乐胖代购免代理版

{"id":"https://openalex.org/W2412543164","doi":"https://doi.org/10.1137/140996380","title":"Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes","display_name":"Constrained and Unconstrained Optimal Discounted Control of Piecewise Deterministic Markov Processes","publication_year":2016,"publication_date":"2016-01-01","ids":{"openalex":"https://openalex.org/W2412543164","doi":"https://doi.org/10.1137/140996380","mag":"2412543164"},"language":"en","primary_location":{"is_oa":false,"landing_page_url":"https://doi.org/10.1137/140996380","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_indexed_in_scopus":true,"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":null,"is_accepted":false,"is_published":false},"type":"article","type_crossref":"journal-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/A5072909119","display_name":"O.L.V. Costa","orcid":"https://orcid.org/0000-0002-0875-8698"},"institutions":[{"id":"https://openalex.org/I4210142721","display_name":"Hospital Universit\u00e1rio da Universidade de S\u00e3o Paulo","ror":"https://ror.org/0406jsq08","country_code":"BR","type":"healthcare","lineage":["https://openalex.org/I17974374","https://openalex.org/I4210142721"]}],"countries":["BR"],"is_corresponding":false,"raw_author_name":"O. L. V. Costa","raw_affiliation_strings":["Universidade de S\u00e3o Paulo = University of S\u00e3o Paulo"],"affiliations":[{"raw_affiliation_string":"Universidade de S\u00e3o Paulo = University of S\u00e3o Paulo","institution_ids":["https://openalex.org/I4210142721"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5052608804","display_name":"Fran\u00e7ois Dufour","orcid":"https://orcid.org/0000-0001-6653-2024"},"institutions":[{"id":"https://openalex.org/I4210160189","display_name":"Institut Polytechnique de Bordeaux","ror":"https://ror.org/054qv7y42","country_code":"FR","type":"education","lineage":["https://openalex.org/I4210160189"]},{"id":"https://openalex.org/I4210166017","display_name":"Institut de Math\u00e9matiques de Bordeaux","ror":"https://ror.org/05m3r1b84","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1326498283","https://openalex.org/I15057530","https://openalex.org/I4210141950","https://openalex.org/I4210160189","https://openalex.org/I4210166017"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"F. Dufour","raw_affiliation_strings":["Institut Polytechnique de Bordeaux","Institut de Math\u00e9matiques de Bordeaux","Quality control and dynamic reliability"],"affiliations":[{"raw_affiliation_string":"Institut Polytechnique de Bordeaux","institution_ids":["https://openalex.org/I4210160189"]},{"raw_affiliation_string":"Institut de Math\u00e9matiques de Bordeaux","institution_ids":["https://openalex.org/I4210166017"]},{"raw_affiliation_string":"Quality control and dynamic reliability","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5054092600","display_name":"Alexey Piunovskiy","orcid":"https://orcid.org/0000-0002-9683-4856"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"A. B. Piunovskiy","raw_affiliation_strings":["Department of Mathematical Sciences [Liverpool]"],"affiliations":[{"raw_affiliation_string":"Department of Mathematical Sciences [Liverpool]","institution_ids":[]}]}],"institution_assertions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.185,"has_fulltext":true,"fulltext_origin":"ngrams","cited_by_count":23,"citation_normalized_percentile":{"value":0.931199,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":92,"max":93},"biblio":{"volume":"54","issue":"3","first_page":"1444","last_page":"1474"},"is_retracted":false,"is_paratext":false,"primary_topic":{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9957,"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"}},"topics":[{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9957,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9921,"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":0.9896,"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/stochastic-control","display_name":"Stochastic control","score":0.42676038}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.856312},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.6482248},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.57520986},{"id":"https://openalex.org/C2777021972","wikidata":"https://www.wikidata.org/wiki/Q22976830","display_name":"Uniqueness","level":2,"score":0.52785796},{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.50460756},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.5038845},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.44505817},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.42712134},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.42676038},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.36942282},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.15110385},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.09411332},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C77088390","wikidata":"https://www.wikidata.org/wiki/Q8513","display_name":"Database","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"is_oa":false,"landing_page_url":"https://doi.org/10.1137/140996380","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_indexed_in_scopus":true,"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":null,"is_accepted":false,"is_published":false},{"is_oa":false,"landing_page_url":"https://hal.science/hal-01412604","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":["Centre