{"id":"https://openalex.org/W2963989515","doi":"https://doi.org/10.1093/imamci/dnu027","title":"Mean-variance type controls involving a hidden Markov chain: models and numerical approximation","display_name":"Mean-variance type controls involving a hidden Markov chain: models and numerical approximation","publication_year":2014,"publication_date":"2014-07-04","ids":{"openalex":"https://openalex.org/W2963989515","doi":"https://doi.org/10.1093/imamci/dnu027","mag":"2963989515"},"language":"en","primary_location":{"id":"doi:10.1093/imamci/dnu027","is_oa":false,"landing_page_url":"https://doi.org/10.1093/imamci/dnu027","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/A5101148804","display_name":"Zhixin Yang","orcid":"https://orcid.org/0000-0002-4514-795X"},"institutions":[{"id":"https://openalex.org/I124727415","display_name":"University of Wisconsin\u2013Eau Claire","ror":"https://ror.org/03mnm0t94","country_code":"US","type":"education","lineage":["https://openalex.org/I124727415"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Zhixin Yang","raw_affiliation_strings":["Department of Mathematics, University of Wisconsin-Eau Claire, Eau Claire, WI 54701, USA, yangzhix@uwec.edu","Department of Mathematics, University of Wisconsin-Eau Claire, Eau Claire, WI 54701, USA,"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, University of Wisconsin-Eau Claire, Eau Claire, WI 54701, USA, yangzhix@uwec.edu","institution_ids":["https://openalex.org/I124727415"]},{"raw_affiliation_string":"Department of Mathematics, University of Wisconsin-Eau Claire, Eau Claire, WI 54701, USA,","institution_ids":["https://openalex.org/I124727415"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008853967","display_name":"George Yin","orcid":"https://orcid.org/0000-0002-2951-0704"},"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":true,"raw_author_name":"George Yin","raw_affiliation_strings":["Department of Mathematics, Wayne State University, Detroit, MI 48202, USA"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Wayne State University, Detroit, MI 48202, USA","institution_ids":["https://openalex.org/I185443292"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100692655","display_name":"Qing Zhang","orcid":"https://orcid.org/0000-0001-5332-6555"},"institutions":[{"id":"https://openalex.org/I165733156","display_name":"University of Georgia","ror":"https://ror.org/00te3t702","country_code":"US","type":"education","lineage":["https://openalex.org/I165733156"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Qing Zhang","raw_affiliation_strings":["Department of Mathematics, The University of Georgia, Athens, GA 30602, USA, qingz@math.uga.edu","Department of Mathematics, The University of Georgia, Athens, GA 30602, USA,"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, The University of Georgia, Athens, GA 30602, USA, qingz@math.uga.edu","institution_ids":["https://openalex.org/I165733156"]},{"raw_affiliation_string":"Department of Mathematics, The University of Georgia, Athens, GA 30602, USA,","institution_ids":["https://openalex.org/I165733156"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5008853967","https://openalex.org/A5100692655","https://openalex.org/A5101148804"],"corresponding_institution_ids":["https://openalex.org/I124727415","https://openalex.org/I165733156","https://openalex.org/I185443292"],"apc_list":{"value":2582,"currency":"GBP","value_usd":3167},"apc_paid":null,"fwci":0.8122,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.8074715,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"dnu027","last_page":"dnu027"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11236","display_name":"Control Systems and Identification","score":0.9902999997138977,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems 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/T11236","display_name":"Control Systems and Identification","score":0.9902999997138977,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems 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/T10046","display_name":"Stability and Control of Uncertain Systems","score":0.9898999929428101,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems 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/T10791","display_name":"Advanced Control Systems Optimization","score":0.9848999977111816,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/variance","display_name":"Variance (accounting)","score":0.7345816493034363},{"id":"https://openalex.org/keywords/convergence","display_name":"Convergence (economics)","score":0.6660031080245972},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.661204993724823},{"id":"https://openalex.org/keywords/focus","display_name":"Focus (optics)","score":0.5878717303276062},{"id":"https://openalex.org/keywords/observable","display_name":"Observable","score":0.5422914624214172},{"id":"https://openalex.org/keywords/filter","display_name":"Filter (signal processing)","score":0.5291650295257568},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5062357783317566},{"id":"https://openalex.org/keywords/noise","display_name":"Noise (video)","score":0.479909747838974},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4784267544746399},{"id":"https://openalex.org/keywords/type","display_name":"Type (biology)","score":0.46282440423965454},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.4555444121360779},{"id":"https://openalex.org/keywords/variable-order-markov-model","display_name":"Variable-order Markov model","score":0.4365878105163574},{"id":"https://openalex.org/keywords/sequence","display_name":"Sequence (biology)","score":0.4322412610054016},{"id":"https://openalex.org/keywords/white-noise","display_name":"White