{"id":"https://openalex.org/W4294771567","doi":"https://doi.org/10.1137/22m1470050","title":"Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization","display_name":"Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization","publication_year":2022,"publication_date":"2022-09-06","ids":{"openalex":"https://openalex.org/W4294771567","doi":"https://doi.org/10.1137/22m1470050"},"language":"en","primary_location":{"id":"doi:10.1137/22m1470050","is_oa":false,"landing_page_url":"https://doi.org/10.1137/22m1470050","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/A5048130724","display_name":"Banban Shi","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Banban Shi","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100341455","display_name":"Ya Wang","orcid":"https://orcid.org/0000-0001-6232-7234"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ya Wang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5029559533","display_name":"Fuke Wu","orcid":"https://orcid.org/0000-0001-6084-406X"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Fuke Wu","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.4387,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.82641391,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":"60","issue":"5","first_page":"2658","last_page":"2683"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"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":0.9994999766349792,"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/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9947999715805054,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.9886999726295471,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"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/ergodicity","display_name":"Ergodicity","score":0.9278576970100403},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8335864543914795},{"id":"https://openalex.org/keywords/mixing","display_name":"Mixing (physics)","score":0.5658390522003174},{"id":"https://openalex.org/keywords/property","display_name":"Property (philosophy)","score":0.4988102912902832},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.48041749000549316},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.47419172525405884},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.4686915874481201},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.44658592343330383},{"id":"https://openalex.org/keywords/exponential-function","display_name":"Exponential function","score":0.44350558519363403},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.3037800192832947},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.09857022762298584},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.057333290576934814}],"concepts":[{"id":"https://openalex.org/C201779956","wikidata":"https://www.wikidata.org/wiki/Q5426803","display_name":"Ergodicity","level":2,"score":0.9278576970100403},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8335864543914795},{"id":"https://openalex.org/C138777275","wikidata":"https://www.wikidata.org/wiki/Q6884054","display_name":"Mixing (physics)","level":2,"score":0.5658390522003174},{"id":"https://openalex.org/C189950617","wikidata":"https://www.wikidata.org/wiki/Q937228","display_name":"Property (philosophy)","level":2,"score":0.4988102912902832},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.48041749000549316},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.47419172525405884},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.4686915874481201},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.44658592343330383},{"id":"https://openalex.org/C151376022","wikidata":"https://www.wikidata.org/wiki/Q168698","display_name":"Exponential function","level":2,"score":0.44350558519363403},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3037800192832947},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.09857022762298584},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.057333290576934814},{"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/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"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/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"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/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/22m1470050","is_oa":false,"landing_page_url":"https://doi.org/10.1137/22m1470050","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":[{"id":"https://metadata.un.org/sdg/16","score":0.6700000166893005,"display_name":"Peace, Justice and strong institutions"}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":25,"referenced_works":["https://openalex.org/W1505057802","https://openalex.org/W1545370368","https://openalex.org/W1970613731","https://openalex.org/W1976081240","https://openalex.org/W1992546716","https://openalex.org/W2014615708","https://openalex.org/W2035392974","https://openalex.org/W2039776803","https://openalex.org/W2041085069","https://openalex.org/W2053185631","https://openalex.org/W2058100347","https://openalex.org/W2058231943","https://openalex.org/W2059217755","https://openalex.org/W2098856305","https://openalex.org/W2535231645","https://openalex.org/W2583499130","https://openalex.org/W2900812847","https://openalex.org/W2963288287","https://openalex.org/W2963667229","https://openalex.org/W2963782099","https://openalex.org/W3034741703","https://openalex.org/W3105711964","https://openalex.org/W3112461723","https://openalex.org/W3125029895","https://openalex.org/W3213359040"],"related_works":["https://openalex.org/W4302364934","https://openalex.org/W2950364836","https://openalex.org/W1602144966","https://openalex.org/W1995957712","https://openalex.org/W4288372686","https://openalex.org/W2938698494","https://openalex.org/W2058267108","https://openalex.org/W2483619650","https://openalex.org/W2077095325","https://openalex.org/W2069700608"],"abstract_inverted_index":{"It":[0,47],"is":[1,64,76],"well":[2],"known":[3],"that":[4,54],"ergodicity":[5,38,52,83],"and":[6,20,84],"the":[7,61,68,80,85],"strong":[8],"law":[9],"of":[10,26,60,70,82],"large":[11],"numbers":[12],"(SLLN)":[13],"play":[14],"important":[15],"roles":[16],"in":[17,39],"stochastic":[18,21,92],"control":[19],"approximations.":[22],"For":[23],"a":[24,40,88],"class":[25],"regime-switching":[27,62],"functional":[28],"diffusion":[29],"processes":[30],"with":[31],"infinite":[32],"delay,":[33],"this":[34],"paper":[35],"establishes":[36],"exponential":[37],"Wasserstein":[41],"distance":[42],"under":[43],"certain":[44],"\u201caveraging":[45],"conditions.\u201d":[46],"follows":[48],"from":[49],"such":[50],"an":[51,55,74],"property":[53,69],"SLLN":[56,86],"for":[57,91],"additive":[58],"functionals":[59],"diffusions":[63],"obtained":[65],"based":[66],"on":[67],"uniform":[71],"mixing.":[72],"Finally,":[73],"example":[75],"presented":[77],"to":[78,87],"illustrate":[79],"application":[81],"numerical":[89],"algorithm":[90],"optimization.":[93]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
