{"id":"https://openalex.org/W2789946640","doi":"https://doi.org/10.1134/s0005117918020017","title":"Bilateral Estimation of the Bellman Function in the Problems of Optimal Stochastic Control of Discrete Systems by the Probabilistic Performance Criterion","display_name":"Bilateral Estimation of the Bellman Function in the Problems of Optimal Stochastic Control of Discrete Systems by the Probabilistic Performance Criterion","publication_year":2018,"publication_date":"2018-02-01","ids":{"openalex":"https://openalex.org/W2789946640","doi":"https://doi.org/10.1134/s0005117918020017","mag":"2789946640"},"language":"en","primary_location":{"id":"doi:10.1134/s0005117918020017","is_oa":false,"landing_page_url":"https://doi.org/10.1134/s0005117918020017","pdf_url":null,"source":{"id":"https://openalex.org/S134188425","display_name":"Automation and Remote Control","issn_l":"0005-1179","issn":["0005-1179","1608-3032"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320267","host_organization_name":"Pleiades Publishing","host_organization_lineage":["https://openalex.org/P4310320267","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Pleiades Publishing","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Automation and Remote 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/A5023928019","display_name":"V. M. Azanov","orcid":null},"institutions":[{"id":"https://openalex.org/I45571689","display_name":"Moscow Aviation Institute","ror":"https://ror.org/033zpbv42","country_code":"RU","type":"education","lineage":["https://openalex.org/I45571689"]}],"countries":["RU"],"is_corresponding":true,"raw_author_name":"V. M. Azanov","raw_affiliation_strings":["Moscow Aviation Institute (National State University), Moscow, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Moscow Aviation Institute (National State University), Moscow, Russia","institution_ids":["https://openalex.org/I45571689"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5001159340","display_name":"Yu. S. Kan","orcid":null},"institutions":[{"id":"https://openalex.org/I45571689","display_name":"Moscow Aviation Institute","ror":"https://ror.org/033zpbv42","country_code":"RU","type":"education","lineage":["https://openalex.org/I45571689"]}],"countries":["RU"],"is_corresponding":false,"raw_author_name":"Yu. S. Kan","raw_affiliation_strings":["Moscow Aviation Institute (National State University), Moscow, Russia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Moscow Aviation Institute (National State University), Moscow, Russia","institution_ids":["https://openalex.org/I45571689"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5023928019"],"corresponding_institution_ids":["https://openalex.org/I45571689"],"apc_list":null,"apc_paid":null,"fwci":1.5413,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.84210526,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"79","issue":"2","first_page":"203","last_page":"215"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9872999787330627,"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"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9872999787330627,"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/T13855","display_name":"Aerospace Engineering and Control Systems","score":0.9641000032424927,"subfield":{"id":"https://openalex.org/subfields/2202","display_name":"Aerospace Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9542999863624573,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/probabilistic-logic","display_name":"Probabilistic logic","score":0.7259038686752319},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.6485543847084045},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.6070914268493652},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.6062469482421875},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.5997191071510315},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5842565894126892},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.5621837973594666},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5231952667236328},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.4784422218799591},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.45982953906059265},{"id":"https://openalex.org/keywords/hamilton\u2013jacobi\u2013bellman-equation","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","score":0.4513482451438904},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.31484904885292053},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.13731753826141357},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.09100806713104248}],"concepts":[{"id":"https://openalex.org/C49937458","wikidata":"https://www.wikidata.org/wiki/Q2599292","display_name":"Probabilistic logic","level":2,"score":0.7259038686752319},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.6485543847084045},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.6070914268493652},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.6062469482421875},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.5997191071510315},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5842565894126892},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.5621837973594666},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5231952667236328},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.4784422218799591},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.45982953906059265},{"id":"https://openalex.org/C196978813","wikidata":"https://www.wikidata.org/wiki/Q3302775","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","level":3,"score":0.4513482451438904},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.31484904885292053},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.13731753826141357},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.09100806713104248},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1134/s0005117918020017","is_oa":false,"landing_page_url":"https://doi.org/10.1134/s0005117918020017","pdf_url":null,"source":{"id":"https://openalex.org/S134188425","display_name":"Automation and Remote Control","issn_l":"0005-1179","issn":["0005-1179","1608-3032"],"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/P4310320267","host_organization_name":"Pleiades Publishing","host_organization_lineage":["https://openalex.org/P4310320267","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Pleiades Publishing","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Automation and Remote Control","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W97306964","https://openalex.org/W203439728","https://openalex.org/W969036668","https://openalex.org/W1510793184","https://openalex.org/W1966505168","https://openalex.org/W1970287426","https://openalex.org/W2007935828","https://openalex.org/W2073442649","https://openalex.org/W2078124181","https://openalex.org/W2561108725","https://openalex.org/W2622730053","https://openalex.org/W2963543350","https://openalex.org/W3004544062","https://openalex.org/W4301355870"],"related_works":["https://openalex.org/W4306892756","https://openalex.org/W3153900688","https://openalex.org/W4301305831","https://openalex.org/W2358967034","https://openalex.org/W2787582544","https://openalex.org/W2951339426","https://openalex.org/W2094032802","https://openalex.org/W1978011944","https://openalex.org/W2963548356","https://openalex.org/W3120526207"],"abstract_inverted_index":{"Consideration":[0],"was":[1,38,59,72],"given":[2,54],"to":[3],"the":[4,12,20,31,35,46,75,79],"optimal":[5,43],"control":[6,44],"of":[7,19,26,34,42,45,56,63,67,78],"discrete":[8],"stochastic":[9],"systems":[10],"by":[11,61],"probabilistic":[13],"quality":[14],"criterion.":[15],"The":[16,40,65],"new":[17],"characteristics":[18],"Bellman":[21,36,80],"equation":[22],"for":[23],"this":[24],"class":[25,66],"problems":[27],"were":[28],"examined,":[29],"and":[30,52],"two-sided":[32,76],"estimate":[33,77],"function":[37],"determined.":[39],"problem":[41],"security":[47],"portfolio":[48],"with":[49],"one":[50],"riskless":[51],"a":[53],"number":[55],"risk":[57],"assets":[58],"considered":[60],"way":[62],"example.":[64],"strategies":[68],"featuring":[69],"asymptotic":[70],"optimality":[71],"established":[73],"using":[74],"function.":[81]},"counts_by_year":[{"year":2023,"cited_by_count":2},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":1}],"updated_date":"2026-06-16T07:32:37.131356","created_date":"2025-10-10T00:00:00"}