{"id":"https://openalex.org/W4376115721","doi":"https://doi.org/10.1137/21m1452585","title":"The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps","display_name":"The Global Maximum Principle for Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps","publication_year":2023,"publication_date":"2023-05-10","ids":{"openalex":"https://openalex.org/W4376115721","doi":"https://doi.org/10.1137/21m1452585"},"language":"en","primary_location":{"id":"doi:10.1137/21m1452585","is_oa":false,"landing_page_url":"https://doi.org/10.1137/21m1452585","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/A5013137387","display_name":"Yueyang Zheng","orcid":null},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yueyang Zheng","raw_affiliation_strings":["School of Mathematics, Shandong University, Jinan 250100, People\u2019s Republic of China","School of Mathematics, Shandong University, Jinan 250100, People's Republic of China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, Shandong University, Jinan 250100, People\u2019s Republic of China","institution_ids":["https://openalex.org/I154099455"]},{"raw_affiliation_string":"School of Mathematics, Shandong University, Jinan 250100, People's Republic of China","institution_ids":["https://openalex.org/I154099455"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075869928","display_name":"Jingtao Shi","orcid":"https://orcid.org/0000-0003-2736-6443"},"institutions":[{"id":"https://openalex.org/I154099455","display_name":"Shandong University","ror":"https://ror.org/0207yh398","country_code":"CN","type":"education","lineage":["https://openalex.org/I154099455"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jingtao Shi","raw_affiliation_strings":["School of Mathematics, Shandong University, Jinan 250100, People\u2019s Republic of China","School of Mathematics, Shandong University, Jinan 250100, People's Republic of China"],"affiliations":[{"raw_affiliation_string":"School of Mathematics, Shandong University, Jinan 250100, People\u2019s Republic of China","institution_ids":["https://openalex.org/I154099455"]},{"raw_affiliation_string":"School of Mathematics, Shandong University, Jinan 250100, People's Republic of China","institution_ids":["https://openalex.org/I154099455"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5013137387"],"corresponding_institution_ids":["https://openalex.org/I154099455"],"apc_list":null,"apc_paid":null,"fwci":1.1851,"has_fulltext":false,"cited_by_count":4,"citation_normalized_percentile":{"value":0.78416141,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":99},"biblio":{"volume":"61","issue":"3","first_page":"1063","last_page":"1094"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9997000098228455,"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":0.9997000098228455,"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":0.9936000108718872,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9860000014305115,"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":0.8798283934593201},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.7480878233909607},{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.6195719838142395},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.56849604845047},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.5637274384498596},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5017905235290527},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.5001592636108398},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.46407440304756165},{"id":"https://openalex.org/keywords/stochastic-partial-differential-equation","display_name":"Stochastic partial differential equation","score":0.44211825728416443},{"id":"https://openalex.org/keywords/ordinary-differential-equation","display_name":"Ordinary differential equation","score":0.4192023277282715},{"id":"https://openalex.org/keywords/continuous-time-stochastic-process","display_name":"Continuous-time stochastic process","score":0.41149234771728516},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.35430172085762024},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.25342467427253723}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8798283934593201},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.7480878233909607},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.6195719838142395},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.56849604845047},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.5637274384498596},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5017905235290527},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.5001592636108398},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.46407440304756165},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.44211825728416443},{"id":"https://openalex.org/C51544822","wikidata":"https://www.wikidata.org/wiki/Q465274","display_name":"Ordinary