{"id":"https://openalex.org/W2143934044","doi":"https://doi.org/10.1080/00207179.2015.1011699","title":"Necessary condition for near optimal control of linear forward\u2013backward stochastic differential equations","display_name":"Necessary condition for near optimal control of linear forward\u2013backward stochastic differential equations","publication_year":2015,"publication_date":"2015-01-26","ids":{"openalex":"https://openalex.org/W2143934044","doi":"https://doi.org/10.1080/00207179.2015.1011699","mag":"2143934044"},"language":"en","primary_location":{"id":"doi:10.1080/00207179.2015.1011699","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207179.2015.1011699","pdf_url":null,"source":{"id":"https://openalex.org/S88061139","display_name":"International Journal of Control","issn_l":"0020-7179","issn":["0020-7179","1366-5820"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Control","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/A5091267126","display_name":"Liangquan Zhang","orcid":"https://orcid.org/0000-0002-0757-8214"},"institutions":[{"id":"https://openalex.org/I1326498283","display_name":"Institut national de recherche en sciences et technologies du num\u00e9rique","ror":"https://ror.org/02kvxyf05","country_code":"FR","type":"government","lineage":["https://openalex.org/I1326498283"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Liangquan Zhang","raw_affiliation_strings":["INRIA, Campus de Beaulieu, 35042 Rennes, France","Inria; Campus de Beaulieu; 35042 Rennes France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"INRIA, Campus de Beaulieu, 35042 Rennes, France","institution_ids":["https://openalex.org/I1326498283"]},{"raw_affiliation_string":"Inria; Campus de Beaulieu; 35042 Rennes France","institution_ids":["https://openalex.org/I1326498283"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5075552347","display_name":"Jianhui Huang","orcid":"https://orcid.org/0000-0003-3315-6549"},"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":"Jianhui Huang","raw_affiliation_strings":["Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China","Department of Applied Mathematics, The Hong Kong Polytechnic University , Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China","institution_ids":["https://openalex.org/I14243506"]},{"raw_affiliation_string":"Department of Applied Mathematics, The Hong Kong Polytechnic University , Hong Kong, China","institution_ids":["https://openalex.org/I14243506"]}]},{"author_position":"last","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, Hong Kong, China","Department of Applied Mathematics, The Hong Kong Polytechnic University , Hong Kong, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China","institution_ids":["https://openalex.org/I14243506"]},{"raw_affiliation_string":"Department of Applied Mathematics, The Hong Kong Polytechnic University , Hong Kong, China","institution_ids":["https://openalex.org/I14243506"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5091267126"],"corresponding_institution_ids":["https://openalex.org/I1326498283"],"apc_list":null,"apc_paid":null,"fwci":2.6848,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.90528478,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"88","issue":"8","first_page":"1594","last_page":"1608"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9991000294685364,"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":0.9991000294685364,"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/T10194","display_name":"Nonlinear Partial Differential Equations","score":0.9851999878883362,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"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/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9807999730110168,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.7496777176856995},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6745219230651855},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6667975187301636},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.64118891954422},{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.6061496734619141},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.5415424108505249},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.4943256378173828},{"id":"https://openalex.org/keywords/domain","display_name":"Domain (mathematical