{"id":"https://openalex.org/W2883357794","doi":"https://doi.org/10.1137/17m112395x","title":"A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type","display_name":"A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W2883357794","doi":"https://doi.org/10.1137/17m112395x","mag":"2883357794"},"language":"en","primary_location":{"id":"doi:10.1137/17m112395x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/17m112395x","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/A5051020416","display_name":"Xin Zhang","orcid":"https://orcid.org/0000-0001-6670-5351"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Xin Zhang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5029675138","display_name":"Zhongyang Sun","orcid":"https://orcid.org/0000-0003-4410-3346"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Zhongyang Sun","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5100719593","display_name":"Jie Xiong","orcid":"https://orcid.org/0000-0001-5900-1284"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jie Xiong","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":5.3433,"has_fulltext":false,"cited_by_count":61,"citation_normalized_percentile":{"value":0.9561715,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":100},"biblio":{"volume":"56","issue":"4","first_page":"2563","last_page":"2592"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9998999834060669,"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":0.9998999834060669,"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.993399977684021,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11829","display_name":"Mathematical Biology Tumor Growth","score":0.9872000217437744,"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/mathematics","display_name":"Mathematics","score":0.8889663219451904},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.7402189373970032},{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.7149770259857178},{"id":"https://openalex.org/keywords/jump-diffusion","display_name":"Jump diffusion","score":0.6964944005012512},{"id":"https://openalex.org/keywords/jump-process","display_name":"Jump process","score":0.6064481139183044},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.5748197436332703},{"id":"https://openalex.org/keywords/mean-field-theory","display_name":"Mean field theory","score":0.5377535820007324},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.49976396560668945},{"id":"https://openalex.org/keywords/diffusion-process","display_name":"Diffusion process","score":0.49563896656036377},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.489643394947052},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.4878730773925781},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.46160995960235596},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.4364226460456848},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.415446013212204},{"id":"https://openalex.org/keywords/field","display_name":"Field (mathematics)","score":0.41443705558776855},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.3531656265258789},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.27617478370666504},{"id":"https://openalex.org/keywords/pure-mathematics","display_name":"Pure mathematics","score":0.15953350067138672},{"id":"https://openalex.org/keywords/innovation-diffusion","display_name":"Innovation diffusion","score":0.06420940160751343}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8889663219451904},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.7402189373970032},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.7149770259857178},{"id":"https://openalex.org/C2779664328","wikidata":"https://www.wikidata.org/wiki/Q6311158","display_name":"Jump diffusion","level":3,"score":0.6964944005012512},{"id":"https://openalex.org/C2776825372","wikidata":"https://www.wikidata.org/wiki/Q3922411","display_name":"Jump process","level":3,"score":0.6064481139183044},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.5748197436332703},{"id":"https://openalex.org/C202213908","wikidata":"https://www.wikidata.org/wiki/Q626011","display_name":"Mean field theory","level":2,"score":0.5377535820007324},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.49976396560668945},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.49563896656036377},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.489643394947052},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.4878730773925781},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.46160995960235596},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.4364226460456848},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.415446013212204},{"id":"https://openalex.org/C9652623","wikidata":"https://www.wikidata.org/wiki/Q190109","display_name":"Field (mathematics)","level":2,"score":0.41443705558776855},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.3531656265258789},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.27617478370666504},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.15953350067138672},{"id":"https://openalex.org/C3017618536","wikidata":"https://www.wikidata.org/wiki/Q304994","display_name":"Innovation diffusion","level":2,"score":0.06420940160751343},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.0},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"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/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/17m112395x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/17m112395x","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":[{"id":"https://openalex.org/G5006969966","display_name":null,"funder_award_id":"11701087","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5715407889","display_name":"\u4fdd\u9669\u98ce\u9669\u63a7\u5236\u7406\u8bba\u4ee5\u53ca\u517b\u8001\u91d1\u95ee\u9898\u7684\u7814\u7a76","funder_award_id":"11571189","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G6687928131","display_name":null,"funder_award_id":"11771079","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7434353786","display_name":null,"funder_award_id":"2017M612787","funder_id":"https://openalex.org/F4320321543","funder_display_name":"China Postdoctoral Science Foundation"},{"id":"https://openalex.org/G7479920926","display_name":null,"funder_award_id":"FDCT 025/2016/A1","funder_id":"https://openalex.org/F4320323893","funder_display_name":"Fundo para o Desenvolvimento das Ci\u00eancias e da Tecnologia"},{"id":"https://openalex.org/G7618796470","display_name":null,"funder_award_id":"MYRG2017-00002-FST","funder_id":"https://openalex.org/F4320322841","funder_display_name":"Universidade de Macau"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320321543","display_name":"China Postdoctoral Science Foundation","ror":"https://ror.org/0426zh255"},{"id":"https://openalex.org/F4320322841","display_name":"Universidade de Macau","ror":"https://ror.org/01r4q9n85"},{"id":"https://openalex.org/F4320323893","display_name":"Fundo para o Desenvolvimento das Ci\u00eancias e da Tecnologia","ror":"https://ror.org/05vna4324"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W1965542647","https://openalex.org/W1968738375","https://openalex.org/W1969717343","https://openalex.org/W1978509017","https://openalex.org/W1987280177","https://openalex.org/W1988916339","https://openalex.org/W2009782783","https://openalex.org/W2019740115","https://openalex.org/W2022384100","https://openalex.org/W2033603136","https://openalex.org/W2037152246","https://openalex.org/W2038686546","https://openalex.org/W2047188539","https://openalex.org/W2060878939","https://openalex.org/W2070062192","https://openalex.org/W2087019456","https://openalex.org/W2586928944","https://openalex.org/W2952444919","https://openalex.org/W3106272087"],"related_works":["https://openalex.org/W362430865","https://openalex.org/W3190506321","https://openalex.org/W2648988829","https://openalex.org/W2288042208","https://openalex.org/W2363732104","https://openalex.org/W1804201128","https://openalex.org/W4243435053","https://openalex.org/W3216016133","https://openalex.org/W2259630625","https://openalex.org/W2890877862"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3,80],"develop":[4],"a":[5,12,54,57,74,87],"global":[6],"form":[7,26],"stochastic":[8,62,90],"maximum":[9,29],"principle":[10,30],"for":[11],"Markov":[13],"regime":[14],"switching":[15],"mean-field":[16,60,94],"model":[17],"driven":[18],"by":[19],"Brownian":[20],"motions":[21],"and":[22],"Poisson":[23],"jumps.":[24],"The":[25],"of":[27,93],"the":[28,38,42,46,67,82],"turns":[31],"out":[32],"to":[33,56,85],"be":[34],"quite":[35],"different":[36],"from":[37],"classical":[39,75],"one":[40],"in":[41],"sense":[43],"that":[44],"here":[45],"first":[47],"order":[48,69],"adjoint":[49,70],"process":[50],"is":[51,72],"defined":[52],"as":[53],"solution":[55],"certain":[58],"jump-diffusion":[59],"backward":[61],"differential":[63],"equation":[64,71],"(BSDE),":[65],"but":[66],"second":[68],"still":[73],"BSDE.":[76],"As":[77],"an":[78],"application,":[79],"apply":[81],"main":[83],"results":[84],"study":[86],"linear":[88],"quadratic":[89],"control":[91],"problem":[92],"type.":[95]},"counts_by_year":[{"year":2026,"cited_by_count":7},{"year":2025,"cited_by_count":15},{"year":2024,"cited_by_count":7},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":7},{"year":2021,"cited_by_count":8},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
