{"id":"https://openalex.org/W4388775639","doi":"https://doi.org/10.1137/21m1467249","title":"Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities","display_name":"Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities","publication_year":2023,"publication_date":"2023-11-17","ids":{"openalex":"https://openalex.org/W4388775639","doi":"https://doi.org/10.1137/21m1467249"},"language":"en","primary_location":{"id":"doi:10.1137/21m1467249","is_oa":false,"landing_page_url":"https://doi.org/10.1137/21m1467249","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/A5050012155","display_name":"Guomin Liu","orcid":"https://orcid.org/0000-0002-1285-4471"},"institutions":[{"id":"https://openalex.org/I205237279","display_name":"Nankai University","ror":"https://ror.org/01y1kjr75","country_code":"CN","type":"education","lineage":["https://openalex.org/I205237279"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Guomin Liu","raw_affiliation_strings":["School of Mathematical Sciences, Nankai University, Tianjin, 300071, China"],"raw_orcid":"https://orcid.org/0000-0002-1285-4471","affiliations":[{"raw_affiliation_string":"School of Mathematical Sciences, Nankai University, Tianjin, 300071, China","institution_ids":["https://openalex.org/I205237279"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5012568499","display_name":"Shanjian Tang","orcid":"https://orcid.org/0000-0003-3884-042X"},"institutions":[{"id":"https://openalex.org/I24943067","display_name":"Fudan University","ror":"https://ror.org/013q1eq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I24943067"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shanjian Tang","raw_affiliation_strings":["School of Mathematical Sciences, Fudan University, Shanghai, 200433, China"],"raw_orcid":"https://orcid.org/0000-0003-3884-042X","affiliations":[{"raw_affiliation_string":"School of Mathematical Sciences, Fudan University, Shanghai, 200433, China","institution_ids":["https://openalex.org/I24943067"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5050012155"],"corresponding_institution_ids":["https://openalex.org/I205237279"],"apc_list":null,"apc_paid":null,"fwci":0.5708,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.70677462,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":95},"biblio":{"volume":"61","issue":"6","first_page":"3467","last_page":"3500"},"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/T11110","display_name":"Stability and Controllability of Differential Equations","score":0.9955999851226807,"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/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9884999990463257,"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/mathematics","display_name":"Mathematics","score":0.8701497316360474},{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.7204619646072388},{"id":"https://openalex.org/keywords/maximum-principle","display_name":"Maximum principle","score":0.6796820163726807},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.6208907961845398},{"id":"https://openalex.org/keywords/hilbert-space","display_name":"Hilbert space","score":0.6162728071212769},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.555916965007782},{"id":"https://openalex.org/keywords/operator","display_name":"Operator (biology)","score":0.5315819978713989},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.510300874710083},{"id":"https://openalex.org/keywords/generator","display_name":"Generator (circuit theory)","score":0.5025732517242432},{"id":"https://openalex.org/keywords/regular-polygon","display_name":"Regular polygon","score":0.5017285346984863},{"id":"https://openalex.org/keywords/adjoint-equation","display_name":"Adjoint equation","score":0.4915982186794281},{"id":"https://openalex.org/keywords/continuous-time-stochastic-process","display_name":"Continuous-time stochastic process","score":0.4688483476638794},{"id":"https://openalex.org/keywords/domain","display_name":"Domain (mathematical analysis)","score":0.4192185699939728},{"id":"https://openalex.org/keywords/stochastic-process","display_name":"Stochastic process","score":0.4120938777923584},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3757266104221344},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.36544498801231384},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.33887919783592224},{"id":"https://openalex.org/keywords/power","display_name":"Power (physics)","score":0.10840529203414917}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8701497316360474},{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.7204619646072388},{"id":"https://openalex.org/C31010330","wikidata":"https://www.wikidata.org/wiki/Q1914255","display_name":"Maximum principle","level":3,"score":0.6796820163726807},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.6208907961845398},{"id":"https://openalex.org/C62799726","wikidata":"https://www.wikidata.org/wiki/Q190056","display_name":"Hilbert space","level":2,"score":0.6162728071212769},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.555916965007782},{"id":"https://openalex.org/C17020691","wikidata":"https://www.wikidata.org/wiki/Q139677","display_name":"Operator (biology)","level":5,"score":0.5315819978713989},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.510300874710083},{"id":"https://openalex.org/C2780992000","wikidata":"https://www.wikidata.org/wiki/Q17016113","display_name":"Generator (circuit theory)","level":3,"score":0.5025732517242432},{"id":"https://openalex.org/C112680207","wikidata":"https://www.wikidata.org/wiki/Q714886","display_name":"Regular polygon","level":2,"score":0.5017285346984863},{"id":"https://openalex.org/C165551260","wikidata":"https://www.wikidata.org/wiki/Q4428962","display_name":"Adjoint equation","level":3,"score":0.4915982186794281},{"id":"https://openalex.org/C158535547","wikidata":"https://www.wikidata.org/wiki/Q5165437","display_name":"Continuous-time stochastic process","level":3,"score":0.4688483476638794},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.4192185699939728},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.4120938777923584},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3757266104221344},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.36544498801231384},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.33887919783592224},{"id":"https://openalex.org/C163258240","wikidata":"https://www.wikidata.org/wiki/Q25342","display_name":"Power (physics)","level":2,"score":0.10840529203414917},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","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},{"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/C158448853","wikidata":"https://www.wikidata.org/wiki/Q425218","display_name":"Repressor","level":4,"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/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"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/C86339819","wikidata":"https://www.wikidata.org/wiki/Q407384","display_name":"Transcription factor","level":3,"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:10.1137/21m1467249","is_oa":false,"landing_page_url":"https://doi.org/10.1137/21m1467249","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/G1724198840","display_name":null,"funder_award_id":"2018YFA0703900","funder_id":"https://openalex.org/F4320335777","funder_display_name":"National Key Research and Development Program of China"},{"id":"https://openalex.org/G2792377325","display_name":null,"funder_award_id":"12031009","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3206113007","display_name":null,"funder_award_id":"12201315","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G3968897633","display_name":null,"funder_award_id":"ZR2021YQ01","funder_id":"https://openalex.org/F4320324174","funder_display_name":"Natural Science Foundation of Shandong Province"},{"id":"https://openalex.org/G6211594911","display_name":null,"funder_award_id":"12071256","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"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},{"id":"https://openalex.org/F4320335777","display_name":"National Key Research and Development Program of China","ror":null}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W177016572","https://openalex.org/W1523024486","https://openalex.org/W1542004730","https://openalex.org/W1579866617","https://openalex.org/W1969052444","https://openalex.org/W1985059387","https://openalex.org/W1994823764","https://openalex.org/W1996229392","https://openalex.org/W2022125645","https://openalex.org/W2033603136","https://openalex.org/W2058901392","https://openalex.org/W2076687762","https://openalex.org/W2081720351","https://openalex.org/W2083902705","https://openalex.org/W2113491602","https://openalex.org/W2157883119","https://openalex.org/W2586194770","https://openalex.org/W2784560816","https://openalex.org/W3201938063","https://openalex.org/W4230383034","https://openalex.org/W4232499108","https://openalex.org/W4235679898","https://openalex.org/W4241008512","https://openalex.org/W4244809675"],"related_works":["https://openalex.org/W3043771845","https://openalex.org/W2081720351","https://openalex.org/W4297748142","https://openalex.org/W4296279024","https://openalex.org/W2111722796","https://openalex.org/W2964218050","https://openalex.org/W2951493195","https://openalex.org/W4287692840","https://openalex.org/W3047559132","https://openalex.org/W2050427040"],"abstract_inverted_index":{"We":[0],"consider":[1],"the":[2,22,39,43,51,54,59],"optimal":[3,40],"control":[4,44],"problem":[5],"of":[6,24,53,75],"stochastic":[7,27,81],"evolution":[8],"equations":[9],"in":[10],"a":[11,15,25,72,76],"Hilbert":[12],"space":[13],"under":[14],"recursive":[16],"utility,":[17],"which":[18],"is":[19,36,69],"described":[20],"as":[21,71],"solution":[23,74],"backward":[26,80],"differential":[28],"equation":[29],"(BSDE).":[30],"A":[31],"very":[32],"general":[33],"maximum":[34],"principle":[35],"given":[37],"for":[38],"control,":[41],"allowing":[42],"domain":[45],"to":[46,56],"not":[47],"be":[48],"convex":[49],"and":[50],"generator":[52],"BSDE":[55],"vary":[57],"with":[58],"second":[60],"unknown":[61],"variable":[62],".":[63],"The":[64],"associated":[65],"second-order":[66],"adjoint":[67],"process":[68],"characterized":[70],"unique":[73],"conditionally":[77],"expected":[78],"operator-valued":[79],"integral":[82],"equation.":[83]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}