noise","score":0.43032199144363403},{"id":"https://openalex.org/keywords/work","display_name":"Work (physics)","score":0.42361265420913696},{"id":"https://openalex.org/keywords/process","display_name":"Process (computing)","score":0.42337700724601746},{"id":"https://openalex.org/keywords/hidden-markov-model","display_name":"Hidden Markov model","score":0.415374219417572},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4078195095062256},{"id":"https://openalex.org/keywords/markov-model","display_name":"Markov model","score":0.32478269934654236},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.1807997226715088},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.17291715741157532}],"concepts":[{"id":"https://openalex.org/C196083921","wikidata":"https://www.wikidata.org/wiki/Q7915758","display_name":"Variance (accounting)","level":2,"score":0.7345816493034363},{"id":"https://openalex.org/C2777303404","wikidata":"https://www.wikidata.org/wiki/Q759757","display_name":"Convergence (economics)","level":2,"score":0.6660031080245972},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.661204993724823},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.5878717303276062},{"id":"https://openalex.org/C32848918","wikidata":"https://www.wikidata.org/wiki/Q845789","display_name":"Observable","level":2,"score":0.5422914624214172},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.5291650295257568},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5062357783317566},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.479909747838974},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4784267544746399},{"id":"https://openalex.org/C2777299769","wikidata":"https://www.wikidata.org/wiki/Q3707858","display_name":"Type (biology)","level":2,"score":0.46282440423965454},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.4555444121360779},{"id":"https://openalex.org/C54907487","wikidata":"https://www.wikidata.org/wiki/Q7915688","display_name":"Variable-order Markov model","level":4,"score":0.4365878105163574},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.4322412610054016},{"id":"https://openalex.org/C112633086","wikidata":"https://www.wikidata.org/wiki/Q381287","display_name":"White noise","level":2,"score":0.43032199144363403},{"id":"https://openalex.org/C18762648","wikidata":"https://www.wikidata.org/wiki/Q42213","display_name":"Work (physics)","level":2,"score":0.42361265420913696},{"id":"https://openalex.org/C98045186","wikidata":"https://www.wikidata.org/wiki/Q205663","display_name":"Process (computing)","level":2,"score":0.42337700724601746},{"id":"https://openalex.org/C23224414","wikidata":"https://www.wikidata.org/wiki/Q176769","display_name":"Hidden Markov model","level":2,"score":0.415374219417572},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4078195095062256},{"id":"https://openalex.org/C163836022","wikidata":"https://www.wikidata.org/wiki/Q6771326","display_name":"Markov model","level":3,"score":0.32478269934654236},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.1807997226715088},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.17291715741157532},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0},{"id":"https://openalex.org/C121955636","wikidata":"https://www.wikidata.org/wiki/Q4116214","display_name":"Accounting","level":1,"score":0.0},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.0},{"id":"https://openalex.org/C31972630","wikidata":"https://www.wikidata.org/wiki/Q844240","display_name":"Computer vision","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/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","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/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1093/imamci/dnu027","is_oa":false,"landing_page_url":"https://doi.org/10.1093/imamci/dnu027","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":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W2082284720","https://openalex.org/W2116722627","https://openalex.org/W2379938888","https://openalex.org/W2537260108","https://openalex.org/W4233405330","https://openalex.org/W2176285001","https://openalex.org/W1510894296","https://openalex.org/W2134386692","https://openalex.org/W2194396582","https://openalex.org/W2799426416"],"abstract_inverted_index":{"This":[0],"work":[1],"develops":[2],"models":[3],"and":[4],"numerical":[5,87,96],"methods":[6],"for":[7],"controlled":[8],"regime-switching":[9],"systems":[10],"that":[11],"stem":[12],"from":[13,18],"a":[14,26,31,51,66,86],"mean-variance":[15],"formulation.":[16],"Distinct":[17],"the":[19,22,47,56,61,91,102],"prior":[20],"treatments,":[21],"switching":[23,35],"process":[24,36],"is":[25,41,82,93,98],"hidden":[27],"Markov":[28],"chain.":[29],"Assuming":[30],"noisy":[32],"observation":[33],"of":[34,90],"corrupted":[37],"by":[38],"white":[39],"noise":[40],"available,":[42],"we":[43,59],"focus":[44],"on":[45],"minimizing":[46],"variance":[48],"subject":[49],"to":[50,65,77,84,100],"fixed":[52],"terminal":[53],"expectation.":[54],"Using":[55],"Wonham":[57],"filter,":[58],"convert":[60],"partially":[62],"observable":[63,68],"system":[64],"completely":[67],"one":[69],"first.":[70],"Because":[71],"closed-form":[72],"solutions":[73],"are":[74],"virtually":[75],"impossible":[76],"obtain,":[78],"our":[79],"main":[80],"effort":[81],"devoted":[83],"designing":[85],"algorithm.":[88],"Convergence":[89],"algorithm":[92],"obtained.":[94],"A":[95],"example":[97],"provided":[99],"demonstrate":[101],"results.":[103]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2018,"cited_by_count":3},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-03-02T08:37:19.008085","created_date":"2025-10-10T00:00:00"}
