{"id":"https://openalex.org/W4412567388","doi":"https://doi.org/10.1109/tac.2025.3590802","title":"FBSDEs Under Nonlinear Domination-Monotonicity Conditions and Optimal Controls of Linear SDEs","display_name":"FBSDEs Under Nonlinear Domination-Monotonicity Conditions and Optimal Controls of Linear SDEs","publication_year":2025,"publication_date":"2025-07-22","ids":{"openalex":"https://openalex.org/W4412567388","doi":"https://doi.org/10.1109/tac.2025.3590802"},"language":"en","primary_location":{"id":"doi:10.1109/tac.2025.3590802","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2025.3590802","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":null,"display_name":"Zhipeng Liu","orcid":"https://orcid.org/0009-0008-2498-9446"},"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":"Zhipeng Liu","raw_affiliation_strings":["School of Mathematics, Shandong University, Jinan, China"],"raw_orcid":"https://orcid.org/0009-0008-2498-9446","affiliations":[{"raw_affiliation_string":"School of Mathematics, Shandong University, Jinan, China","institution_ids":["https://openalex.org/I154099455"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Yue Niu","orcid":"https://orcid.org/0009-0006-4898-4135"},"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/I4210106409","display_name":"China Institute of Finance and Capital Markets","ror":"https://ror.org/01mp98161","country_code":"CN","type":"facility","lineage":["https://openalex.org/I4210106409"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yue Niu","raw_affiliation_strings":["Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, China"],"raw_orcid":"https://orcid.org/0009-0006-4898-4135","affiliations":[{"raw_affiliation_string":"Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, China","institution_ids":["https://openalex.org/I4210106409","https://openalex.org/I154099455"]}]},{"author_position":"middle","author":{"id":null,"display_name":"Falei Wang","orcid":"https://orcid.org/0000-0001-7328-9085"},"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/I4210106409","display_name":"China Institute of Finance and Capital Markets","ror":"https://ror.org/01mp98161","country_code":"CN","type":"facility","lineage":["https://openalex.org/I4210106409"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Falei Wang","raw_affiliation_strings":["Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, China"],"raw_orcid":"https://orcid.org/0000-0001-7328-9085","affiliations":[{"raw_affiliation_string":"Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan, China","institution_ids":["https://openalex.org/I4210106409","https://openalex.org/I154099455"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5091067102","display_name":"Zhiyong Yu","orcid":"https://orcid.org/0000-0003-2343-7355"},"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":"Zhiyong Yu","raw_affiliation_strings":["School of Mathematics, Shandong University, Jinan, China"],"raw_orcid":"https://orcid.org/0000-0003-2343-7355","affiliations":[{"raw_affiliation_string":"School of Mathematics, Shandong University, Jinan, China","institution_ids":["https://openalex.org/I154099455"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I154099455"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.28103084,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"71","issue":"1","first_page":"307","last_page":"322"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11742","display_name":"Economic Theory and Policy","score":0.6090999841690063,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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/T11742","display_name":"Economic Theory and Policy","score":0.6090999841690063,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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/T12137","display_name":"Economic theories and models","score":0.5960999727249146,"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"}},{"id":"https://openalex.org/T10545","display_name":"Optimization and Variational Analysis","score":0.5691999793052673,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/monotonic-function","display_name":"Monotonic function","score":0.7466439008712769},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.6040896773338318},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.4752212166786194},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.45544978976249695},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.43817657232284546},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.42597293853759766},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3278723359107971},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2525084316730499},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.18198782205581665},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.08938133716583252},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.07630789279937744}],"concepts":[{"id":"https://openalex.org/C72169020","wikidata":"https://www.wikidata.org/wiki/Q194404","display_name":"Monotonic