{"id":"https://openalex.org/W2885898856","doi":"https://doi.org/10.1155/2018/4756520","title":"Parameter Estimation and Sensitivity Analysis of an Optimal Control Model for Capital Asset Management","display_name":"Parameter Estimation and Sensitivity Analysis of an Optimal Control Model for Capital Asset Management","publication_year":2018,"publication_date":"2018-08-12","ids":{"openalex":"https://openalex.org/W2885898856","doi":"https://doi.org/10.1155/2018/4756520","mag":"2885898856"},"language":"en","primary_location":{"id":"doi:10.1155/2018/4756520","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2018/4756520","pdf_url":"https://downloads.hindawi.com/journals/afs/2018/4756520.pdf","source":{"id":"https://openalex.org/S117816480","display_name":"Advances in Fuzzy Systems","issn_l":"1687-7101","issn":["1687-7101","1687-711X"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Fuzzy Systems","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/afs/2018/4756520.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5028930370","display_name":"Tolulope Latunde","orcid":"https://orcid.org/0000-0003-3502-3344"},"institutions":[{"id":"https://openalex.org/I43427933","display_name":"Federal University Oye Ekiti","ror":"https://ror.org/02q5h6807","country_code":"NG","type":"education","lineage":["https://openalex.org/I43427933"]}],"countries":["NG"],"is_corresponding":true,"raw_author_name":"Tolulope Latunde","raw_affiliation_strings":["Department of Mathematics, P.M.B 373, Federal University Oye-Ekiti, Oye-Ekiti, Nigeria"],"raw_orcid":"https://orcid.org/0000-0003-3502-3344","affiliations":[{"raw_affiliation_string":"Department of Mathematics, P.M.B 373, Federal University Oye-Ekiti, Oye-Ekiti, Nigeria","institution_ids":["https://openalex.org/I43427933"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5061649843","display_name":"O. M. Bamigbola","orcid":null},"institutions":[{"id":"https://openalex.org/I134542131","display_name":"University of Ilorin","ror":"https://ror.org/032kdwk38","country_code":"NG","type":"education","lineage":["https://openalex.org/I134542131"]}],"countries":["NG"],"is_corresponding":false,"raw_author_name":"Olabode Matthias Bamigbola","raw_affiliation_strings":["Department of Mathematics, P.M.B 1515, University of Ilorin, Ilorin, Nigeria"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, P.M.B 1515, University of Ilorin, Ilorin, Nigeria","institution_ids":["https://openalex.org/I134542131"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5028930370"],"corresponding_institution_ids":["https://openalex.org/I43427933"],"apc_list":{"value":900,"currency":"USD","value_usd":900},"apc_paid":{"value":900,"currency":"USD","value_usd":900},"fwci":1.6984,"has_fulltext":true,"cited_by_count":17,"citation_normalized_percentile":{"value":0.85766619,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"2018","issue":null,"first_page":"1","last_page":"11"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9965000152587891,"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"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9965000152587891,"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"}},{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.9940999746322632,"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":0.9922999739646912,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5439437031745911},{"id":"https://openalex.org/keywords/sensitivity","display_name":"Sensitivity (control systems)","score":0.5415968298912048},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5115472078323364},{"id":"https://openalex.org/keywords/asset-management","display_name":"Asset management","score":0.4838184714317322},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.44992291927337646},{"id":"https://openalex.org/keywords/consumption-based-capital-asset-pricing-model","display_name":"Consumption-based capital asset pricing model","score":0.43764370679855347},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3962045907974243},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"Capital asset pricing model","score":0.37936919927597046},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.36031845211982727},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.35526466369628906},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.28326940536499023},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2824043035507202},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.20502620935440063}],"concepts":[{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5439437031745911},{"id":"https://openalex.org/C21200559","wikidata":"https://www.wikidata.org/wiki/Q7451068","display_name":"Sensitivity (control systems)","level":2,"score":0.5415968298912048},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5115472078323364},{"id":"https://openalex.org/C2776517139","wikidata":"https://www.wikidata.org/wiki/Q873442","display_name":"Asset management","level":2,"score":0.4838184714317322},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.44992291927337646},{"id":"https://openalex.org/C167626555","wikidata":"https://www.wikidata.org/wiki/Q5164759","display_name":"Consumption-based capital asset pricing