{"id":"https://openalex.org/W2086418723","doi":"https://doi.org/10.1007/s11424-010-0148-5","title":"Convergence rates of Markov chain approximation methods for controlled diffusions with stopping","display_name":"Convergence rates of Markov chain approximation methods for controlled diffusions with stopping","publication_year":2010,"publication_date":"2010-06-01","ids":{"openalex":"https://openalex.org/W2086418723","doi":"https://doi.org/10.1007/s11424-010-0148-5","mag":"2086418723"},"language":"en","primary_location":{"id":"doi:10.1007/s11424-010-0148-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-010-0148-5","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"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 Systems Science and Complexity","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/A5031200335","display_name":"Qingshuo Song","orcid":"https://orcid.org/0000-0002-9289-7462"},"institutions":[{"id":"https://openalex.org/I168719708","display_name":"City University of Hong Kong","ror":"https://ror.org/03q8dnn23","country_code":"HK","type":"education","lineage":["https://openalex.org/I168719708"]}],"countries":["HK"],"is_corresponding":true,"raw_author_name":"Qingshuo Song","raw_affiliation_strings":["Department of Mathematics, City University of Hong Kong, 83 Tat Chee Avenue, Kowloon Tong, Hong Kong, China","City University of Hong Kong"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, City University of Hong Kong, 83 Tat Chee Avenue, Kowloon Tong, Hong Kong, China","institution_ids":["https://openalex.org/I168719708"]},{"raw_affiliation_string":"City University of Hong Kong","institution_ids":["https://openalex.org/I168719708"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5113665865","display_name":"G. George Yin","orcid":"https://orcid.org/0009-0009-8449-6245"},"institutions":[{"id":"https://openalex.org/I185443292","display_name":"Wayne State University","ror":"https://ror.org/01070mq45","country_code":"US","type":"education","lineage":["https://openalex.org/I185443292"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Gang George Yin","raw_affiliation_strings":["Department of Mathematics, Wayne State University, Detroit, Michigan, 48202, USA","Wayne State University"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Wayne State University, Detroit, Michigan, 48202, USA","institution_ids":["https://openalex.org/I185443292"]},{"raw_affiliation_string":"Wayne State University","institution_ids":["https://openalex.org/I185443292"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5031200335"],"corresponding_institution_ids":["https://openalex.org/I168719708"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.20656651,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":94},"biblio":{"volume":"23","issue":"3","first_page":"600","last_page":"621"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998000264167786,"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":0.9998000264167786,"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/T11829","display_name":"Mathematical Biology Tumor Growth","score":0.9927999973297119,"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/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9836000204086304,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.7477719187736511},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6789039373397827},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.6290414333343506},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.6069778800010681},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5756126642227173},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.5049200654029846},{"id":"https://openalex.org/keywords/hamilton\u2013jacobi\u2013bellman-equation","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","score":0.49957823753356934},{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.4646349251270294},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.45754310488700867},{"id":"https://openalex.org/keywords/tangent","display_name":"Tangent","score":0.4381885528564453},{"id":"https://openalex.org/keywords/rate-of-convergence","display_name":"Rate of convergence","score":0.43682193756103516},{"id":"https://openalex.org/keywords/boundary","display_name":"Boundary (topology)","score":0.4281453788280487},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.41369250416755676},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.22811198234558105},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.19323521852493286}],"concepts":[{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.7477719187736511},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6789039373397827},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.6290414333343506},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.6069778800010681},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5756126642227173},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.5049200654029846},{"id":"https://openalex.org/C196978813","wikidata":"https://www.wikidata.org/wiki/Q3302775","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","level":3,"score":0.49957823753356934},{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.4646349251270294},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.45754310488700867},{"id":"https://openalex.org/C138187205","wikidata":"https://www.wikidata.org/wiki/Q131251","display_name":"Tangent","level":2,"score":0.4381885528564453},{"id":"https://openalex.org/C57869625","wikidata":"https://www.wikidata.org/wiki/Q1783502","display_name":"Rate of convergence","level":3,"score":0.43682193756103516},{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.4281453788280487},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.41369250416755676},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.22811198234558105},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.19323521852493286},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C127162648","wikidata":"https://www.wikidata.org/wiki/Q16858953","display_name":"Channel (broadcasting)","level":2,"score":0.0},{"id":"https://openalex.org/C31258907","wikidata":"https://www.wikidata.org/wiki/Q1301371","display_name":"Computer network","level":1,"score":0.0},{"id":"https://openalex.org/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","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}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11424-010-0148-5","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-010-0148-5","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"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 Systems Science and Complexity","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/10","score":0.4000000059604645,"display_name":"Reduced inequalities"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1513091520","https://openalex.org/W1556521369","https://openalex.org/W1567262822","https://openalex.org/W1580561995","https://openalex.org/W1964377184","https://openalex.org/W1966068608","https://openalex.org/W1967021195","https://openalex.org/W1973240854","https://openalex.org/W2018477253","https://openalex.org/W2052165002","https://openalex.org/W2067981016","https://openalex.org/W2070056413","https://openalex.org/W2084762940","https://openalex.org/W2098745223","https://openalex.org/W2118816771","https://openalex.org/W2524112160","https://openalex.org/W3015241628","https://openalex.org/W4292366002","https://openalex.org/W4302567662","https://openalex.org/W4302609762"],"related_works":["https://openalex.org/W2032834442","https://openalex.org/W3153900688","https://openalex.org/W2115544975","https://openalex.org/W2902017027","https://openalex.org/W1654696814","https://openalex.org/W4291598237","https://openalex.org/W2766998270","https://openalex.org/W4255265352","https://openalex.org/W3168988147","https://openalex.org/W4239477580"],"abstract_inverted_index":null,"counts_by_year":[{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
