{"id":"https://openalex.org/W2771174291","doi":"https://doi.org/10.1137/17m1152401","title":"Optimal Control of Diffusion Coefficients via Decoupling Fields","display_name":"Optimal Control of Diffusion Coefficients via Decoupling Fields","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W2771174291","doi":"https://doi.org/10.1137/17m1152401","mag":"2771174291"},"language":"en","primary_location":{"id":"doi:10.1137/17m1152401","is_oa":false,"landing_page_url":"https://doi.org/10.1137/17m1152401","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":true,"oa_status":"green","oa_url":"https://hal.science/hal-01615043/document","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5034791762","display_name":"Stefan Ankirchner","orcid":"https://orcid.org/0000-0001-8216-6335"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Stefan Ankirchner","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":null,"display_name":"Alexander Fromm","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Alexander Fromm","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5034791762"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.3118,"has_fulltext":true,"cited_by_count":1,"citation_normalized_percentile":{"value":0.6147444,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"56","issue":"4","first_page":"2959","last_page":"2976"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.7874000072479248,"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":0.7874000072479248,"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/T10046","display_name":"Stability and Control of Uncertain Systems","score":0.03720000013709068,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems 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/T11513","display_name":"stochastic dynamics and bifurcation","score":0.01360000018030405,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8473904132843018},{"id":"https://openalex.org/keywords/decoupling","display_name":"Decoupling (probability)","score":0.7984280586242676},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.7400136590003967},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.7023633718490601},{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.6582682132720947},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.6482723951339722},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.5665687322616577},{"id":"https://openalex.org/keywords/pontryagins-minimum-principle","display_name":"Pontryagin's minimum principle","score":0.5658140182495117},{"id":"https://openalex.org/keywords/adjoint-equation","display_name":"Adjoint equation","score":0.519839346408844},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.48141834139823914},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.44672736525535583},{"id":"https://openalex.org/keywords/separation-principle","display_name":"Separation principle","score":0.42336374521255493},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.40482863783836365},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.374427855014801},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.2755403518676758},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.24535015225410461},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.06830886006355286},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.06739228963851929},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.06267580389976501}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8473904132843018},{"id":"https://openalex.org/C205606062","wikidata":"https://www.wikidata.org/wiki/Q5249645","display_name":"Decoupling (probability)","level":2,"score":0.7984280586242676},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.7400136590003967},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.7023633718490601},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.6582682132720947},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.6482723951339722},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.5665687322616577},{"id":"https://openalex.org/C141803461","wikidata":"https://www.wikidata.org/wiki/Q3491629","display_name":"Pontryagin's minimum principle","level":3,"score":0.5658140182495117},{"id":"https://openalex.org/C165551260","wikidata":"https://www.wikidata.org/wiki/Q4428962","display_name":"Adjoint equation","level":3,"score":0.519839346408844},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.48141834139823914},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.44672736525535583},{"id":"https://openalex.org/C62431964","wikidata":"https://www.wikidata.org/wiki/Q2271572","display_name":"Separation principle","level":4,"score":0.42336374521255493},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.40482863783836365},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.374427855014801},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.2755403518676758},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.24535015225410461},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.06830886006355286},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.06739228963851929},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.06267580389976501},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C3031470","wikidata":"https://www.wikidata.org/wiki/Q818544","display_name":"State observer","level":3,"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/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C133731056","wikidata":"https://www.wikidata.org/wiki/Q4917288","display_name":"Control engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1137/17m1152401","is_oa":false,"landing_page_url":"https://doi.org/10.1137/17m1152401","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:HAL:hal-01615043v1","is_oa":true,"landing_page_url":"https://hal.science/hal-01615043","pdf_url":"https://hal.science/hal-01615043/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"2017","raw_type":"Preprints, Working Papers, ..."}],"best_oa_location":{"id":"pmh:oai:HAL:hal-01615043v1","is_oa":true,"landing_page_url":"https://hal.science/hal-01615043","pdf_url":"https://hal.science/hal-01615043/document","source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"2017","raw_type":"Preprints, Working Papers, ..."},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2771174291.pdf","grobid_xml":"https://content.openalex.org/works/W2771174291.grobid-xml"},"referenced_works_count":22,"referenced_works":["https://openalex.org/W1511896630","https://openalex.org/W1984720079","https://openalex.org/W1985050062","https://openalex.org/W1987538014","https://openalex.org/W1997481555","https://openalex.org/W2024922075","https://openalex.org/W2038868742","https://openalex.org/W2046553535","https://openalex.org/W2070249529","https://openalex.org/W2080849219","https://openalex.org/W2081458347","https://openalex.org/W2086139156","https://openalex.org/W2124148726","https://openalex.org/W2136011614","https://openalex.org/W2146024408","https://openalex.org/W2168474627","https://openalex.org/W2337780367","https://openalex.org/W2726239548","https://openalex.org/W2963105097","https://openalex.org/W2963868507","https://openalex.org/W2964221211","https://openalex.org/W3102177650"],"related_works":["https://openalex.org/W2075440915","https://openalex.org/W2081720351","https://openalex.org/W2102566496","https://openalex.org/W2951493195","https://openalex.org/W4296279024","https://openalex.org/W2037349991","https://openalex.org/W2104232780","https://openalex.org/W2943897807","https://openalex.org/W2141514193","https://openalex.org/W2135400743"],"abstract_inverted_index":{"We":[0,51],"consider":[1],"a":[2,65],"diffusion":[3,13],"control":[4,34],"problem":[5],"where":[6],"the":[7,11,20,26,38,53,61],"controller":[8],"totally":[9],"determines":[10],"state's":[12,21],"coefficient":[14],"but":[15],"has":[16],"no":[17],"influence":[18],"on":[19],"drift":[22],"rate.":[23],"By":[24],"using":[25],"Pontryagin":[27],"maximum":[28],"principle":[29],"we":[30],"characterize":[31],"an":[32],"optimal":[33],"in":[35],"terms":[36],"of":[37,55],"adjoint":[39,62],"forward-backward":[40],"stochastic":[41],"differential":[42],"equation":[43],"(FBSDE),":[44],"turning":[45],"out":[46],"to":[47],"be":[48],"fully":[49],"coupled.":[50],"use":[52],"method":[54],"decoupling":[56],"fields":[57],"for":[58],"proving":[59],"that":[60],"FBSDE":[63],"possesses":[64],"solution.":[66]},"counts_by_year":[{"year":2021,"cited_by_count":1}],"updated_date":"2026-04-16T08:26:57.006410","created_date":"2025-10-10T00:00:00"}
