{"id":"https://openalex.org/W2592816500","doi":"https://doi.org/10.1137/16m1056183","title":"The Stochastic Linear Quadratic Control Problem with Singular Estimates","display_name":"The Stochastic Linear Quadratic Control Problem with Singular Estimates","publication_year":2017,"publication_date":"2017-01-01","ids":{"openalex":"https://openalex.org/W2592816500","doi":"https://doi.org/10.1137/16m1056183","mag":"2592816500"},"language":"en","primary_location":{"id":"doi:10.1137/16m1056183","is_oa":false,"landing_page_url":"https://doi.org/10.1137/16m1056183","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/A5016299526","display_name":"Cavit Hafizoglu","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Cavit Hafizoglu","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5053756814","display_name":"Irena Lasiecka","orcid":"https://orcid.org/0000-0003-3342-2202"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Irena Lasiecka","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5049009010","display_name":"Tijana Levajkovi\u0107","orcid":"https://orcid.org/0000-0002-1491-9056"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Tijana Levajkovi\u0107","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5009359668","display_name":"Hermann Mena","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Hermann Mena","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5040763667","display_name":"Amjad Tuffaha","orcid":"https://orcid.org/0000-0001-8468-0688"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Amjad Tuffaha","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5016299526"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.0384,"has_fulltext":false,"cited_by_count":21,"citation_normalized_percentile":{"value":0.8737478,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"55","issue":"2","first_page":"595","last_page":"626"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9944999814033508,"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":0.9944999814033508,"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/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9706000089645386,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9528999924659729,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.845065712928772},{"id":"https://openalex.org/keywords/linear-quadratic-regulator","display_name":"Linear-quadratic regulator","score":0.6457290649414062},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.6361915469169617},{"id":"https://openalex.org/keywords/multiplicative-function","display_name":"Multiplicative function","score":0.5897232890129089},{"id":"https://openalex.org/keywords/operator","display_name":"Operator (biology)","score":0.5703537464141846},{"id":"https://openalex.org/keywords/riccati-equation","display_name":"Riccati equation","score":0.5562441945075989},{"id":"https://openalex.org/keywords/semigroup","display_name":"Semigroup","score":0.5538992881774902},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.553503155708313},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4973624050617218},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.48574548959732056},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.479525089263916},{"id":"https://openalex.org/keywords/multiplicative-noise","display_name":"Multiplicative noise","score":0.4562062919139862},{"id":"https://openalex.org/keywords/algebraic-riccati-equation","display_name":"Algebraic Riccati equation","score":0.454496294260025},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.4467933475971222},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.4459984004497528},{"id":"https://openalex.org/keywords/linear-quadratic-gaussian-control","display_name":"Linear-quadratic-Gaussian control","score":0.4207441806793213},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.35371506214141846},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.3370317816734314},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.28334665298461914},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.23671415448188782},{"id":"https://openalex.org/keywords/partial-differential-equation","display_name":"Partial differential equation","score":0.18381273746490479},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.073293536901474}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.845065712928772},{"id":"https://openalex.org/C98779006","wikidata":"https://www.wikidata.org/wiki/Q2520550","display_name":"Linear-quadratic regulator","level":3,"score":0.6457290649414062},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.6361915469169617},{"id":"https://openalex.org/C42747912","wikidata":"https://www.wikidata.org/wiki/Q1048447","display_name":"Multiplicative function","level":2,"score":0.5897232890129089},{"id":"https://openalex.org/C17020691","wikidata":"https://www.wikidata.org/wiki/Q139677","display_name":"Operator (biology)","level":5,"score":0.5703537464141846},{"id":"https://openalex.org/C45473103","wikidata":"https://www.wikidata.org/wiki/Q851503","display_name":"Riccati