{"id":"https://openalex.org/W4410176419","doi":"https://doi.org/10.1137/23m1621058","title":"On Stochastic Control Problems with Higher-Order Moments","display_name":"On Stochastic Control Problems with Higher-Order Moments","publication_year":2025,"publication_date":"2025-05-07","ids":{"openalex":"https://openalex.org/W4410176419","doi":"https://doi.org/10.1137/23m1621058"},"language":"en","primary_location":{"id":"doi:10.1137/23m1621058","is_oa":false,"landing_page_url":"https://doi.org/10.1137/23m1621058","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/A5101678588","display_name":"Yike Wang","orcid":"https://orcid.org/0000-0001-9196-5868"},"institutions":[{"id":"https://openalex.org/I145581781","display_name":"Chongqing Technology and Business University","ror":"https://ror.org/05hqf1284","country_code":"CN","type":"education","lineage":["https://openalex.org/I145581781"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yike Wang","raw_affiliation_strings":["School of Finance, Chongqing Technology and Business University, Chongqing, China"],"raw_orcid":"https://orcid.org/0000-0001-9196-5868","affiliations":[{"raw_affiliation_string":"School of Finance, Chongqing Technology and Business University, Chongqing, China","institution_ids":["https://openalex.org/I145581781"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102321284","display_name":"Jingzhen Liu","orcid":"https://orcid.org/0000-0002-2679-748X"},"institutions":[{"id":"https://openalex.org/I137867983","display_name":"Central University of Finance and Economics","ror":"https://ror.org/008e3hf02","country_code":"CN","type":"education","lineage":["https://openalex.org/I137867983"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jingzhen Liu","raw_affiliation_strings":["China Institute for Actuarial Science, Central University of Finance and Economics, Beijing, China"],"raw_orcid":"https://orcid.org/0000-0002-2679-748X","affiliations":[{"raw_affiliation_string":"China Institute for Actuarial Science, Central University of Finance and Economics, Beijing, China","institution_ids":["https://openalex.org/I137867983"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5027426452","display_name":"Alain Bensoussan","orcid":"https://orcid.org/0000-0003-2465-1249"},"institutions":[{"id":"https://openalex.org/I87573096","display_name":"University of North Texas at Dallas","ror":"https://ror.org/01n51v443","country_code":"US","type":"education","lineage":["https://openalex.org/I87573096"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Alain Bensoussan","raw_affiliation_strings":["Naveen Jindal School of Management, University of Texas at Dallas, Dallas, TX 75080 USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Naveen Jindal School of Management, University of Texas at Dallas, Dallas, TX 75080 USA","institution_ids":["https://openalex.org/I87573096"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5080468416","display_name":"Ka Fai Cedric Yiu","orcid":"https://orcid.org/0000-0002-7523-4069"},"institutions":[{"id":"https://openalex.org/I14243506","display_name":"Hong Kong Polytechnic University","ror":"https://ror.org/0030zas98","country_code":"HK","type":"education","lineage":["https://openalex.org/I14243506"]}],"countries":["HK"],"is_corresponding":false,"raw_author_name":"Ka-Fai Cedric Yiu","raw_affiliation_strings":["Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, China"],"raw_orcid":"https://orcid.org/0000-0002-7523-4069","affiliations":[{"raw_affiliation_string":"Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, China","institution_ids":["https://openalex.org/I14243506"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5030194216","display_name":"Jiaqin Wei","orcid":"https://orcid.org/0000-0002-2534-6046"},"institutions":[{"id":"https://openalex.org/I66867065","display_name":"East China Normal University","ror":"https://ror.org/02n96ep67","country_code":"CN","type":"education","lineage":["https://openalex.org/I66867065"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiaqin Wei","raw_affiliation_strings":["Key Laboratory of Advanced Theory and Application in Statistics and Data Science\u2013MOE, School of Statistics, East China Normal University, Shanghai, China"],"raw_orcid":"https://orcid.org/0000-0002-2534-6046","affiliations":[{"raw_affiliation_string":"Key Laboratory of Advanced Theory and Application in Statistics and Data Science\u2013MOE, School of Statistics, East China Normal University, Shanghai, China","institution_ids":["https://openalex.org/I66867065"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":5,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.15531746,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"63","issue":"3","first_page":"1560","last_page":"1589"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9951000213623047,"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"}},"topics":[{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9951000213623047,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9939000010490417,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.9836999773979187,"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":0.8329492807388306},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.606482744216919},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5471651554107666},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.5347228646278381},{"id":"https://openalex.org/keywords/moment","display_name":"Moment (physics)","score":0.44694775342941284},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.43486201763153076},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3647525906562805},{"id":"https://openalex.org/keywords/calculus","display_name":"Calculus (dental)","score":0.35023319721221924},{"id":"https://openalex.org/keywords/control-theory","display_name":"Control theory (sociology)","score":0.3274156153202057},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.10534149408340454}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8329492807388306},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.606482744216919},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5471651554107666},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.5347228646278381},{"id":"https://openalex.org/C179254644","wikidata":"https://www.wikidata.org/wiki/Q13222844","display_name":"Moment (physics)","level":2,"score":0.44694775342941284},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.43486201763153076},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3647525906562805},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.35023319721221924},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.3274156153202057},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.10534149408340454},{"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/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0},{"id":"https://openalex.org/C74650414","wikidata":"https://www.wikidata.org/wiki/Q11397","display_name":"Classical mechanics","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},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C199343813","wikidata":"https://www.wikidata.org/wiki/Q12128","display_name":"Dentistry","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/23m1621058","is_oa":false,"landing_page_url":"https://doi.org/10.1137/23m1621058","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/G4192884630","display_name":null,"funder_award_id":"2355010","funder_id":"https://openalex.org/F4320322685","funder_display_name":"Chongqing Technology and Business University"},{"id":"https://openalex.org/G6568358834","display_name":null,"funder_award_id":"B17050","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7221458790","display_name":null,"funder_award_id":"12401611","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G7844349590","display_name":null,"funder_award_id":"PolyU15223419","funder_id":"https://openalex.org/F4320321592","funder_display_name":"Research Grants Council, University Grants Committee"},{"id":"https://openalex.org/G78802374","display_name":null,"funder_award_id":"12471447","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G8212022521","display_name":"\u57fa\u4e8eMerton\u6539\u8fdb\u6a21\u578b\u4ee5\u53ca\u4e00\u7c7b\u521b\u65b0\u975e\u5408\u4f5c\u535a\u5f08\u4e0b\u7684\u91d1\u878d\u4fdd\u9669\u51b3\u7b56\u7814\u7a76","funder_award_id":"11771466","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/F4320321592","display_name":"Research Grants Council, University Grants Committee","ror":"https://ror.org/00djwmt25"},{"id":"https://openalex.org/F4320322685","display_name":"Chongqing Technology and Business University","ror":"https://ror.org/05hqf1284"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":47,"referenced_works":["https://openalex.org/W37639597","https://openalex.org/W586490843","https://openalex.org/W1504052917","https://openalex.org/W1791174547","https://openalex.org/W1965580822","https://openalex.org/W1969029380","https://openalex.org/W1969717343","https://openalex.org/W1974288696","https://openalex.org/W2002788332","https://openalex.org/W2005303724","https://openalex.org/W2009749785","https://openalex.org/W2014640856","https://openalex.org/W2033603136","https://openalex.org/W2045765330","https://openalex.org/W2051580823","https://openalex.org/W2068689926","https://openalex.org/W2075090252","https://openalex.org/W2077463516","https://openalex.org/W2095099016","https://openalex.org/W2104405260","https://openalex.org/W2118052532","https://openalex.org/W2132621139","https://openalex.org/W2134912708","https://openalex.org/W2154675836","https://openalex.org/W2172074964","https://openalex.org/W2592188887","https://openalex.org/W2893747554","https://openalex.org/W2937130758","https://openalex.org/W2945668362","https://openalex.org/W2963151709","https://openalex.org/W2963939707","https://openalex.org/W2964068907","https://openalex.org/W3012982793","https://openalex.org/W3041569133","https://openalex.org/W3105310469","https://openalex.org/W3111532599","https://openalex.org/W3121506041","https://openalex.org/W3122732812","https://openalex.org/W3124854273","https://openalex.org/W3135924647","https://openalex.org/W3199773596","https://openalex.org/W3211178986","https://openalex.org/W4212780424","https://openalex.org/W4229456298","https://openalex.org/W4242214721","https://openalex.org/W4243442475","https://openalex.org/W4251562186"],"related_works":["https://openalex.org/W1973641256","https://openalex.org/W2089274067","https://openalex.org/W56994397","https://openalex.org/W1121942432","https://openalex.org/W2418069309","https://openalex.org/W2376158287","https://openalex.org/W1526165314","https://openalex.org/W2359859943","https://openalex.org/W2088123951","https://openalex.org/W2993306360"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-03-27T05:58:40.876381","created_date":"2025-10-10T00:00:00"}