{"id":"https://openalex.org/W4412605070","doi":"https://doi.org/10.1007/s10957-025-02786-2","title":"Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty","display_name":"Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty","publication_year":2025,"publication_date":"2025-07-23","ids":{"openalex":"https://openalex.org/W4412605070","doi":"https://doi.org/10.1007/s10957-025-02786-2"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-025-02786-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-025-02786-2","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/A5027269405","display_name":"Tao Hao","orcid":"https://orcid.org/0000-0002-1650-3484"},"institutions":[{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Tao Hao","raw_affiliation_strings":["School of Statistics and Mathematics, Shandong University of Finance and Economics, Jinan, 250014, China"],"affiliations":[{"raw_affiliation_string":"School of Statistics and Mathematics, Shandong University of Finance and Economics, Jinan, 250014, China","institution_ids":["https://openalex.org/I59483232"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5042328688","display_name":"Jiaqiang Wen","orcid":"https://orcid.org/0000-0001-7790-8453"},"institutions":[{"id":"https://openalex.org/I3045169105","display_name":"Southern University of Science and Technology","ror":"https://ror.org/049tv2d57","country_code":"CN","type":"education","lineage":["https://openalex.org/I3045169105"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiaqiang Wen","raw_affiliation_strings":["Department of Mathematics and SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen, 518055, China"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen, 518055, China","institution_ids":["https://openalex.org/I3045169105"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100719593","display_name":"Jie Xiong","orcid":"https://orcid.org/0000-0001-5900-1284"},"institutions":[{"id":"https://openalex.org/I3045169105","display_name":"Southern University of Science and Technology","ror":"https://ror.org/049tv2d57","country_code":"CN","type":"education","lineage":["https://openalex.org/I3045169105"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jie Xiong","raw_affiliation_strings":["Department of Mathematics and SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen, 518055, China"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen, 518055, China","institution_ids":["https://openalex.org/I3045169105"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5027269405"],"corresponding_institution_ids":["https://openalex.org/I59483232"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":4.7413,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.94649642,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"207","issue":"2","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9886000156402588,"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":0.9886000156402588,"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":0.9873999953269958,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9624000191688538,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7957061529159546},{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.7898128032684326},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.7126903533935547},{"id":"https://openalex.org/keywords/theory-of-computation","display_name":"Theory of computation","score":0.6724444627761841},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5357377529144287},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.520301878452301},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4543331265449524},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3773580491542816},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.10563391447067261}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7957061529159546},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.7898128032684326},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.7126903533935547},{"id":"https://openalex.org/C24858836","wikidata":"https://www.wikidata.org/wiki/Q844718","display_name":"Theory of computation","level":2,"score":0.6724444627761841},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5357377529144287},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.520301878452301},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4543331265449524},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3773580491542816},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.10563391447067261}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s10957-025-02786-2","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-025-02786-2","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"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G2090480380","display_name":null,"funder_award_id":"12101291","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":37,"referenced_works":["https://openalex.org/W1965542647","https://openalex.org/W1985077192","https://openalex.org/W1985704494","https://openalex.org/W2006593482","https://openalex.org/W2010028278","https://openalex.org/W2033603136","https://openalex.org/W2037172480","https://openalex.org/W2039609067","https://openalex.org/W2060878939","https://openalex.org/W2062611968","https://openalex.org/W2068748263","https://openalex.org/W2070807633","https://openalex.org/W2078895915","https://openalex.org/W2080914628","https://openalex.org/W2084891256","https://openalex.org/W2120630305","https://openalex.org/W2131387435","https://openalex.org/W2133340512","https://openalex.org/W2135400743","https://openalex.org/W2181281034","https://openalex.org/W2519973508","https://openalex.org/W2575679751","https://openalex.org/W2803463809","https://openalex.org/W2883357794","https://openalex.org/W2964168739","https://openalex.org/W3003209761","https://openalex.org/W3027033463","https://openalex.org/W3033321365","https://openalex.org/W3094625557","https://openalex.org/W3100373158","https://openalex.org/W3125241416","https://openalex.org/W4212780424","https://openalex.org/W4221149767","https://openalex.org/W4286610448","https://openalex.org/W4301385844","https://openalex.org/W4367307620","https://openalex.org/W4396711543"],"related_works":["https://openalex.org/W2962746246","https://openalex.org/W2943897807","https://openalex.org/W2053079725","https://openalex.org/W2037349991","https://openalex.org/W278441094","https://openalex.org/W2986334670","https://openalex.org/W1994179457","https://openalex.org/W4366198066","https://openalex.org/W4386034604","https://openalex.org/W2135400743"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
