{"id":"https://openalex.org/W2070279398","doi":"https://doi.org/10.1109/tac.2014.2322212","title":"Optimal Control of Backward Doubly Stochastic Systems With Partial Information","display_name":"Optimal Control of Backward Doubly Stochastic Systems With Partial Information","publication_year":2014,"publication_date":"2014-05-06","ids":{"openalex":"https://openalex.org/W2070279398","doi":"https://doi.org/10.1109/tac.2014.2322212","mag":"2070279398"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2014.2322212","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2014.2322212","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic 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/A5076073738","display_name":"Qingfeng Zhu","orcid":"https://orcid.org/0000-0002-1262-9688"},"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"]},{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Qingfeng Zhu","raw_affiliation_strings":["School of Mathematic and Quantitative Economics, Shandong University, Jinan, China","School of Mathematic and Quantitative Economics, Shandong University of Finance and Economics, Jinan, China"],"affiliations":[{"raw_affiliation_string":"School of Mathematic and Quantitative Economics, Shandong University, Jinan, China","institution_ids":["https://openalex.org/I154099455"]},{"raw_affiliation_string":"School of Mathematic and Quantitative Economics, Shandong University of Finance and Economics, Jinan, China","institution_ids":["https://openalex.org/I59483232"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5023565250","display_name":"Yufeng Shi","orcid":null},"institutions":[{"id":"https://openalex.org/I59483232","display_name":"Shandong University of Finance and Economics","ror":"https://ror.org/02e2nnq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I59483232"]},{"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":"Yufeng Shi","raw_affiliation_strings":["Institute for Financial Studies and School of Mathematics, Shandong University, Jinan, China","Institute for Financial Studies Shandong University Jinan China"],"affiliations":[{"raw_affiliation_string":"Institute for Financial Studies and School of Mathematics, Shandong University, Jinan, China","institution_ids":["https://openalex.org/I59483232"]},{"raw_affiliation_string":"Institute for Financial Studies Shandong University Jinan China","institution_ids":["https://openalex.org/I154099455"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5076073738"],"corresponding_institution_ids":["https://openalex.org/I154099455","https://openalex.org/I59483232"],"apc_list":null,"apc_paid":null,"fwci":0.39661834,"has_fulltext":false,"cited_by_count":13,"citation_normalized_percentile":{"value":0.73972517,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"60","issue":"1","first_page":"173","last_page":"178"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9843999743461609,"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":0.9843999743461609,"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":0.9753000140190125,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.967199981212616,"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/mathematics","display_name":"Mathematics","score":0.649865984916687},{"id":"https://openalex.org/keywords/duality","display_name":"Duality (order theory)","score":0.6352772116661072},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.5879008173942566},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5706208348274231},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.47881942987442017},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.47489801049232483},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.463407039642334},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.4378448724746704},{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.43634548783302307},{"id":"https://openalex.org/keywords/discrete-mathematics","display_name":"Discrete mathematics","score":0.14495143294334412}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.649865984916687},{"id":"https://openalex.org/C2778023678","wikidata":"https://www.wikidata.org/wiki/Q554403","display_name":"Duality (order theory)","level":2,"score":0.6352772116661072},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.5879008173942566},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5706208348274231},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.47881942987442017},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.47489801049232483},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.463407039642334},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.4378448724746704},{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.43634548783302307},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.14495143294334412},{"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:10.1109/tac.2014.2322212","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2014.2322212","pdf_url":null,"source":{"id":"https://openalex.org/S184954342","display_name":"IEEE Transactions on Automatic Control","issn_l":"0018-9286","issn":["0018-9286","1558-2523","2334-3303"],"is_oa":false,"is_in_doaj":false,"is_core":true,"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":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Automatic Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1770562916","display_name":null,"funder_award_id":"11371226","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5720748426","display_name":null,"funder_award_id":"11231005","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6186409273","display_name":null,"funder_award_id":"11071145","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7751651104","display_name":null,"funder_award_id":"11301298","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8063778145","display_name":null,"funder_award_id":"B12023","funder_id":"https://openalex.org/F4320327912","funder_display_name":"Higher Education Discipline Innovation Project"},{"id":"https://openalex.org/G8892018774","display_name":null,"funder_award_id":"11201268","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320327912","display_name":"Higher Education Discipline Innovation Project","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W48168586","https://openalex.org/W200603722","https://openalex.org/W1979215910","https://openalex.org/W1991810607","https://openalex.org/W2009802270","https://openalex.org/W2036610666","https://openalex.org/W2040477284","https://openalex.org/W2063999201","https://openalex.org/W2075774793","https://openalex.org/W2076700910","https://openalex.org/W2080581734","https://openalex.org/W2083119001","https://openalex.org/W2083512030","https://openalex.org/W2087206884","https://openalex.org/W2087510059","https://openalex.org/W2089901970","https://openalex.org/W2093222610","https://openalex.org/W2113657696","https://openalex.org/W2126682207","https://openalex.org/W2135400743","https://openalex.org/W2157047632","https://openalex.org/W2331422035","https://openalex.org/W3104797477"],"related_works":["https://openalex.org/W2619014647","https://openalex.org/W2097411338","https://openalex.org/W4256064714","https://openalex.org/W2011031901","https://openalex.org/W2071842300","https://openalex.org/W2152907747","https://openalex.org/W2068168851","https://openalex.org/W2963859747","https://openalex.org/W2943897807","https://openalex.org/W3120484221"],"abstract_inverted_index":{"This":[0],"technical":[1],"note":[2],"is":[3],"concerned":[4],"with":[5],"a":[6,56,66],"class":[7],"of":[8,21,42,65],"partial":[9,43,57],"information":[10,44,58],"control":[11,63],"problems":[12],"for":[13,37,39],"backward":[14,67],"doubly":[15,68],"stochastic":[16,69],"systems.":[17],"By":[18],"the":[19],"method":[20],"convex":[22],"variation":[23],"and":[24,33],"duality":[25],"technique,":[26],"one":[27,34],"sufficient":[28],"condition":[29,36],"(a":[30],"verification":[31],"theorem)":[32],"necessary":[35],"optimality":[38],"this":[40],"type":[41],"controls":[45],"are":[46,52],"proved.":[47],"Then,":[48],"our":[49],"theoretical":[50],"results":[51],"applied":[53],"to":[54],"study":[55],"linear":[59],"quadratic":[60],"(LQ)":[61],"optimal":[62],"problem":[64],"system.":[70]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":2},{"year":2016,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
