{"id":"https://openalex.org/W2026557984","doi":"https://doi.org/10.1093/imamci/dnu026","title":"Stabilizing solution of periodic game-theoretic Riccati differential equation of stochastic control","display_name":"Stabilizing solution of periodic game-theoretic Riccati differential equation of stochastic control","publication_year":2014,"publication_date":"2014-07-04","ids":{"openalex":"https://openalex.org/W2026557984","doi":"https://doi.org/10.1093/imamci/dnu026","mag":"2026557984"},"language":"en","primary_location":{"id":"doi:10.1093/imamci/dnu026","is_oa":false,"landing_page_url":"https://doi.org/10.1093/imamci/dnu026","pdf_url":null,"source":{"id":"https://openalex.org/S162756791","display_name":"IMA Journal of Mathematical Control and Information","issn_l":"0265-0754","issn":["0265-0754","1471-6887"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311648","host_organization_name":"Oxford University Press","host_organization_lineage":["https://openalex.org/P4310311648","https://openalex.org/P4310311647"],"host_organization_lineage_names":["Oxford University Press","University of Oxford"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IMA Journal of Mathematical Control and Information","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/A5038523391","display_name":"Vasile Dr\u01cegan","orcid":"https://orcid.org/0000-0001-6617-1441"},"institutions":[{"id":"https://openalex.org/I58077936","display_name":"Romanian Academy","ror":"https://ror.org/0561n6946","country_code":"RO","type":"archive","lineage":["https://openalex.org/I58077936"]}],"countries":["RO"],"is_corresponding":true,"raw_author_name":"Vasile Dragan","raw_affiliation_strings":["Institute of Mathematics, \u2018Simion Stoilow\u2019 of the Romanian Academy, Research Unit nr. 2, PO Box 1-764, RO-014700 Bucharest, Romania"],"affiliations":[{"raw_affiliation_string":"Institute of Mathematics, \u2018Simion Stoilow\u2019 of the Romanian Academy, Research Unit nr. 2, PO Box 1-764, RO-014700 Bucharest, Romania","institution_ids":["https://openalex.org/I58077936"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5038523391"],"corresponding_institution_ids":["https://openalex.org/I58077936"],"apc_list":{"value":2582,"currency":"GBP","value_usd":3167},"apc_paid":null,"fwci":0.8098,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.80404398,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"dnu026","last_page":"dnu026"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12158","display_name":"Guidance and Control Systems","score":0.9768999814987183,"subfield":{"id":"https://openalex.org/subfields/2202","display_name":"Aerospace Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12158","display_name":"Guidance and Control Systems","score":0.9768999814987183,"subfield":{"id":"https://openalex.org/subfields/2202","display_name":"Aerospace Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9649999737739563,"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/T13785","display_name":"Aquatic and Environmental Studies","score":0.9348000288009644,"subfield":{"id":"https://openalex.org/subfields/1904","display_name":"Earth-Surface Processes"},"field":{"id":"https://openalex.org/fields/19","display_name":"Earth and Planetary Sciences"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/riccati-equation","display_name":"Riccati equation","score":0.7997981905937195},{"id":"https://openalex.org/keywords/algebraic-riccati-equation","display_name":"Algebraic Riccati equation","score":0.6965976357460022},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6741118431091309},{"id":"https://openalex.org/keywords/differential-game","display_name":"Differential game","score":0.6382680535316467},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.5375643968582153},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.5257592797279358},{"id":"https://openalex.org/keywords/sign","display_name":"Sign (mathematics)","score":0.5117533206939697},{"id":"https://openalex.org/keywords/linear-quadratic-regulator","display_name":"Linear-quadratic regulator","score":0.5101194977760315},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.4902859032154083},{"id":"https://openalex.org/keywords/computation","display_name":"Computation","score":0.48668986558914185},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4751719832420349},{"id":"https://openalex.org/keywords/differential","display_name":"Differential (mechanical device)","score":0.45847561955451965},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.365123450756073},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.276394248008728},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.2754676342010498},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.22826066613197327},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.07928386330604553}],"concepts":[{"id":"https://openalex.org/C45473103","wikidata":"https://www.wikidata.org/wiki/Q851503","display_name":"Riccati equation","level":3,"score":0.7997981905937195},{"id":"https://openalex.org/C13847129","wikidata":"https://www.wikidata.org/wiki/Q4723989","display_name":"Algebraic Riccati equation","level":4,"score":0.6965976357460022},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6741118431091309},{"id":"https://openalex.org/C2779006483","wikidata":"https://www.wikidata.org/wiki/Q1973196","display_name":"Differential game","level":2,"score":0.6382680535316467},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.5375643968582153},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5257592797279358},{"id":"https://openalex.org/C139676723","wikidata":"https://www.wikidata.org/wiki/Q1193832","display_name":"Sign (mathematics)","level":2,"score":0.5117533206939697},{"id":"https://openalex.org/C98779006","wikidata":"https://www.wikidata.org/wiki/Q2520550","display_name":"Linear-quadratic regulator","level":3,"score":0.5101194977760315},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.4902859032154083},{"id":"https://openalex.org/C45374587","wikidata":"https://www.wikidata.org/wiki/Q12525525","display_name":"Computation","level":2,"score":0.48668986558914185},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4751719832420349},{"id":"https://openalex.org/C93226319","wikidata":"https://www.wikidata.org/wiki/Q193137","display_name":"Differential (mechanical device)","level":2,"score":0.45847561955451965},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.365123450756073},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.276394248008728},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.2754676342010498},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.22826066613197327},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.07928386330604553},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C146978453","wikidata":"https://www.wikidata.org/wiki/Q3798668","display_name":"Aerospace engineering","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1093/imamci/dnu026","is_oa":false,"landing_page_url":"https://doi.org/10.1093/imamci/dnu026","pdf_url":null,"source":{"id":"https://openalex.org/S162756791","display_name":"IMA Journal of Mathematical Control and Information","issn_l":"0265-0754","issn":["0265-0754","1471-6887"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311648","host_organization_name":"Oxford University Press","host_organization_lineage":["https://openalex.org/P4310311648","https://openalex.org/P4310311647"],"host_organization_lineage_names":["Oxford University Press","University of Oxford"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IMA Journal of Mathematical Control and Information","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2005019312","https://openalex.org/W2547959172","https://openalex.org/W2018296362","https://openalex.org/W2002357820","https://openalex.org/W197349956","https://openalex.org/W2997206142","https://openalex.org/W2804494800","https://openalex.org/W2027962246","https://openalex.org/W2244442793","https://openalex.org/W2116228702"],"abstract_inverted_index":{"In":[0],"this":[1,34],"work,":[2],"a":[3],"class":[4],"of":[5,29,33,36],"game-theoretic":[6],"Riccati":[7,37],"differential":[8,38],"equations":[9,39],"with":[10,16,40],"periodic":[11],"coefficients":[12],"occurring":[13],"in":[14],"connection":[15],"stochastic":[17],"H\u221e":[18],"control":[19],"problem":[20],"is":[21,43],"considered.":[22],"An":[23],"iterative":[24],"algorithm":[25],"for":[26],"the":[27,30],"computation":[28],"stabilizing":[31],"solution":[32],"kind":[35],"indefinite":[41],"sign":[42],"proposed.":[44]},"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2017,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
