{"id":"https://openalex.org/W2907108882","doi":"https://doi.org/10.1109/icarcv.2018.8581284","title":"Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case","display_name":"Connection between the Adjoint Variables and Value Function for Controlled Fully Coupled FBSDEs: The Local Case","publication_year":2018,"publication_date":"2018-11-01","ids":{"openalex":"https://openalex.org/W2907108882","doi":"https://doi.org/10.1109/icarcv.2018.8581284","mag":"2907108882"},"language":"en","primary_location":{"id":"doi:10.1109/icarcv.2018.8581284","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icarcv.2018.8581284","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 15th International Conference on Control, Automation, Robotics and Vision (ICARCV)","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/A5074620666","display_name":"Weijun Meng","orcid":null},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Weijun Meng","raw_affiliation_strings":["School of Mathematics, Shandong University, Jinan, P. R. China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, Shandong University, Jinan, P. R. China","institution_ids":["https://openalex.org/I154099455"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075869928","display_name":"Jingtao Shi","orcid":"https://orcid.org/0000-0003-2736-6443"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jingtao Shi","raw_affiliation_strings":["School of Mathematics, Shandong University, Jinan, P. R. China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, Shandong University, Jinan, P. R. China","institution_ids":["https://openalex.org/I154099455"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5074620666"],"corresponding_institution_ids":["https://openalex.org/I154099455"],"apc_list":null,"apc_paid":null,"fwci":0.8972,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.78939133,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"51","issue":null,"first_page":"1263","last_page":"1270"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994000196456909,"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":0.9994000196456909,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.982699990272522,"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"}},{"id":"https://openalex.org/T10471","display_name":"Climate Change Policy and Economics","score":0.9638000130653381,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.7612326741218567},{"id":"https://openalex.org/keywords/adjoint-equation","display_name":"Adjoint equation","score":0.7551876306533813},{"id":"https://openalex.org/keywords/connection","display_name":"Connection (principal bundle)","score":0.6894060373306274},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6457419395446777},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.6376367807388306},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.6295188665390015},{"id":"https://openalex.org/keywords/domain","display_name":"Domain (mathematical analysis)","score":0.5701020359992981},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5483442544937134},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.4948095679283142},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4945938289165497},{"id":"https://openalex.org/keywords/viscosity-solution","display_name":"Viscosity solution","score":0.4877846837043762},{"id":"https://openalex.org/keywords/convex-function","display_name":"Convex function","score":0.479534387588501},{"id":"https://openalex.org/keywords/variable","display_name":"Variable (mathematics)","score":0.4767276346683502},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.46409955620765686},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.41164201498031616},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.347329318523407},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.32714033126831055},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3097546696662903}],"concepts":[{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.7612326741218567},{"id":"https://openalex.org/C165551260","wikidata":"https://www.wikidata.org/wiki/Q4428962","display_name":"Adjoint equation","level":3,"score":0.7551876306533813},{"id":"https://openalex.org/C13355873","wikidata":"https://www.wikidata.org/wiki/Q2920850","display_name":"Connection (principal bundle)","level":2,"score":0.6894060373306274},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6457419395446777},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6376367807388306},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.6295188665390015},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.5701020359992981},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5483442544937134},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.4948095679283142},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4945938289165497},{"id":"https://openalex.org/C88731125","wikidata":"https://www.wikidata.org/wiki/Q7935676","display_name":"Viscosity solution","level":2,"score":0.4877846837043762},{"id":"https://openalex.org/C145446738","wikidata":"https://www.wikidata.org/wiki/Q319913","display_name":"Convex function","level":3,"score":0.479534387588501},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.4767276346683502},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.46409955620765686},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.41164201498031616},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.347329318523407},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.32714033126831055},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3097546696662903},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"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/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/icarcv.2018.8581284","is_oa":false,"landing_page_url":"https://doi.org/10.1109/icarcv.2018.8581284","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2018 15th International Conference on Control, Automation, Robotics and Vision (ICARCV)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320337380","display_name":"Division of Mathematical Sciences","ror":"https://ror.org/051fftw81"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W1481233145","https://openalex.org/W1525883337","https://openalex.org/W1985050062","https://openalex.org/W1985059387","https://openalex.org/W1991967907","https://openalex.org/W2022173345","https://openalex.org/W2033603136","https://openalex.org/W2071981797","https://openalex.org/W2106461302","https://openalex.org/W2157267966","https://openalex.org/W2355067171","https://openalex.org/W2512082579","https://openalex.org/W2586194770","https://openalex.org/W2766094959","https://openalex.org/W2897047251","https://openalex.org/W2963463430","https://openalex.org/W2963936361","https://openalex.org/W6668565201","https://openalex.org/W7057997945"],"related_works":["https://openalex.org/W2057364042","https://openalex.org/W4399444697","https://openalex.org/W4234607392","https://openalex.org/W4386272992","https://openalex.org/W2751856003","https://openalex.org/W4306892756","https://openalex.org/W3153900688","https://openalex.org/W575255019","https://openalex.org/W2358967034","https://openalex.org/W2962695587"],"abstract_inverted_index":{"This":[0],"paper":[1],"is":[2,30,52],"concerned":[3],"with":[4],"the":[5,8,13,27,33,39,45,49,55,91,130,133],"connection":[6],"between":[7],"local":[9],"maximum":[10,77],"principle":[11,16,78,98],"and":[12,32,48,70,111],"dynamic":[14],"programming":[15],"for":[17,79,99],"controlled":[18],"fully":[19,80,104],"coupled":[20,81,105],"forward-backward":[21,82,106],"stochastic":[22,76,83,107],"differential":[23],"equations":[24],"(FBSDEs)":[25],"when":[26],"control":[28,101],"domain":[29],"convex":[31],"diffusion":[34],"term":[35],"does":[36],"not":[37],"contain":[38],"variable":[40],"z.":[41],"The":[42,59],"relation":[43],"among":[44],"adjoint":[46,61,92],"variables":[47],"value":[50],"function":[51],"obtained":[53],"within":[54],"viscosity":[56],"solution":[57],"framework.":[58],"first-order":[60],"equation":[62],"of":[63,94,103,132],"[M.":[64],"S.":[65,67],"Hu,":[66],"L.":[68,72],"Ji":[69],"X.":[71],"Xue,":[73],"A":[74],"global":[75],"systems,":[84,108],"arXiv:":[85],"1803.02109]":[86],"can":[87],"be":[88],"derived":[89],"from":[90],"FBSDE":[93],"[Z.":[95],"Wu,":[96],"Maximum":[97],"optimal":[100],"problem":[102],"Systems":[109],"Science":[110],"Mathematical":[112],"Sciences,":[113],"vol.":[114],"11,":[115],"1998,":[116],"pp.":[117],"249-259],":[118],"by":[119],"our":[120],"main":[121],"theorem.":[122],"Additionally,":[123],"we":[124],"give":[125],"an":[126],"example":[127],"to":[128],"show":[129],"applications":[131],"theoretical":[134],"result.":[135]},"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