differential equation","level":3,"score":0.4192023277282715},{"id":"https://openalex.org/C158535547","wikidata":"https://www.wikidata.org/wiki/Q5165437","display_name":"Continuous-time stochastic process","level":3,"score":0.41149234771728516},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.35430172085762024},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.25342467427253723},{"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:10.1137/21m1452585","is_oa":false,"landing_page_url":"https://doi.org/10.1137/21m1452585","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/G3665871218","display_name":null,"funder_award_id":"11971266","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3680598195","display_name":null,"funder_award_id":"11831010","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G5672718089","display_name":null,"funder_award_id":"ZR2019ZD42","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"},{"id":"https://openalex.org/G697125465","display_name":null,"funder_award_id":"ZR2020ZD24","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320324174","display_name":"Natural Science Foundation of Shandong Province","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":43,"referenced_works":["https://openalex.org/W32385090","https://openalex.org/W48168586","https://openalex.org/W644361365","https://openalex.org/W1499037879","https://openalex.org/W1970805552","https://openalex.org/W1971934384","https://openalex.org/W1978646054","https://openalex.org/W1979962681","https://openalex.org/W1980404349","https://openalex.org/W1985059387","https://openalex.org/W1985704494","https://openalex.org/W1994179457","https://openalex.org/W1994823764","https://openalex.org/W1999351264","https://openalex.org/W2010028278","https://openalex.org/W2033603136","https://openalex.org/W2037349991","https://openalex.org/W2044457579","https://openalex.org/W2060171102","https://openalex.org/W2060878939","https://openalex.org/W2069509892","https://openalex.org/W2075672983","https://openalex.org/W2078895915","https://openalex.org/W2096453117","https://openalex.org/W2131088567","https://openalex.org/W2135400743","https://openalex.org/W2156346167","https://openalex.org/W2157883119","https://openalex.org/W2182449369","https://openalex.org/W2319829506","https://openalex.org/W2482804901","https://openalex.org/W2586194770","https://openalex.org/W2771276029","https://openalex.org/W2803463809","https://openalex.org/W2804092337","https://openalex.org/W2963463430","https://openalex.org/W2987416705","https://openalex.org/W3006388183","https://openalex.org/W3045733734","https://openalex.org/W4212780424","https://openalex.org/W4229844634","https://openalex.org/W4255534777","https://openalex.org/W4313593633"],"related_works":["https://openalex.org/W1560814075","https://openalex.org/W1424949506","https://openalex.org/W2964218050","https://openalex.org/W109055908","https://openalex.org/W620239920","https://openalex.org/W3047559132","https://openalex.org/W4287692840","https://openalex.org/W2050427040","https://openalex.org/W2951493195","https://openalex.org/W2038734690"],"abstract_inverted_index":{".This":[0],"paper":[1],"is":[2,24,43,72,95,112],"concerned":[3],"with":[4,17,62,92],"a":[5,48,53,78,115],"partially":[6,67,79],"observed":[7,68,80],"progressive":[8,83],"optimal":[9,84,110,127],"control":[10,22,30,85,111],"problem":[11,86],"of":[12,87,108],"forward-backward":[13,88],"stochastic":[14,89,102,129],"differential":[15,90,123,130],"equations":[16,91],"random":[18,55,93],"jumps,":[19],"where":[20],"the":[21,29,35,40,63,98,109],"domain":[23],"not":[25,44],"necessarily":[26],"convex,":[27],"and":[28,101],"variable":[31],"enters":[32],"into":[33],"all":[34],"coefficients.":[36],"In":[37],"our":[38],"model,":[39],"observation":[41],"equation":[42],"only":[45],"driven":[46],"by":[47,97,119],"Brownian":[49],"motion":[50],"but":[51],"also":[52,58],"Poisson":[54],"measure,":[56],"which":[57],"has":[59],"correlated":[60],"noises":[61],"state":[64],"equation.":[65],"The":[66],"global":[69],"maximum":[70,99,125],"principle":[71,100],"proved.":[73],"To":[74],"show":[75],"its":[76],"applications,":[77],"linear":[81],"quadratic":[82],"jumps":[94],"investigated":[96],"filtering.":[103],"State":[104],"estimate":[105],"feedback":[106],"representation":[107],"given":[113],"in":[114],"more":[116],"explicit":[117],"form":[118],"introducing":[120],"some":[121],"ordinary":[122],"equations.Keywordsglobal":[124],"principleprogressive":[126],"controlforward-backward":[128],"equationpartial":[131],"observationrandom":[132],"jumpsstochastic":[133],"filtering":[134],"\\(L^\\beta\\)":[135],"-estimateMSC":[136],"codes93E2049K4549N1049N7060H10":[137]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
