{"id":"https://openalex.org/W2963936361","doi":"https://doi.org/10.1109/acc.2016.7526813","title":"Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case","display_name":"Connection between MP and DPP for stochastic recursive optimal control problems: Viscosity solution framework in local case","publication_year":2016,"publication_date":"2016-07-01","ids":{"openalex":"https://openalex.org/W2963936361","doi":"https://doi.org/10.1109/acc.2016.7526813","mag":"2963936361"},"language":"en","primary_location":{"id":"doi:10.1109/acc.2016.7526813","is_oa":false,"landing_page_url":"https://doi.org/10.1109/acc.2016.7526813","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 American Control Conference (ACC)","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/A5080251686","display_name":"Tianyang Nie","orcid":"https://orcid.org/0000-0001-9062-4762"},"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":"Tianyang Nie","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":"middle","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"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5064963854","display_name":"Zhen Wu","orcid":"https://orcid.org/0000-0003-0758-9463"},"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":"Zhen Wu","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":3,"corresponding_author_ids":["https://openalex.org/A5080251686"],"corresponding_institution_ids":["https://openalex.org/I154099455"],"apc_list":null,"apc_paid":null,"fwci":3.1543,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.92169568,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"11","issue":null,"first_page":"7225","last_page":"7230"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9983999729156494,"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/T12137","display_name":"Economic theories and models","score":0.993399977684021,"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/connection","display_name":"Connection (principal bundle)","score":0.8116270303726196},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.7042477130889893},{"id":"https://openalex.org/keywords/domain","display_name":"Domain (mathematical analysis)","score":0.6425897479057312},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5641284584999084},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.549333930015564},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5386415123939514},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.5383971333503723},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.5332033038139343},{"id":"https://openalex.org/keywords/convex-analysis","display_name":"Convex analysis","score":0.5246896147727966},{"id":"https://openalex.org/keywords/dynamic-programming","display_name":"Dynamic programming","score":0.4863910973072052},{"id":"https://openalex.org/keywords/convex-function","display_name":"Convex function","score":0.46553197503089905},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.4422864317893982},{"id":"https://openalex.org/keywords/convex-optimization","display_name":"Convex optimization","score":0.42216983437538147},{"id":"https://openalex.org/keywords/set","display_name":"Set (abstract data type)","score":0.4143831431865692},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3850763142108917},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.363651305437088},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.1817496120929718}],"concepts":[{"id":"https://openalex.org/C13355873","wikidata":"https://www.wikidata.org/wiki/Q2920850","display_name":"Connection (principal bundle)","level":2,"score":0.8116270303726196},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.7042477130889893},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.6425897479057312},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5641284584999084},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.549333930015564},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5386415123939514},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.5383971333503723},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.5332033038139343},{"id":"https://openalex.org/C12108790","wikidata":"https://www.wikidata.org/wiki/Q2234833","display_name":"Convex analysis","level":4,"score":0.5246896147727966},{"id":"https://openalex.org/C37404715","wikidata":"https://www.wikidata.org/wiki/Q380679","display_name":"Dynamic programming","level":2,"score":0.4863910973072052},{"id":"https://openalex.org/C145446738","wikidata":"https://www.wikidata.org/wiki/Q319913","display_name":"Convex function","level":3,"score":0.46553197503089905},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4422864317893982},{"id":"https://openalex.org/C157972887","wikidata":"https://www.wikidata.org/wiki/Q463359","display_name":"Convex optimization","level":3,"score":0.42216983437538147},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.4143831431865692},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3850763142108917},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.363651305437088},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.1817496120929718},{"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},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"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/acc.2016.7526813","is_oa":false,"landing_page_url":"https://doi.org/10.1109/acc.2016.7526813","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2016 American Control Conference (ACC)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/10","display_name":"Reduced inequalities","score":0.5799999833106995}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W84912490","https://openalex.org/W132866336","https://openalex.org/W170587835","https://openalex.org/W644361365","https://openalex.org/W1481233145","https://openalex.org/W1525883337","https://openalex.org/W1567262822","https://openalex.org/W1985059387","https://openalex.org/W1994823764","https://openalex.org/W1996900707","https://openalex.org/W2007734734","https://openalex.org/W2022173345","https://openalex.org/W2037349991","https://openalex.org/W2068168851","https://openalex.org/W2071981797","https://openalex.org/W2078895915","https://openalex.org/W2082734851","https://openalex.org/W2106461302","https://openalex.org/W2135400743","https://openalex.org/W2157883119","https://openalex.org/W2318557588","https://openalex.org/W3008685176","https://openalex.org/W4302609762","https://openalex.org/W4361794206","https://openalex.org/W6606941943"],"related_works":["https://openalex.org/W4255265352","https://openalex.org/W4239477580","https://openalex.org/W4285537323","https://openalex.org/W1932159282","https://openalex.org/W2090698372","https://openalex.org/W4383890581","https://openalex.org/W2965004901","https://openalex.org/W4306892756","https://openalex.org/W2003293420","https://openalex.org/W1632524629"],"abstract_inverted_index":{"This":[0],"paper":[1],"deals":[2],"with":[3],"a":[4],"nonsmooth":[5],"version":[6],"of":[7,34],"the":[8,11,19,25,32,38,44,48],"connection":[9],"between":[10],"maximum":[12],"principle":[13],"and":[14,36,47],"dynamic":[15],"programming":[16],"principle,":[17],"for":[18,54],"stochastic":[20],"recursive":[21],"control":[22,26,56],"problem":[23],"when":[24],"domain":[27,57],"is":[28,58],"convex.":[29],"By":[30],"employing":[31],"notions":[33],"sub-":[35],"super-jets,":[37],"set":[39],"inclusions":[40],"are":[41],"derived":[42],"among":[43],"value":[45],"function":[46],"adjoint":[49],"processes.":[50],"The":[51],"general":[52],"case":[53],"non-convex":[55],"open.":[59]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":4},{"year":2016,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}