analysis)","score":0.4836191236972809},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.42469972372055054},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.42074695229530334},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4091085195541382},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.4068056046962738},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.22931453585624695},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.2114497721195221}],"concepts":[{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.7496777176856995},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6745219230651855},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6667975187301636},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.64118891954422},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.6061496734619141},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.5415424108505249},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.4943256378173828},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.4836191236972809},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.42469972372055054},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.42074695229530334},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4091085195541382},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.4068056046962738},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.22931453585624695},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.2114497721195221},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","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/C50522688","wikidata":"https://www.wikidata.org/wiki/Q189833","display_name":"Economic growth","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/00207179.2015.1011699","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207179.2015.1011699","pdf_url":null,"source":{"id":"https://openalex.org/S88061139","display_name":"International Journal of Control","issn_l":"0020-7179","issn":["0020-7179","1366-5820"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Control","raw_type":"journal-article"},{"id":"pmh:oai:ira.lib.polyu.edu.hk:10397/9391","is_oa":false,"landing_page_url":"http://hdl.handle.net/10397/9391","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":"","raw_type":"Journal/Magazine Article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G7986129152","display_name":null,"funder_award_id":"11201264","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8309113529","display_name":null,"funder_award_id":"11201263","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":32,"referenced_works":["https://openalex.org/W1525883337","https://openalex.org/W1968734542","https://openalex.org/W1973019427","https://openalex.org/W1977750299","https://openalex.org/W1980404349","https://openalex.org/W1985050062","https://openalex.org/W1993005215","https://openalex.org/W1999079962","https://openalex.org/W2003293420","https://openalex.org/W2005407396","https://openalex.org/W2011359735","https://openalex.org/W2016950379","https://openalex.org/W2017658278","https://openalex.org/W2023667727","https://openalex.org/W2031072241","https://openalex.org/W2037349991","https://openalex.org/W2046553535","https://openalex.org/W2052421796","https://openalex.org/W2053386446","https://openalex.org/W2066197757","https://openalex.org/W2067735809","https://openalex.org/W2068218507","https://openalex.org/W2078895915","https://openalex.org/W2080280320","https://openalex.org/W2081458347","https://openalex.org/W2090857110","https://openalex.org/W2091265977","https://openalex.org/W2157047632","https://openalex.org/W2171578478","https://openalex.org/W3102109683","https://openalex.org/W4210606352","https://openalex.org/W4212780424"],"related_works":["https://openalex.org/W2962746246","https://openalex.org/W1967384683","https://openalex.org/W4302321938","https://openalex.org/W162218241","https://openalex.org/W2943897807","https://openalex.org/W278441094","https://openalex.org/W2986334670","https://openalex.org/W1994179457","https://openalex.org/W4366198066","https://openalex.org/W2135400743"],"abstract_inverted_index":{"This":[0],"paper":[1,73],"investigates":[2],"the":[3,17,24,36,46,52,64,87,92,104,109,128],"near":[4,60,129],"optimal":[5,61,110],"control":[6,13,37,62,65,111,116],"for":[7],"a":[8],"kind":[9],"of":[10,51,59,86,94,112],"linear":[11],"stochastic":[12,19],"systems":[14],"governed":[15],"by":[16,99,103,118],"forward\u2013backward":[18],"differential":[20],"equations,":[21],"where":[22],"both":[23],"drift":[25],"and":[26,35,54,70,101],"diffusion":[27,67],"terms":[28],"are":[29,123],"allowed":[30],"to":[31,42,81,107,126],"depend":[32],"on":[33],"controls":[34],"domain":[38],"is":[39,68,89,136],"not":[40],"assumed":[41],"be":[43,75],"convex.":[44],"In":[45,131],"previous":[47],"work":[48],"(Theorem":[49],"3.1)":[50],"second":[53],"third":[55],"authors,":[56],"some":[57,78],"problem":[58],"with":[63],"dependent":[66],"addressed":[69],"our":[71],"current":[72],"can":[74],"viewed":[76],"as":[77,138],"direct":[79],"response":[80],"it.":[82],"The":[83],"necessary":[84],"condition":[85],"near-optimality":[88],"established":[90],"within":[91],"framework":[93],"optimality":[95],"variational":[96],"principle":[97],"developed":[98],"Yong":[100],"obtained":[102],"convergence":[105],"technique":[106],"treat":[108],"FBSDEs":[113],"in":[114],"unbounded":[115],"domains":[117],"Wu.":[119],"Some":[120],"new":[121],"estimates":[122],"given":[124],"here":[125],"handle":[127],"optimality.":[130],"addition,":[132],"an":[133],"illustrating":[134],"example":[135],"discussed":[137],"well.":[139]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2018,"cited_by_count":1},{"year":2017,"cited_by_count":2},{"year":2015,"cited_by_count":3}],"updated_date":"2026-07-22T07:51:19.307946","created_date":"2025-10-10T00:00:00"}
