{"id":"https://openalex.org/W3045407719","doi":"https://doi.org/10.1080/00207179.2020.1800822","title":"Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory","display_name":"Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory","publication_year":2020,"publication_date":"2020-07-24","ids":{"openalex":"https://openalex.org/W3045407719","doi":"https://doi.org/10.1080/00207179.2020.1800822","mag":"3045407719"},"language":"en","primary_location":{"id":"doi:10.1080/00207179.2020.1800822","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207179.2020.1800822","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/A5103133026","display_name":"Ali Delavarkhalafi","orcid":null},"institutions":[{"id":"https://openalex.org/I112536369","display_name":"Yazd University","ror":"https://ror.org/02x99ac45","country_code":"IR","type":"education","lineage":["https://openalex.org/I112536369"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"Ali Delavarkhalafi","raw_affiliation_strings":["Department of Applied Mathematics, Yazd University, Yazd, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Yazd University, Yazd, Iran","institution_ids":["https://openalex.org/I112536369"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001683506","display_name":"A.S. Fatemion Aghda","orcid":null},"institutions":[{"id":"https://openalex.org/I112536369","display_name":"Yazd University","ror":"https://ror.org/02x99ac45","country_code":"IR","type":"education","lineage":["https://openalex.org/I112536369"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"A. S. Fatemion Aghda","raw_affiliation_strings":["Department of Applied Mathematics, Yazd University, Yazd, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Yazd University, Yazd, Iran","institution_ids":["https://openalex.org/I112536369"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5102334530","display_name":"Mahdieh Tahmasebi","orcid":null},"institutions":[{"id":"https://openalex.org/I1516879","display_name":"Tarbiat Modares University","ror":"https://ror.org/03mwgfy56","country_code":"IR","type":"education","lineage":["https://openalex.org/I1516879"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Mahdieh Tahmasebi","raw_affiliation_strings":["Department of Applied Mathematics, Tarbiat Modares University, Tehran, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Tarbiat Modares University, Tehran, Iran","institution_ids":["https://openalex.org/I1516879"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5103133026"],"corresponding_institution_ids":["https://openalex.org/I112536369"],"apc_list":null,"apc_paid":null,"fwci":1.1532,"has_fulltext":false,"cited_by_count":13,"citation_normalized_percentile":{"value":0.8097528,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"95","issue":"2","first_page":"535","last_page":"543"},"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.993399977684021,"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"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9711999893188477,"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/malliavin-calculus","display_name":"Malliavin calculus","score":0.6993452310562134},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6732009053230286},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6485046148300171},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.5820465683937073},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5408897399902344},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5061501860618591},{"id":"https://openalex.org/keywords/hamiltonian","display_name":"Hamiltonian (control theory)","score":0.48136407136917114},{"id":"https://openalex.org/keywords/stochastic-calculus","display_name":"Stochastic calculus","score":0.4489448070526123},{"id":"https://openalex.org/keywords/horizon","display_name":"Horizon","score":0.43018078804016113},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.3642615079879761},{"id":"https://openalex.org/keywords/partial-differential-equation","display_name":"Partial differential equation","score":0.35852038860321045},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3512221872806549},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.24156206846237183}],"concepts":[{"id":"https://openalex.org/C11505638","wikidata":"https://www.wikidata.org/wiki/Q6744166","display_name":"Malliavin calculus","level":4,"score":0.6993452310562134},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6732009053230286},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6485046148300171},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.5820465683937073},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5408897399902344},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5061501860618591},{"id":"https://openalex.org/C130787639","wikidata":"https://www.wikidata.org/wiki/Q5645293","display_name":"Hamiltonian (control theory)","level":2,"score":0.48136407136917114},{"id":"https://openalex.org/C63331456","wikidata":"https://www.wikidata.org/wiki/Q1308570","display_name":"Stochastic calculus","level":4,"score":0.4489448070526123},{"id":"https://openalex.org/C159176650","wikidata":"https://www.wikidata.org/wiki/Q43261","display_name":"Horizon","level":2,"score":0.43018078804016113},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.3642615079879761},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.35852038860321045},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3512221872806549},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.24156206846237183},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1080/00207179.2020.1800822","is_oa":false,"landing_page_url":"https://doi.org/10.1080/00207179.2020.1800822","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"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.4399999976158142}],"awards":[],"funders":[{"id":"https://openalex.org/F4320313608","display_name":"Yazd University","ror":"https://ror.org/02x99ac45"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":33,"referenced_works":["https://openalex.org/W568891396","https://openalex.org/W1569313452","https://openalex.org/W1969717343","https://openalex.org/W1972668253","https://openalex.org/W1993308628","https://openalex.org/W2008618331","https://openalex.org/W2010028278","https://openalex.org/W2011136920","https://openalex.org/W2019740115","https://openalex.org/W2021247460","https://openalex.org/W2025384380","https://openalex.org/W2033603136","https://openalex.org/W2035037505","https://openalex.org/W2038686546","https://openalex.org/W2043938858","https://openalex.org/W2059354498","https://openalex.org/W2065172718","https://openalex.org/W2078895915","https://openalex.org/W2080304445","https://openalex.org/W2080581734","https://openalex.org/W2089710246","https://openalex.org/W2157883119","https://openalex.org/W2168600615","https://openalex.org/W2519973508","https://openalex.org/W2567289819","https://openalex.org/W2606270921","https://openalex.org/W2750613312","https://openalex.org/W2800937216","https://openalex.org/W2937978951","https://openalex.org/W2940505370","https://openalex.org/W2962948879","https://openalex.org/W4212780424","https://openalex.org/W4293510232"],"related_works":["https://openalex.org/W2769514467","https://openalex.org/W4237379163","https://openalex.org/W1974335149","https://openalex.org/W2078751837","https://openalex.org/W2060658157","https://openalex.org/W4384112026","https://openalex.org/W599760496","https://openalex.org/W17889898","https://openalex.org/W2786718931","https://openalex.org/W2167742035"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3,73,97],"consider":[4],"a":[5,40,78],"problem":[6],"of":[7,10,44,60],"optimal":[8,94],"control":[9],"an":[11,75],"infinite":[12,89],"horizon":[13,90],"mean-field":[14,45,80],"backward":[15,81],"stochastic":[16,47,83],"differential":[17,48],"equation":[18],"with":[19,85,105],"delay":[20,82,106],"and":[21,30,64,107],"noisy":[22,86,108],"memory":[23,87,109],"under":[24],"partial":[25,58],"information.":[26],"We":[27],"derive":[28],"necessary":[29],"sufficient":[31],"maximum":[32],"principles":[33],"using":[34],"Malliavin":[35,66],"calculus":[36],"technique":[37],"for":[38,77],"such":[39],"system.":[41],"A":[42],"class":[43],"time-advanced":[46],"equations":[49],"is":[50],"introduced":[51],"as":[52],"the":[53,61,93,114],"adjoint":[54],"process":[55],"which":[56,110],"involves":[57],"derivatives":[59],"Hamiltonian":[62],"functions":[63],"their":[65],"derivatives.":[67],"To":[68],"illustrate":[69],"our":[70,99],"theoretical":[71],"results,":[72],"give":[74],"example":[76],"linear-quadratic":[79],"system":[84],"on":[88],"to":[91,101],"obtain":[92],"control.":[95],"Also,":[96],"apply":[98],"results":[100],"pension":[102],"fund":[103],"problems":[104],"are":[111],"arising":[112],"from":[113],"financial":[115],"market.":[116]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}