model","level":3,"score":0.43764370679855347},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3962045907974243},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.37936919927597046},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.36031845211982727},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.35526466369628906},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.28326940536499023},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2824043035507202},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.20502620935440063},{"id":"https://openalex.org/C24326235","wikidata":"https://www.wikidata.org/wiki/Q126095","display_name":"Electronic engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1155/2018/4756520","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2018/4756520","pdf_url":"https://downloads.hindawi.com/journals/afs/2018/4756520.pdf","source":{"id":"https://openalex.org/S117816480","display_name":"Advances in Fuzzy Systems","issn_l":"1687-7101","issn":["1687-7101","1687-711X"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Fuzzy Systems","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:223828ec0e154d268e99808a724152ff","is_oa":true,"landing_page_url":"https://doaj.org/article/223828ec0e154d268e99808a724152ff","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Advances in Fuzzy Systems, Vol 2018 (2018)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2018/4756520","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2018/4756520","pdf_url":"https://downloads.hindawi.com/journals/afs/2018/4756520.pdf","source":{"id":"https://openalex.org/S117816480","display_name":"Advances in Fuzzy Systems","issn_l":"1687-7101","issn":["1687-7101","1687-711X"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Advances in Fuzzy Systems","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2885898856.pdf","grobid_xml":"https://content.openalex.org/works/W2885898856.grobid-xml"},"referenced_works_count":16,"referenced_works":["https://openalex.org/W1885775499","https://openalex.org/W1964041205","https://openalex.org/W1970163274","https://openalex.org/W1994822701","https://openalex.org/W1999415039","https://openalex.org/W2005158847","https://openalex.org/W2008028038","https://openalex.org/W2091403477","https://openalex.org/W2230870193","https://openalex.org/W2528389206","https://openalex.org/W2560914314","https://openalex.org/W2612885519","https://openalex.org/W2785938440","https://openalex.org/W3101296631","https://openalex.org/W3102675908","https://openalex.org/W4236493730"],"related_works":["https://openalex.org/W1662268594","https://openalex.org/W3149870251","https://openalex.org/W3198071823","https://openalex.org/W2358903600","https://openalex.org/W4376171264","https://openalex.org/W4211073142","https://openalex.org/W2624260530","https://openalex.org/W135163916","https://openalex.org/W4248334921","https://openalex.org/W4242994931"],"abstract_inverted_index":{"Optimal":[0],"control":[1,9,82,237],"is":[2,25,44,57,150,174,180,214,240],"a":[3,33,39,155,183,196],"very":[4],"significant":[5],"field":[6],"of":[7,29,35,52,100,111,132,135,162,186,195,207,222],"modern":[8],"theory":[10,87],"which":[11,88],"has":[12],"been":[13],"applied":[14,181],"in":[15,79,114,125],"many":[16],"areas":[17],"like":[18],"medicine,":[19],"science,":[20],"and":[21,46,61,68,117,121,137,199,220,242],"finance.":[22],"This":[23,77],"work":[24],"based":[26,84],"on":[27,64,70,85,211,225],"realization":[28],"asset":[30,36,41,115,136,188],"values":[31],"as":[32,158],"benefit":[34],"management":[37,42,116,189],"where":[38,169],"capital":[40,62,144,187],"problem":[43,185],"modelled":[45],"expressed":[47],"mathematically":[48],"from":[49],"the":[50,96,109,123,133,139,163,167,170,178,200,205,208,212,226,235],"perspective":[51],"an":[53,80,151],"investor":[54],"whose":[55],"income":[56],"generated":[58],"by":[59],"return":[60,69],"gains":[63],"investments":[65],"with":[66,192],"price":[67],"assets":[71,124],"assumed":[72],"to":[73,107,119,127,142,154,159,166,182,190,203],"satisfy":[74],"uncertainty":[75,86],"process.":[76],"results":[78,228],"optimal":[81,236],"model":[83,156,168,179,213,227],"relates":[89],"two":[90],"or":[91,98],"more":[92],"parameters":[93,104],"that":[94,217],"measures":[95],"condition":[97,110],"state":[99],"individual\u2019s":[101],"investments.":[102],"These":[103],"enable":[105],"us":[106],"know":[108],"risk":[112,140],"involved":[113,141],"how":[118],"maintain":[120],"manage":[122],"order":[126],"maximize":[128],"expected":[129],"present":[130],"value":[131],"utility":[134],"minimize":[138],"aid":[143],"investment":[145],"decision-making.":[146],"Parameter":[147],"sensitivity":[148,201,221],"analysis":[149,202],"approach":[152],"given":[153],"so":[157],"define":[160],"significance":[161,219],"factors":[164,210],"related":[165],"whole":[171],"parameter":[172,224,232],"space":[173],"fully":[175],"described.":[176],"However,":[177],"real-life":[184],"deal":[191],"debt":[193],"crisis":[194],"nation\u2019s":[197],"economy":[198],"determine":[204],"effects":[206],"input":[209],"investigated":[215],"such":[216],"relative":[218],"each":[223],"are":[229],"presented":[230],"using":[231],"estimations.":[233],"Finally":[234],"decision":[238],"policy":[239],"obtained":[241],"discussed.":[243]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":2}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}
