{"id":"https://openalex.org/W4415068887","doi":"https://doi.org/10.1007/s10957-026-03010-5","title":"An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications","display_name":"An Infinite Horizon Sufficient Stochastic Maximum Principle for Regime-Switching Diffusions and Applications","publication_year":2026,"publication_date":"2026-05-19","ids":{"openalex":"https://openalex.org/W4415068887","doi":"https://doi.org/10.1007/s10957-026-03010-5"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-026-03010-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-026-03010-5","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":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2506.11523","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5061541632","display_name":"Kai Ding","orcid":null},"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":"Kai Ding","raw_affiliation_strings":["Department of Mathematics, Southern University of Science and Technology, Shenzhen, 518055, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Southern University of Science and Technology, Shenzhen, 518055, China","institution_ids":["https://openalex.org/I3045169105"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100341868","display_name":"Xun Li","orcid":"https://orcid.org/0000-0003-0493-417X"},"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":false,"raw_author_name":"Xun Li","raw_affiliation_strings":["Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, China","institution_ids":["https://openalex.org/I14243506"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001632995","display_name":"Siyu Lv","orcid":"https://orcid.org/0000-0001-5666-8163"},"institutions":[{"id":"https://openalex.org/I76569877","display_name":"Southeast University","ror":"https://ror.org/04ct4d772","country_code":"CN","type":"education","lineage":["https://openalex.org/I76569877"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Siyu Lv","raw_affiliation_strings":["School of Mathematics, Southeast University, Nanjing, 211189, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics, Southeast University, Nanjing, 211189, China","institution_ids":["https://openalex.org/I76569877"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5051020416","display_name":"Xin Zhang","orcid":"https://orcid.org/0000-0001-6670-5351"},"institutions":[{"id":"https://openalex.org/I76569877","display_name":"Southeast University","ror":"https://ror.org/04ct4d772","country_code":"CN","type":"education","lineage":["https://openalex.org/I76569877"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xin Zhang","raw_affiliation_strings":["School of Mathematics, Southeast University, Nanjing, 211189, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Mathematics, Southeast University, Nanjing, 211189, China","institution_ids":["https://openalex.org/I76569877"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5001632995"],"corresponding_institution_ids":["https://openalex.org/I76569877"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.02286996,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"209","issue":"3","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9886000156402588,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9886000156402588,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11829","display_name":"Mathematical Biology Tumor Growth","score":0.9747999906539917,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9668999910354614,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/uniqueness","display_name":"Uniqueness","score":0.6363999843597412},{"id":"https://openalex.org/keywords/monotonic-function","display_name":"Monotonic function","score":0.6280999779701233},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5938000082969666},{"id":"https://openalex.org/keywords/convexity","display_name":"Convexity","score":0.5921000242233276},{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.5450000166893005},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.52920001745224},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.49140000343322754},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.47760000824928284},{"id":"https://openalex.org/keywords/riccati-equation","display_name":"Riccati equation","score":0.4702000021934509},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.42500001192092896}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.788100004196167},{"id":"https://openalex.org/C2777021972","wikidata":"https://www.wikidata.org/wiki/Q22976830","display_name":"Uniqueness","level":2,"score":0.6363999843597412},{"id":"https://openalex.org/C72169020","wikidata":"https://www.wikidata.org/wiki/Q194404","display_name":"Monotonic function","level":2,"score":0.6280999779701233},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5938000082969666},{"id":"https://openalex.org/C72134830","wikidata":"https://www.wikidata.org/wiki/Q5166524","display_name":"Convexity","level":2,"score":0.5921000242233276},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.5450000166893005},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.52920001745224},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5131000280380249},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.49140000343322754},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.47760000824928284},{"id":"https://openalex.org/C45473103","wikidata":"https://www.wikidata.org/wiki/Q851503","display_name":"Riccati