function","level":2,"score":0.7466439008712769},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.6040896773338318},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.4752212166786194},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.45544978976249695},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.43817657232284546},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.42597293853759766},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3278723359107971},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2525084316730499},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.18198782205581665},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.08938133716583252},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.07630789279937744},{"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:10.1109/tac.2025.3590802","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tac.2025.3590802","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":[{"display_name":"Reduced inequalities","score":0.41999998688697815,"id":"https://metadata.un.org/sdg/10"}],"awards":[{"id":"https://openalex.org/G2792377325","display_name":null,"funder_award_id":"12031009","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4885236902","display_name":null,"funder_award_id":"12271304","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6096246263","display_name":null,"funder_award_id":"12171280","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"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":42,"referenced_works":["https://openalex.org/W1545761024","https://openalex.org/W1985050062","https://openalex.org/W1985059387","https://openalex.org/W1989886421","https://openalex.org/W1994712972","https://openalex.org/W1997481555","https://openalex.org/W2028717903","https://openalex.org/W2031072241","https://openalex.org/W2032976476","https://openalex.org/W2033603136","https://openalex.org/W2037349991","https://openalex.org/W2046553535","https://openalex.org/W2052960821","https://openalex.org/W2066197757","https://openalex.org/W2070999644","https://openalex.org/W2075672983","https://openalex.org/W2078895915","https://openalex.org/W2081458347","https://openalex.org/W2090857110","https://openalex.org/W2091265977","https://openalex.org/W2124148726","https://openalex.org/W2126394835","https://openalex.org/W2490794238","https://openalex.org/W2789626140","https://openalex.org/W2943451194","https://openalex.org/W2963197062","https://openalex.org/W2963769350","https://openalex.org/W2963952936","https://openalex.org/W2964169776","https://openalex.org/W3009228455","https://openalex.org/W3043771845","https://openalex.org/W3146195181","https://openalex.org/W3182421062","https://openalex.org/W3196800410","https://openalex.org/W4206973828","https://openalex.org/W4210609799","https://openalex.org/W4210695383","https://openalex.org/W4212780424","https://openalex.org/W4236109675","https://openalex.org/W4310300362","https://openalex.org/W4387703761","https://openalex.org/W4391741086"],"related_works":["https://openalex.org/W2077314575","https://openalex.org/W4315701745","https://openalex.org/W1990290471","https://openalex.org/W4380682190","https://openalex.org/W2005710836","https://openalex.org/W2102386043","https://openalex.org/W2945307361","https://openalex.org/W1987764909","https://openalex.org/W2116636209","https://openalex.org/W2053698688"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"by":[3],"introducing":[4],"nonlinear":[5,31],"adjoint":[6],"functions,":[7],"the":[8,13,24,29,34,65,74,79],"domination-monotonicity":[9],"conditions":[10],"that":[11],"ensure":[12],"well-posedness":[14,36],"of":[15,37,78],"forward-backward":[16],"stochastic":[17,49,57],"differential":[18],"equations":[19],"(FBSDEs)":[20],"are":[21,91],"generalized":[22],"from":[23],"existing":[25],"linear":[26],"case":[27],"to":[28],"new":[30],"case.":[32],"Applying":[33],"obtained":[35],"FBSDEs":[38],"and":[39,53,71,76],"combining":[40],"some":[41],"other":[42],"delicate":[43],"techniques,":[44],"we":[45],"solve":[46],"a":[47,54],"linear-convex":[48],"optimal":[50,58,80],"control":[51,59,81],"problem":[52,60],"linear-quadratic":[55],"(LQ)":[56],"with":[61],"input":[62],"constraints":[63],"where":[64],"constrained":[66],"set":[67],"can":[68],"be":[69],"time-dependent":[70],"random.":[72],"Specifically,":[73],"existence":[75],"uniqueness":[77],"for":[82],"both":[83],"problems,":[84],"as":[85,87],"well":[86],"their":[88],"closed-form":[89],"representations,":[90],"established.":[92]},"counts_by_year":[],"updated_date":"2025-12-31T23:11:33.660297","created_date":"2025-10-10T00:00:00"}