{"id":"https://openalex.org/W2031237434","doi":"https://doi.org/10.1137/130928807","title":"A Multidimensional Stochastic Singular Control Problem Via Dynkin Game and Dirichlet Form","display_name":"A Multidimensional Stochastic Singular Control Problem Via Dynkin Game and Dirichlet Form","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W2031237434","doi":"https://doi.org/10.1137/130928807","mag":"2031237434"},"language":"en","primary_location":{"id":"doi:10.1137/130928807","is_oa":false,"landing_page_url":"https://doi.org/10.1137/130928807","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/A5103068237","display_name":"Yipeng Yang","orcid":"https://orcid.org/0000-0001-6217-1604"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Yipeng Yang","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5103068237"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.9173,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.80485119,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":96},"biblio":{"volume":"52","issue":"6","first_page":"3807","last_page":"3832"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9861000180244446,"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":0.9861000180244446,"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/T10545","display_name":"Optimization and Variational Analysis","score":0.9787999987602234,"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"}},{"id":"https://openalex.org/T10471","display_name":"Climate Change Policy and Economics","score":0.9648000001907349,"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/mathematics","display_name":"Mathematics","score":0.8690511584281921},{"id":"https://openalex.org/keywords/singular-control","display_name":"Singular control","score":0.831863522529602},{"id":"https://openalex.org/keywords/singular-solution","display_name":"Singular solution","score":0.6514386534690857},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.6185795068740845},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.603418231010437},{"id":"https://openalex.org/keywords/uniqueness","display_name":"Uniqueness","score":0.5945733189582825},{"id":"https://openalex.org/keywords/saddle-point","display_name":"Saddle point","score":0.586214542388916},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.566170334815979},{"id":"https://openalex.org/keywords/variational-inequality","display_name":"Variational inequality","score":0.5067635178565979},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4373658299446106},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.4372400641441345},{"id":"https://openalex.org/keywords/smoothness","display_name":"Smoothness","score":0.43669500946998596},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3984914720058441},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.29785871505737305}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8690511584281921},{"id":"https://openalex.org/C2777984672","wikidata":"https://www.wikidata.org/wiki/Q7524238","display_name":"Singular control","level":3,"score":0.831863522529602},{"id":"https://openalex.org/C135909967","wikidata":"https://www.wikidata.org/wiki/Q4338245","display_name":"Singular solution","level":2,"score":0.6514386534690857},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.6185795068740845},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.603418231010437},{"id":"https://openalex.org/C2777021972","wikidata":"https://www.wikidata.org/wiki/Q22976830","display_name":"Uniqueness","level":2,"score":0.5945733189582825},{"id":"https://openalex.org/C2681867","wikidata":"https://www.wikidata.org/wiki/Q690935","display_name":"Saddle point","level":2,"score":0.586214542388916},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.566170334815979},{"id":"https://openalex.org/C161999928","wikidata":"https://www.wikidata.org/wiki/Q4556320","display_name":"Variational inequality","level":2,"score":0.5067635178565979},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4373658299446106},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.4372400641441345},{"id":"https://openalex.org/C102634674","wikidata":"https://www.wikidata.org/wiki/Q868473","display_name":"Smoothness","level":2,"score":0.43669500946998596},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3984914720058441},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.29785871505737305},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","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},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1137/130928807","is_oa":false,"landing_page_url":"https://doi.org/10.1137/130928807","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"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.763.6333","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.763.6333","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://arxiv.org/pdf/1209.2639.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W266849765","https://openalex.org/W1520461790","https://openalex.org/W1558902221","https://openalex.org/W1580561995","https://openalex.org/W1701395847","https://openalex.org/W1964913344","https://openalex.org/W1966335473","https://openalex.org/W1970030120","https://openalex.org/W1976984865","https://openalex.org/W1980753586","https://openalex.org/W1982806220","https://openalex.org/W1987113628","https://openalex.org/W2004328604","https://openalex.org/W2024234507","https://openalex.org/W2025489049","https://openalex.org/W2031169820","https://openalex.org/W2067716360","https://openalex.org/W2073097666","https://openalex.org/W2079246218","https://openalex.org/W2080037670","https://openalex.org/W2132973642","https://openalex.org/W2490762217"],"related_works":["https://openalex.org/W2620127279","https://openalex.org/W3048549205","https://openalex.org/W2080585625","https://openalex.org/W4306892756","https://openalex.org/W4389568284","https://openalex.org/W2173570290","https://openalex.org/W4386272992","https://openalex.org/W2010559108","https://openalex.org/W2329888230","https://openalex.org/W2148859451"],"abstract_inverted_index":{"The":[0,60],"traditional":[1],"difficulty":[2],"with":[3],"stochastic":[4,104],"singular":[5,25,105,125],"control":[6,18,26,39,106,126],"is":[7,28,50],"characterizing":[8],"the":[9,12,16,32,37,53,57,65,85,88,96,99,103,116,133,141,144],"regularities":[10],"of":[11,41,56,64,87,91,98,102,118,135,143],"value":[13,34,89,100],"function":[14,35,90,101],"and":[15,36,62,138],"optimal":[17,33,38],"policy.":[19],"In":[20,108],"this":[21,42,68,92,109,123,139],"paper,":[22],"a":[23,45,83,119],"multidimensional":[24,124],"problem":[27,43,78],"considered.":[29],"We":[30],"found":[31],"policy":[40],"via":[44],"Dynkin":[46,69,93],"game,":[47],"whose":[48],"solution":[49,66,121],"given":[51],"by":[52],"saddle":[54],"point":[55],"cost":[58],"function.":[59],"existence":[61,117],"uniqueness":[63],"to":[67,114,122,147],"game":[70,94],"are":[71,112],"proved":[72],"through":[73],"an":[74],"associated":[75],"variational":[76],"inequality":[77],"involving":[79],"Dirichlet":[80],"form.":[81],"As":[82],"consequence,":[84],"properties":[86],"imply":[95],"smoothness":[97],"problem.":[107],"way,":[110],"we":[111],"able":[113],"show":[115],"classical":[120],"problem,":[127],"which":[128],"was":[129],"traditionally":[130],"solved":[131],"in":[132],"sense":[134],"viscosity":[136],"solutions,":[137],"enables":[140],"application":[142],"verification":[145],"theorem":[146],"prove":[148],"optimality.":[149]},"counts_by_year":[{"year":2023,"cited_by_count":2},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":1}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}