equation","level":3,"score":0.4702000021934509},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.42500001192092896},{"id":"https://openalex.org/C24167531","wikidata":"https://www.wikidata.org/wiki/Q2300767","display_name":"Transversality","level":2,"score":0.42260000109672546},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.4138000011444092},{"id":"https://openalex.org/C7321624","wikidata":"https://www.wikidata.org/wiki/Q205","display_name":"Infinity","level":2,"score":0.39750000834465027},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.37630000710487366},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.35839998722076416},{"id":"https://openalex.org/C2780980858","wikidata":"https://www.wikidata.org/wiki/Q110022","display_name":"Dual (grammatical number)","level":2,"score":0.35339999198913574},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.35280001163482666},{"id":"https://openalex.org/C9376300","wikidata":"https://www.wikidata.org/wiki/Q168817","display_name":"Algebraic number","level":2,"score":0.34369999170303345},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.33559998869895935},{"id":"https://openalex.org/C189950617","wikidata":"https://www.wikidata.org/wiki/Q937228","display_name":"Property (philosophy)","level":2,"score":0.3174999952316284},{"id":"https://openalex.org/C148607811","wikidata":"https://www.wikidata.org/wiki/Q746863","display_name":"Algebraic function","level":3,"score":0.30469998717308044},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3027999997138977},{"id":"https://openalex.org/C2777984672","wikidata":"https://www.wikidata.org/wiki/Q7524238","display_name":"Singular control","level":3,"score":0.2944999933242798},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.29190000891685486},{"id":"https://openalex.org/C23917780","wikidata":"https://www.wikidata.org/wiki/Q50698","display_name":"Algebraic equation","level":3,"score":0.29019999504089355},{"id":"https://openalex.org/C158535547","wikidata":"https://www.wikidata.org/wiki/Q5165437","display_name":"Continuous-time stochastic process","level":3,"score":0.29019999504089355},{"id":"https://openalex.org/C88626702","wikidata":"https://www.wikidata.org/wiki/Q1128903","display_name":"Continuation","level":2,"score":0.28610000014305115},{"id":"https://openalex.org/C142730499","wikidata":"https://www.wikidata.org/wiki/Q934367","display_name":"Function space","level":2,"score":0.2856000065803528},{"id":"https://openalex.org/C189973286","wikidata":"https://www.wikidata.org/wiki/Q176695","display_name":"Markov property","level":4,"score":0.27790001034736633},{"id":"https://openalex.org/C140479938","wikidata":"https://www.wikidata.org/wiki/Q5254619","display_name":"Iterated function","level":2,"score":0.27549999952316284},{"id":"https://openalex.org/C55689738","wikidata":"https://www.wikidata.org/wiki/Q15963867","display_name":"Discrete time and continuous time","level":2,"score":0.26759999990463257},{"id":"https://openalex.org/C93226319","wikidata":"https://www.wikidata.org/wiki/Q193137","display_name":"Differential (mechanical device)","level":2,"score":0.2669999897480011},{"id":"https://openalex.org/C26955809","wikidata":"https://www.wikidata.org/wiki/Q10167591","display_name":"Initial value problem","level":2,"score":0.2669000029563904},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.25839999318122864},{"id":"https://openalex.org/C2780813799","wikidata":"https://www.wikidata.org/wiki/Q3274237","display_name":"Zero (linguistics)","level":2,"score":0.2549000084400177},{"id":"https://openalex.org/C13847129","wikidata":"https://www.wikidata.org/wiki/Q4723989","display_name":"Algebraic Riccati equation","level":4,"score":0.2533999979496002},{"id":"https://openalex.org/C2776036281","wikidata":"https://www.wikidata.org/wiki/Q48769818","display_name":"Constraint (computer-aided design)","level":2,"score":0.2524999976158142},{"id":"https://openalex.org/C167964875","wikidata":"https://www.wikidata.org/wiki/Q17011487","display_name":"Exponential stability","level":3,"score":0.25029999017715454}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10957-026-03010-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-026-03010-5","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:arXiv.org:2506.11523","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2506.11523","pdf_url":"https://arxiv.org/pdf/2506.11523","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"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":"text"},{"id":"pmh:doi:10.48550/arxiv.2506.11523","is_oa":true,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4406922384","display_name":"Open MIND","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":"publisher-specific-oa","license_id":"https://openalex.org/licenses/publisher-specific-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"doi:10.48550/arxiv.2506.11523","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2506.11523","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2506.11523","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2506.11523","pdf_url":"https://arxiv.org/pdf/2506.11523","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"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":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G7285093244","display_name":null,"funder_award_id":"12471414","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":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-11T00:00:00"}