{"id":"https://openalex.org/W4402810352","doi":"https://doi.org/10.1137/23m1598428","title":"Controlled Martingale Problems and Their Markov Mimics","display_name":"Controlled Martingale Problems and Their Markov Mimics","publication_year":2024,"publication_date":"2024-09-16","ids":{"openalex":"https://openalex.org/W4402810352","doi":"https://doi.org/10.1137/23m1598428"},"language":"en","primary_location":{"id":"doi:10.1137/23m1598428","is_oa":false,"landing_page_url":"https://doi.org/10.1137/23m1598428","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/A5051334590","display_name":"Siva Athreya","orcid":"https://orcid.org/0000-0002-0501-1433"},"institutions":[{"id":"https://openalex.org/I4210090503","display_name":"International Centre for Theoretical Sciences","ror":"https://ror.org/0015qa126","country_code":"IN","type":"facility","lineage":["https://openalex.org/I11947397","https://openalex.org/I2799351866","https://openalex.org/I3149292468","https://openalex.org/I4210090503"]},{"id":"https://openalex.org/I6498739","display_name":"Indian Statistical Institute","ror":"https://ror.org/00q2w1j53","country_code":"IN","type":"education","lineage":["https://openalex.org/I6498739"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Siva Athreya","raw_affiliation_strings":["International Centre for Theoretical Sciences, Survey No. 151, Shivakote, Hesaraghatta Hobli, Bengaluru 560089, and Stat-Math Unit, Indian Statistical Institute, 8th Mile, RVCE P.O., Bengaluru 560059, India"],"raw_orcid":"https://orcid.org/0000-0002-0501-1433","affiliations":[{"raw_affiliation_string":"International Centre for Theoretical Sciences, Survey No. 151, Shivakote, Hesaraghatta Hobli, Bengaluru 560089, and Stat-Math Unit, Indian Statistical Institute, 8th Mile, RVCE P.O., Bengaluru 560059, India","institution_ids":["https://openalex.org/I4210090503","https://openalex.org/I6498739"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5018541798","display_name":"Vivek S. Borkar","orcid":"https://orcid.org/0000-0003-0756-5402"},"institutions":[{"id":"https://openalex.org/I162827531","display_name":"Indian Institute of Technology Bombay","ror":"https://ror.org/02qyf5152","country_code":"IN","type":"education","lineage":["https://openalex.org/I162827531"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Vivek S. Borkar","raw_affiliation_strings":["Department of Electrical Engineering, Indian Institute of Technology Bombay, Powai, Mumbai, 400076, India"],"raw_orcid":"https://orcid.org/0000-0003-0756-5402","affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, Indian Institute of Technology Bombay, Powai, Mumbai, 400076, India","institution_ids":["https://openalex.org/I162827531"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5025669435","display_name":"Nitya Gadhiwala","orcid":null},"institutions":[{"id":"https://openalex.org/I141945490","display_name":"University of British Columbia","ror":"https://ror.org/03rmrcq20","country_code":"CA","type":"education","lineage":["https://openalex.org/I141945490"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Nitya Gadhiwala","raw_affiliation_strings":["Department of Mathematics, Vancouver, BC, V6T 1Z2 Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Vancouver, BC, V6T 1Z2 Canada","institution_ids":["https://openalex.org/I141945490"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5051334590"],"corresponding_institution_ids":["https://openalex.org/I4210090503","https://openalex.org/I6498739"],"apc_list":null,"apc_paid":null,"fwci":0.519,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.69219622,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":95},"biblio":{"volume":"62","issue":"5","first_page":"2621","last_page":"2638"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9962999820709229,"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":0.9962999820709229,"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":0.9891999959945679,"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/T11110","display_name":"Stability and Controllability of Differential Equations","score":0.9850999712944031,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7832252979278564},{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.7153249979019165},{"id":"https://openalex.org/keywords/doobs-martingale-inequality","display_name":"Doob's martingale inequality","score":0.6617674827575684},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.613629162311554},{"id":"https://openalex.org/keywords/local-martingale","display_name":"Local martingale","score":0.5411964654922485},{"id":"https://openalex.org/keywords/martingale-difference-sequence","display_name":"Martingale difference sequence","score":0.5208921432495117},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.5083624720573425},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4694770276546478},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.4559914767742157},{"id":"https://openalex.org/keywords/calculus","display_name":"Calculus (dental)","score":0.4356299936771393},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4214394986629486},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.10631734132766724}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7832252979278564},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.7153249979019165},{"id":"https://openalex.org/C185637853","wikidata":"https://www.wikidata.org/wiki/Q1242402","display_name":"Doob's martingale inequality","level":4,"score":0.6617674827575684},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.613629162311554},{"id":"https://openalex.org/C58435881","wikidata":"https://www.wikidata.org/wiki/Q1868500","display_name":"Local martingale","level":3,"score":0.5411964654922485},{"id":"https://openalex.org/C30268764","wikidata":"https://www.wikidata.org/wiki/Q3707378","display_name":"Martingale difference sequence","level":3,"score":0.5208921432495117},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.5083624720573425},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4694770276546478},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.4559914767742157},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.4356299936771393},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4214394986629486},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.10631734132766724},{"id":"https://openalex.org/C199343813","wikidata":"https://www.wikidata.org/wiki/Q12128","display_name":"Dentistry","level":1,"score":0.0},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/23m1598428","is_oa":false,"landing_page_url":"https://doi.org/10.1137/23m1598428","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":[{"score":0.4000000059604645,"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W104454400","https://openalex.org/W580239446","https://openalex.org/W1481789702","https://openalex.org/W1485598997","https://openalex.org/W1542004730","https://openalex.org/W1980988589","https://openalex.org/W1988757097","https://openalex.org/W2037415612","https://openalex.org/W2041123366","https://openalex.org/W2045282631","https://openalex.org/W2059922898","https://openalex.org/W2068098627","https://openalex.org/W2086263802","https://openalex.org/W2963170010","https://openalex.org/W3100978663","https://openalex.org/W3157027468","https://openalex.org/W3159949702","https://openalex.org/W3193280114","https://openalex.org/W4213329537","https://openalex.org/W4232499108","https://openalex.org/W4256142467","https://openalex.org/W4301074654","https://openalex.org/W4360985316"],"related_works":["https://openalex.org/W2365017136","https://openalex.org/W1985977910","https://openalex.org/W4291272024","https://openalex.org/W3122856658","https://openalex.org/W2061726243","https://openalex.org/W1978561097","https://openalex.org/W2040425860","https://openalex.org/W2509733388","https://openalex.org/W4289784528","https://openalex.org/W1990566411"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1}],"updated_date":"2025-12-19T19:40:27.379048","created_date":"2025-10-10T00:00:00"}