{"id":"https://openalex.org/W2784941273","doi":"https://doi.org/10.1137/18m1166717","title":"Ergodic Control of a Class of Jump Diffusions with Finite L\u00e9vy Measures and Rough Kernels","display_name":"Ergodic Control of a Class of Jump Diffusions with Finite L\u00e9vy Measures and Rough Kernels","publication_year":2019,"publication_date":"2019-01-01","ids":{"openalex":"https://openalex.org/W2784941273","doi":"https://doi.org/10.1137/18m1166717","mag":"2784941273"},"language":"en","primary_location":{"id":"doi:10.1137/18m1166717","is_oa":false,"landing_page_url":"https://doi.org/10.1137/18m1166717","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":["arxiv","crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1801.07669","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Ari Arapostathis","orcid":"https://orcid.org/0000-0003-2207-357X"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Ari Arapostathis","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":null,"display_name":"Luis Caffarelli","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Luis Caffarelli","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","author":{"id":null,"display_name":"Guodong Pang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Guodong Pang","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"last","author":{"id":null,"display_name":"Yi Zheng","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Yi Zheng","raw_affiliation_strings":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":4,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.7254,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.84671448,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"57","issue":"2","first_page":"1516","last_page":"1540"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.8134999871253967,"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":0.8134999871253967,"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/T11110","display_name":"Stability and Controllability of Differential Equations","score":0.03400000184774399,"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/T10545","display_name":"Optimization and Variational Analysis","score":0.016499999910593033,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/ergodic-theory","display_name":"Ergodic theory","score":0.8015000224113464},{"id":"https://openalex.org/keywords/ergodicity","display_name":"Ergodicity","score":0.765999972820282},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.5726000070571899},{"id":"https://openalex.org/keywords/jump","display_name":"Jump","score":0.5579000115394592},{"id":"https://openalex.org/keywords/invariant-measure","display_name":"Invariant measure","score":0.5217000246047974},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.5062999725341797},{"id":"https://openalex.org/keywords/measure","display_name":"Measure (data warehouse)","score":0.44999998807907104},{"id":"https://openalex.org/keywords/invariant","display_name":"Invariant (physics)","score":0.4361000061035156},{"id":"https://openalex.org/keywords/infinitesimal","display_name":"Infinitesimal","score":0.43160000443458557}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.9057000279426575},{"id":"https://openalex.org/C122044880","wikidata":"https://www.wikidata.org/wiki/Q5498822","display_name":"Ergodic theory","level":2,"score":0.8015000224113464},{"id":"https://openalex.org/C201779956","wikidata":"https://www.wikidata.org/wiki/Q5426803","display_name":"Ergodicity","level":2,"score":0.765999972820282},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.5726000070571899},{"id":"https://openalex.org/C2780695682","wikidata":"https://www.wikidata.org/wiki/Q4005959","display_name":"Jump","level":2,"score":0.5579000115394592},{"id":"https://openalex.org/C115667082","wikidata":"https://www.wikidata.org/wiki/Q4200518","display_name":"Invariant measure","level":3,"score":0.5217000246047974},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.5062999725341797},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4875999987125397},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.44999998807907104},{"id":"https://openalex.org/C190470478","wikidata":"https://www.wikidata.org/wiki/Q2370229","display_name":"Invariant (physics)","level":2,"score":0.4361000061035156},{"id":"https://openalex.org/C91229774","wikidata":"https://www.wikidata.org/wiki/Q193885","display_name":"Infinitesimal","level":2,"score":0.43160000443458557},{"id":"https://openalex.org/C2779664328","wikidata":"https://www.wikidata.org/wiki/Q6311158","display_name":"Jump diffusion","level":3,"score":0.41449999809265137},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.413100004196167},{"id":"https://openalex.org/C2776825372","wikidata":"https://www.wikidata.org/wiki/Q3922411","display_name":"Jump process","level":3,"score":0.39879998564720154},{"id":"https://openalex.org/C151424130","wikidata":"https://www.wikidata.org/wiki/Q17123911","display_name":"Stationary ergodic process","level":4,"score":0.38179999589920044},{"id":"https://openalex.org/C2778572836","wikidata":"https://www.wikidata.org/wiki/Q380933","display_name":"Space (punctuation)","level":2,"score":0.38119998574256897},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.37860000133514404},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.3495999872684479},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.3346000015735626},{"id":"https://openalex.org/C90377204","wikidata":"https://www.wikidata.org/wiki/Q1052594","display_name":"Uniform