212","wikidata":"https://www.wikidata.org/wiki/Q34178","display_name":"Theology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"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/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/s10957-020-01673-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-020-01673-2","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:185:y:2020:i:3:d:10.1007_s10957-020-01673-2","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-020-01673-2","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:10397/89353","is_oa":false,"landing_page_url":"http://hdl.handle.net/10397/89353","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":null,"raw_type":"Journal/Magazine Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2904924609","display_name":null,"funder_award_id":"25302116","funder_id":"https://openalex.org/F4320321019","funder_display_name":"University Grants Committee"},{"id":"https://openalex.org/G6202227918","display_name":null,"funder_award_id":"R-146-000-219-112","funder_id":"https://openalex.org/F4320320751","funder_display_name":"Ministry of Education - Singapore"},{"id":"https://openalex.org/G7923992869","display_name":null,"funder_award_id":"19lgpy242","funder_id":"https://openalex.org/F4320335787","funder_display_name":"Fundamental Research Funds for the Central Universities"}],"funders":[{"id":"https://openalex.org/F4320320751","display_name":"Ministry of Education - Singapore","ror":"https://ror.org/01kcva023"},{"id":"https://openalex.org/F4320321019","display_name":"University Grants Committee","ror":"https://ror.org/00djwmt25"},{"id":"https://openalex.org/F4320335787","display_name":"Fundamental Research Funds for the Central Universities","ror":null}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":32,"referenced_works":["https://openalex.org/W37842191","https://openalex.org/W1481407550","https://openalex.org/W1485598997","https://openalex.org/W1529558080","https://openalex.org/W1763114488","https://openalex.org/W1887925885","https://openalex.org/W1973946491","https://openalex.org/W1980753586","https://openalex.org/W2007849171","https://openalex.org/W2013316975","https://openalex.org/W2018201955","https://openalex.org/W2021318678","https://openalex.org/W2025951566","https://openalex.org/W2029784583","https://openalex.org/W2046913100","https://openalex.org/W2085873703","https://openalex.org/W2102343992","https://openalex.org/W2106163103","https://openalex.org/W2115526061","https://openalex.org/W2141616022","https://openalex.org/W2168474627","https://openalex.org/W2171361952","https://openalex.org/W2254406905","https://openalex.org/W2327418889","https://openalex.org/W2411640870","https://openalex.org/W2581964182","https://openalex.org/W2951754247","https://openalex.org/W2962894788","https://openalex.org/W3100618846","https://openalex.org/W4238035223","https://openalex.org/W4241839530","https://openalex.org/W4251849361"],"related_works":["https://openalex.org/W175006096","https://openalex.org/W2086136595","https://openalex.org/W2005965064","https://openalex.org/W1973015798","https://openalex.org/W1518635954","https://openalex.org/W2599556035","https://openalex.org/W1976667494","https://openalex.org/W1590308505","https://openalex.org/W4300052603","https://openalex.org/W3116776104"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":3},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":2}],"updated_date":"2026-03-20T23:20:44.827607","created_date":"2025-10-10T00:00:00"}
