{"id":"https://openalex.org/W2019877882","doi":"https://doi.org/10.1137/070685440","title":"On a Hamilton\u2013Jacobi\u2013Bellman Equation Related to a Stochastic Periodic Model","display_name":"On a Hamilton\u2013Jacobi\u2013Bellman Equation Related to a Stochastic Periodic Model","publication_year":2009,"publication_date":"2009-01-01","ids":{"openalex":"https://openalex.org/W2019877882","doi":"https://doi.org/10.1137/070685440","mag":"2019877882"},"language":"en","primary_location":{"id":"doi:10.1137/070685440","is_oa":false,"landing_page_url":"https://doi.org/10.1137/070685440","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","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/A5032495793","display_name":"Cheonghee Ahn","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Cheonghee Ahn","raw_affiliation_strings":["purehope@yonsei.ac.kr and choe@yonsei.ac.kr#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"purehope@yonsei.ac.kr and choe@yonsei.ac.kr#TAB#","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110564194","display_name":"Hi Jun Choe","orcid":null},"institutions":[{"id":"https://openalex.org/I530967","display_name":"Toronto Metropolitan University","ror":"https://ror.org/05g13zd79","country_code":"CA","type":"education","lineage":["https://openalex.org/I530967"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Hi Jun Choe","raw_affiliation_strings":["Department of Mathematics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics","institution_ids":["https://openalex.org/I530967"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5063639633","display_name":"Kijung Lee","orcid":"https://orcid.org/0000-0002-9801-1271"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Kijung Lee","raw_affiliation_strings":["kijung@ajou.ac.kr#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"kijung@ajou.ac.kr#TAB#","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.17524571,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"48","issue":"3","first_page":"1309","last_page":"1334"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9889000058174133,"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":0.9889000058174133,"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/T11152","display_name":"Stochastic processes and statistical mechanics","score":0.9678999781608582,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11829","display_name":"Mathematical Biology Tumor Growth","score":0.9670000076293945,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/hamilton\u2013jacobi-equation","display_name":"Hamilton\u2013Jacobi equation","score":0.8629269599914551},{"id":"https://openalex.org/keywords/hamilton\u2013jacobi\u2013bellman-equation","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","score":0.8387454748153687},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8282479047775269},{"id":"https://openalex.org/keywords/viscosity-solution","display_name":"Viscosity solution","score":0.8035148978233337},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.7159054279327393},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.546933114528656},{"id":"https://openalex.org/keywords/connection","display_name":"Connection (principal bundle)","score":0.5336533188819885},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.4276469349861145},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.4247593879699707},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.393688440322876},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.2983158826828003}],"concepts":[{"id":"https://openalex.org/C2778860007","wikidata":"https://www.wikidata.org/wiki/Q1060137","display_name":"Hamilton\u2013Jacobi equation","level":2,"score":0.8629269599914551},{"id":"https://openalex.org/C196978813","wikidata":"https://www.wikidata.org/wiki/Q3302775","display_name":"Hamilton\u2013Jacobi\u2013Bellman equation","level":3,"score":0.8387454748153687},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8282479047775269},{"id":"https://openalex.org/C88731125","wikidata":"https://www.wikidata.org/wiki/Q7935676","display_name":"Viscosity solution","level":2,"score":0.8035148978233337},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.7159054279327393},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.546933114528656},{"id":"https://openalex.org/C13355873","wikidata":"https://www.wikidata.org/wiki/Q2920850","display_name":"Connection (principal bundle)","level":2,"score":0.5336533188819885},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.4276469349861145},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.4247593879699707},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.393688440322876},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.2983158826828003},{"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:10.1137/070685440","is_oa":false,"landing_page_url":"https://doi.org/10.1137/070685440","pdf_url":null,"source":{"id":"https://openalex.org/S897311980","display_name":"SIAM Journal on Control and Optimization","issn_l":"0363-0129","issn":["0363-0129","1095-7138"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM Journal on Control and Optimization","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":2,"referenced_works":["https://openalex.org/W1513091520","https://openalex.org/W4300810540"],"related_works":["https://openalex.org/W4306892756","https://openalex.org/W2358967034","https://openalex.org/W3153900688","https://openalex.org/W2962695587","https://openalex.org/W2754120543","https://openalex.org/W4301305831","https://openalex.org/W2963548356","https://openalex.org/W2094032802","https://openalex.org/W575255019","https://openalex.org/W2951339426"],"abstract_inverted_index":{"We":[0,22],"study":[1],"a":[2,12,16],"Hamilton\u2013Jacobi\u2013Bellman":[3],"equation":[4],"which":[5],"we":[6],"can":[7],"derive":[8],"in":[9],"connection":[10],"with":[11],"stochastic":[13],"process":[14],"describing":[15],"perturbed":[17],"periodic":[18],"model":[19],"under":[20],"control.":[21],"show":[23],"that":[24],"the":[25,29,34],"cost":[26],"function":[27],"is":[28],"unique":[30],"viscosity":[31],"solution":[32],"of":[33],"equation.":[35]},"counts_by_year":[],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
