{"id":"https://openalex.org/W4414134206","doi":"https://doi.org/10.1137/24m1696755","title":"Strong Error Estimates for the Space-Time Discretization of a Stochastic Linear Quadratic Control Problem with Control in the Diffusion","display_name":"Strong Error Estimates for the Space-Time Discretization of a Stochastic Linear Quadratic Control Problem with Control in the Diffusion","publication_year":2025,"publication_date":"2025-09-11","ids":{"openalex":"https://openalex.org/W4414134206","doi":"https://doi.org/10.1137/24m1696755"},"language":"en","primary_location":{"id":"doi:10.1137/24m1696755","is_oa":false,"landing_page_url":"https://doi.org/10.1137/24m1696755","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/A5100667031","display_name":"Yanqing Wang","orcid":"https://orcid.org/0000-0002-0573-2505"},"institutions":[{"id":"https://openalex.org/I142108993","display_name":"Southwest University","ror":"https://ror.org/01kj4z117","country_code":"CN","type":"education","lineage":["https://openalex.org/I142108993"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yanqing Wang","raw_affiliation_strings":["School of Mathematics and Statistics, Southwest University, Chongqing, 400715 China"],"raw_orcid":"https://orcid.org/0000-0002-0573-2505","affiliations":[{"raw_affiliation_string":"School of Mathematics and Statistics, Southwest University, Chongqing, 400715 China","institution_ids":["https://openalex.org/I142108993"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5100667031"],"corresponding_institution_ids":["https://openalex.org/I142108993"],"apc_list":null,"apc_paid":null,"fwci":4.216,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.9423449,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":91,"max":98},"biblio":{"volume":"63","issue":"5","first_page":"3328","last_page":"3355"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9977999925613403,"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":0.9977999925613403,"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/T12404","display_name":"Mathematical Approximation and Integration","score":0.9746000170707703,"subfield":{"id":"https://openalex.org/subfields/2612","display_name":"Numerical Analysis"},"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/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9606999754905701,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/discretization","display_name":"Discretization","score":0.6951000094413757},{"id":"https://openalex.org/keywords/quadratic-equation","display_name":"Quadratic equation","score":0.5787000060081482},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.5392000079154968},{"id":"https://openalex.org/keywords/control","display_name":"Control (management)","score":0.48089998960494995},{"id":"https://openalex.org/keywords/diffusion","display_name":"Diffusion","score":0.47110000252723694},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.4449999928474426}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8205999732017517},{"id":"https://openalex.org/C73000952","wikidata":"https://www.wikidata.org/wiki/Q17007827","display_name":"Discretization","level":2,"score":0.6951000094413757},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.5787000060081482},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5760999917984009},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.5392000079154968},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.48089998960494995},{"id":"https://openalex.org/C69357855","wikidata":"https://www.wikidata.org/wiki/Q163214","display_name":"Diffusion","level":2,"score":0.47110000252723694},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.4449999928474426},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.39899998903274536},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.31790000200271606},{"id":"https://openalex.org/C47446073","wikidata":"https://www.wikidata.org/wiki/Q5165890","display_name":"Control theory (sociology)","level":3,"score":0.31529998779296875},{"id":"https://openalex.org/C81845259","wikidata":"https://www.wikidata.org/wiki/Q290117","display_name":"Quadratic programming","level":2,"score":0.30880001187324524},{"id":"https://openalex.org/C204495892","wikidata":"https://www.wikidata.org/wiki/Q1798304","display_name":"Linear-quadratic-Gaussian control","level":3,"score":0.3052000105381012},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.289000004529953},{"id":"https://openalex.org/C6802819","wikidata":"https://www.wikidata.org/wiki/Q1072174","display_name":"Linear system","level":2,"score":0.2775999903678894},{"id":"https://openalex.org/C68710425","wikidata":"https://www.wikidata.org/wiki/Q5275442","display_name":"Diffusion process","level":3,"score":0.2651999890804291}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/24m1696755","is_oa":false,"landing_page_url":"https://doi.org/10.1137/24m1696755","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":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W121011854","https://openalex.org/W1507126399","https://openalex.org/W1527296550","https://openalex.org/W2018164853","https://openalex.org/W2050427040","https://openalex.org/W2073507380","https://openalex.org/W2157883119","https://openalex.org/W2479453927","https://openalex.org/W2515709325","https://openalex.org/W2612326543","https://openalex.org/W2928009025","https://openalex.org/W2963879101","https://openalex.org/W2963914755","https://openalex.org/W3035325593","https://openalex.org/W3157453967","https://openalex.org/W3158610175","https://openalex.org/W3163115995","https://openalex.org/W3203266543","https://openalex.org/W3204708751","https://openalex.org/W3217716227","https://openalex.org/W4212780424","https://openalex.org/W4233464123","https://openalex.org/W4360980676","https://openalex.org/W4391031424"],"related_works":["https://openalex.org/W2943897807","https://openalex.org/W4366198066","https://openalex.org/W3120484221","https://openalex.org/W2037349991","https://openalex.org/W3047748938","https://openalex.org/W2358522863","https://openalex.org/W4386034604","https://openalex.org/W3099285423","https://openalex.org/W278441094","https://openalex.org/W4381248241"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
