{"id":"https://openalex.org/W2044647971","doi":"https://doi.org/10.1109/acc.2007.4283171","title":"Some Stochastic Control Problems in Mathematical Finance","display_name":"Some Stochastic Control Problems in Mathematical Finance","publication_year":2007,"publication_date":"2007-07-01","ids":{"openalex":"https://openalex.org/W2044647971","doi":"https://doi.org/10.1109/acc.2007.4283171","mag":"2044647971"},"language":"en","primary_location":{"id":"doi:10.1109/acc.2007.4283171","is_oa":false,"landing_page_url":"https://doi.org/10.1109/acc.2007.4283171","pdf_url":null,"source":{"id":"https://openalex.org/S4210168941","display_name":"Proceedings of the ... American Control Conference/Proceedings of the American Control Conference","issn_l":"0743-1619","issn":["0743-1619","2378-5861"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 American Control Conference","raw_type":"proceedings-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/A5060473555","display_name":"Ioannis Karatzas","orcid":null},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Ioannis Karatzas","raw_affiliation_strings":["Department of Mathematics, Columbia University, USA","DEPARTMENT OF MATHEMATICS, COLUMBIA UNIVERSITY"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Columbia University, USA","institution_ids":["https://openalex.org/I78577930"]},{"raw_affiliation_string":"DEPARTMENT OF MATHEMATICS, COLUMBIA UNIVERSITY","institution_ids":["https://openalex.org/I78577930"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5060473555"],"corresponding_institution_ids":["https://openalex.org/I78577930"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.12903226,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"2"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9534000158309937,"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":0.9534000158309937,"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":0.9128000140190125,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.5599709153175354},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5389803647994995},{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.46879515051841736},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.43154653906822205},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3649793565273285},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.28994253277778625},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.2824837565422058},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.22167646884918213},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.21135622262954712},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.20761841535568237},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.12383571267127991}],"concepts":[{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.5599709153175354},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5389803647994995},{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.46879515051841736},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.43154653906822205},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3649793565273285},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.28994253277778625},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.2824837565422058},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.22167646884918213},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.21135622262954712},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.20761841535568237},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12383571267127991}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/acc.2007.4283171","is_oa":false,"landing_page_url":"https://doi.org/10.1109/acc.2007.4283171","pdf_url":null,"source":{"id":"https://openalex.org/S4210168941","display_name":"Proceedings of the ... American Control Conference/Proceedings of the American Control Conference","issn_l":"0743-1619","issn":["0743-1619","2378-5861"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2007 American Control Conference","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/8","display_name":"Decent work and economic growth","score":0.6100000143051147}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2748952813","https://openalex.org/W2390279801","https://openalex.org/W2358668433","https://openalex.org/W4234445916","https://openalex.org/W4396701345","https://openalex.org/W2376932109","https://openalex.org/W2399635492","https://openalex.org/W3139848159","https://openalex.org/W2155942270"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