boundedness","level":3,"score":0.33090001344680786},{"id":"https://openalex.org/C21031990","wikidata":"https://www.wikidata.org/wiki/Q355020","display_name":"Probability measure","level":2,"score":0.3212999999523163},{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.3077999949455261},{"id":"https://openalex.org/C2780069185","wikidata":"https://www.wikidata.org/wiki/Q7977945","display_name":"Equivalence (formal languages)","level":2,"score":0.28700000047683716},{"id":"https://openalex.org/C2780841128","wikidata":"https://www.wikidata.org/wiki/Q5073781","display_name":"Characterization (materials science)","level":2,"score":0.2833999991416931},{"id":"https://openalex.org/C2777021972","wikidata":"https://www.wikidata.org/wiki/Q22976830","display_name":"Uniqueness","level":2,"score":0.26829999685287476},{"id":"https://openalex.org/C43994743","wikidata":"https://www.wikidata.org/wiki/Q516776","display_name":"Measurable function","level":3,"score":0.2667999863624573},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.26409998536109924}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1137/18m1166717","is_oa":false,"landing_page_url":"https://doi.org/10.1137/18m1166717","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:arXiv.org:1801.07669","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1801.07669","pdf_url":"https://arxiv.org/pdf/1801.07669","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1801.07669","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1801.07669","pdf_url":"https://arxiv.org/pdf/1801.07669","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1762302231","display_name":null,"funder_award_id":"DMS-1715210","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G3144205386","display_name":null,"funder_award_id":"DMS-1715875","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G7196501416","display_name":null,"funder_award_id":"CMMI-1538149","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G7273396424","display_name":null,"funder_award_id":"N00014-16-1-2956","funder_id":"https://openalex.org/F4320337345","funder_display_name":"Office of Naval Research"},{"id":"https://openalex.org/G8484169733","display_name":null,"funder_award_id":"W911NF-17-1-0019","funder_id":"https://openalex.org/F4320338281","funder_display_name":"Army Research Office"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320337345","display_name":"Office of Naval Research","ror":"https://ror.org/00rk2pe57"},{"id":"https://openalex.org/F4320338281","display_name":"Army Research Office","ror":"https://ror.org/05epdh915"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W1481789702","https://openalex.org/W1543448523","https://openalex.org/W1553915646","https://openalex.org/W1999897837","https://openalex.org/W2006459961","https://openalex.org/W2022490627","https://openalex.org/W2026407469","https://openalex.org/W2043496299","https://openalex.org/W2060945009","https://openalex.org/W2061075226","https://openalex.org/W2073854063","https://openalex.org/W2074526884","https://openalex.org/W2081766885","https://openalex.org/W2083276861","https://openalex.org/W2090308892","https://openalex.org/W2090501524","https://openalex.org/W2109194123","https://openalex.org/W2113823823","https://openalex.org/W2143692779","https://openalex.org/W2316053724","https://openalex.org/W2620669856","https://openalex.org/W2739878036","https://openalex.org/W2782487780","https://openalex.org/W2962916985","https://openalex.org/W3163087907"],"related_works":[],"abstract_inverted_index":{"We":[0,67,108],"study":[1,69],"the":[2,18,47,55,70,81,90,97,111,119],"ergodic":[3,85],"control":[4],"problem":[5,71,79],"for":[6,46],"a":[7,60,125],"class":[8],"of":[9,83,101,113,128],"jump":[10,120],"diffusions":[11],"in":[12,72],"$\\mathbb{R}^{d}$":[13],"which":[14,58],"are":[15],"controlled":[16,48],"through":[17],"drift":[19],"with":[20],"bounded":[21],"controls.":[22],"The":[23],"L\u00e9vy":[24],"measure":[25],"is":[26,41,52,65],"finite,":[27],"but":[28],"has":[29],"no":[30,42],"particular":[31],"structure;":[32],"it":[33],"can":[34],"be":[35],"anisotropic":[36],"and":[37,88,123],"singular.":[38],"Moreover,":[39],"there":[40],"blanket":[43],"ergodicity":[44],"assumption":[45],"process.":[49],"Unstable":[50],"behavior":[51],"\u201cdiscouraged\"":[53],"by":[54],"running":[56],"cost":[57],"satisfies":[59],"mild":[61],"coercive":[62],"hypothesis":[63],"(i.e.,":[64],"near-monotone).":[66],"first":[68],"its":[73],"weak":[74],"formulation":[75],"as":[76],"an":[77],"optimization":[78],"on":[80,96],"space":[82],"infinitesimal":[84],"occupation":[86],"measures":[87],"derive":[89],"Hamilton--Jacobi--Bellman":[91],"equation":[92],"under":[93],"minimal":[94],"assumptions":[95],"parameters,":[98],"including":[99],"verification":[100],"optimality":[102],"results,":[103],"using":[104],"only":[105],"analytical":[106],"arguments.":[107],"also":[109],"examine":[110],"regularity":[112],"invariant":[114],"measures.":[115],"Then,":[116],"we":[117],"address":[118],"diffusion":[121],"model":[122],"obtain":[124],"complete":[126],"characterization":[127],"optimality.":[129]},"counts_by_year":[{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1}],"updated_date":"2026-04-15T08:11:43.952461","created_date":"2018-02-02T00:00:00"}