equation","level":3,"score":0.5562441945075989},{"id":"https://openalex.org/C207405024","wikidata":"https://www.wikidata.org/wiki/Q207348","display_name":"Semigroup","level":2,"score":0.5538992881774902},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.553503155708313},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4973624050617218},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.48574548959732056},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.479525089263916},{"id":"https://openalex.org/C18015164","wikidata":"https://www.wikidata.org/wiki/Q6935000","display_name":"Multiplicative noise","level":5,"score":0.4562062919139862},{"id":"https://openalex.org/C13847129","wikidata":"https://www.wikidata.org/wiki/Q4723989","display_name":"Algebraic Riccati equation","level":4,"score":0.454496294260025},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.4467933475971222},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.4459984004497528},{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.4207441806793213},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.35371506214141846},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.3370317816734314},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.28334665298461914},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.23671415448188782},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.18381273746490479},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.073293536901474},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C13412647","wikidata":"https://www.wikidata.org/wiki/Q174948","display_name":"Analog signal","level":3,"score":0.0},{"id":"https://openalex.org/C9390403","wikidata":"https://www.wikidata.org/wiki/Q3966","display_name":"Computer hardware","level":1,"score":0.0},{"id":"https://openalex.org/C84462506","wikidata":"https://www.wikidata.org/wiki/Q173142","display_name":"Digital signal processing","level":2,"score":0.0},{"id":"https://openalex.org/C158448853","wikidata":"https://www.wikidata.org/wiki/Q425218","display_name":"Repressor","level":4,"score":0.0},{"id":"https://openalex.org/C86339819","wikidata":"https://www.wikidata.org/wiki/Q407384","display_name":"Transcription factor","level":3,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","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},{"id":"https://openalex.org/C131021393","wikidata":"https://www.wikidata.org/wiki/Q7512759","display_name":"Signal transfer function","level":4,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"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/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/16m1056183","is_oa":false,"landing_page_url":"https://doi.org/10.1137/16m1056183","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":[{"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16","score":0.6499999761581421}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":26,"referenced_works":["https://openalex.org/W320153183","https://openalex.org/W1969052444","https://openalex.org/W1969176989","https://openalex.org/W1969183606","https://openalex.org/W1978411015","https://openalex.org/W1986677169","https://openalex.org/W1994981994","https://openalex.org/W1995018531","https://openalex.org/W2004451407","https://openalex.org/W2018456872","https://openalex.org/W2018982234","https://openalex.org/W2020801156","https://openalex.org/W2022953534","https://openalex.org/W2024833190","https://openalex.org/W2056488881","https://openalex.org/W2062629819","https://openalex.org/W2063996763","https://openalex.org/W2069483977","https://openalex.org/W2077640291","https://openalex.org/W2102316513","https://openalex.org/W2110299265","https://openalex.org/W2121156749","https://openalex.org/W2134065371","https://openalex.org/W2180776999","https://openalex.org/W2331552525","https://openalex.org/W2526518493"],"related_works":["https://openalex.org/W3777868","https://openalex.org/W1990910969","https://openalex.org/W2051766198","https://openalex.org/W2915806395","https://openalex.org/W234468389","https://openalex.org/W2007152535","https://openalex.org/W3041379944","https://openalex.org/W2067197839","https://openalex.org/W2364244763","https://openalex.org/W2726381554"],"abstract_inverted_index":{"We":[0,16,50],"study":[1],"an":[2,13,52],"infinite":[3],"dimensional":[4],"finite":[5,66],"horizon":[6,67],"stochastic":[7],"linear":[8],"quadratic":[9,107],"control":[10,33,47,94],"problem":[11,23],"in":[12,75,89,92,105],"abstract":[14],"setting.":[15],"assume":[17],"that":[18],"the":[19,22,32,38,43,46,61,65,72,87,93,106],"dynamics":[20],"of":[21,60,81],"are":[24,48],"generated":[25],"by":[26],"a":[27,98],"strongly":[28],"continuous":[29],"semigroup,":[30],"while":[31],"operator":[34],"is":[35,95,103],"unbounded":[36],"and":[37,45,97],"multiplicative":[39],"noise":[40],"operators":[41],"for":[42,64],"state":[44],"bounded.":[49],"prove":[51],"optimal":[53],"feedback":[54],"synthesis":[55],"along":[56],"with":[57],"well":[58],"posedness":[59],"Riccati":[62],"equation":[63],"case.":[68],"Our":[69],"results":[70],"extend":[71],"ones":[73],"proposed":[74],"[C.":[76],"Hafizoglu,":[77],"Ph.D.":[78],"Thesis,":[79],"University":[80],"Virginia,":[82],"Charlottesville,":[83],"VA,":[84],"2006.]":[85],"to":[86],"case":[88],"which":[90],"disturbance":[91],"considered":[96],"final":[99],"time":[100],"penalization":[101],"term":[102],"included":[104],"cost":[108],"functional.":[109]},"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}