National de la Recherche Scientifique"],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false},{"is_oa":false,"landing_page_url":"https://hal.archives-ouvertes.fr/hal-01412604","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_indexed_in_scopus":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":["Centre National de la Recherche Scientifique"],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false}],"best_oa_location":null,"sustainable_development_goals":[],"grants":[{"funder":"https://openalex.org/F4320320883","funder_display_name":"Agence Nationale de la Recherche","award_id":"ANR-1--INDEX-03-02"},{"funder":"https://openalex.org/F4320320997","funder_display_name":"Funda\u00e7\u00e3o de Amparo \u00e0 Pesquisa do Estado de S\u00e3o Paulo","award_id":"2013/50759-3"},{"funder":"https://openalex.org/F4320322025","funder_display_name":"Conselho Nacional de Desenvolvimento Cient\u00edfico e Tecnol\u00f3gico","award_id":"304091/2014-6"}],"datasets":[],"versions":[],"referenced_works_count":21,"referenced_works":["https://openalex.org/W1523854588","https://openalex.org/W1529558080","https://openalex.org/W1593542532","https://openalex.org/W1964804424","https://openalex.org/W1966871367","https://openalex.org/W1995171462","https://openalex.org/W1998107368","https://openalex.org/W2004191028","https://openalex.org/W2004195697","https://openalex.org/W2010654234","https://openalex.org/W2013479759","https://openalex.org/W2045668042","https://openalex.org/W2046768180","https://openalex.org/W2049032169","https://openalex.org/W2070935253","https://openalex.org/W2072297023","https://openalex.org/W2088639055","https://openalex.org/W2093400864","https://openalex.org/W2143706916","https://openalex.org/W2156992384","https://openalex.org/W4233803776"],"related_works":["https://openalex.org/W3105579180","https://openalex.org/W2903299703","https://openalex.org/W2808418668","https://openalex.org/W2767258356","https://openalex.org/W2386410636","https://openalex.org/W2156021013","https://openalex.org/W2152670157","https://openalex.org/W2016648086","https://openalex.org/W1859185863","https://openalex.org/W176737593"],"abstract_inverted_index":{"The":[0,48,63],"main":[1],"goal":[2],"of":[3,17,38,50,65,83,108,118,130,144,167,193,203],"this":[4],"paper":[5,52],"is":[6,69],"to":[7,71,124],"study":[8],"the":[9,23,28,34,39,44,51,55,60,81,84,95,104,109,115,119,126,131,142,156,159,165,168,182,191,194,201,212],"infinite-horizon":[10],"expected":[11],"discounted":[12],"continuous-time":[13],"optimal":[14,146,205],"control":[15,24,67,153,170,209],"problem":[16,171,180,196],"piecewise":[18],"deterministic":[19,45,151],"Markov":[20],"processes":[21],"with":[22],"acting":[25],"continuously":[26],"on":[27,33,43,80,103],"jump":[29],"intensity":[30],"$\\lambda$":[31],"and":[32,78,114,128,172,184],"transition":[35],"measure":[36],"$Q$":[37,113],"process":[40,110],"but":[41],"not":[42],"flow":[46],"$\\phi$.":[47],"contributions":[49],"are":[53,181],"for":[54,155,190,200,211],"unconstrained":[56,96],"as":[57,59,139,141,149,197,199],"well":[58,140,198],"constrained":[61,160,169,213],"cases.":[62],"set":[64,90,120],"admissible":[66],"strategies":[68],"assumed":[70],"be":[72],"formed":[73],"by":[74],"policies,":[75],"possibly":[76],"randomized":[77,207],"depending":[79],"history":[82],"process,":[85],"taking":[86],"values":[87,166],"in":[88],"a":[89],"valued":[91,121],"action":[92,122],"space.":[93],"For":[94,158],"case":[97,161],"we":[98,162,186],"provide":[99,187],"sufficient":[100,188],"conditions":[101,189],"based":[102],"three":[105],"local":[106],"characteristics":[107],"$\\phi$,":[111],"$\\lambda$,":[112],"semicontinuity":[116],"properties":[117],"space,":[123],"guarantee":[125],"existence":[127,143,202],"uniqueness":[129],"integro-differential":[132],"optimality":[133],"equation":[134],"(the":[135],"so-called":[136],"Bellman--Hamilton--Jacobi":[137],"equation)":[138],"an":[145,173,204],"(and":[147],"$\\delta$-optimal,":[148],"well)":[150],"stationary":[152,208],"strategy":[154,210],"problem.":[157,214],"show":[163],"that":[164],"associated":[174],"infinite":[175],"dimensional":[176],"linear":[177],"programming":[178],"(LP)":[179],"same,":[183],"moreover":[185],"solvability":[192],"LP":[195],"feasible":[206]},"abstract_inverted_index_v3":null,"cited_by_api_url":"https://api.openalex.org/works?filter=cites:W2412543164","counts_by_year":[{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":5},{"year":2016,"cited_by_count":1}],"updated_date":"2025-03-22T20:30:11.555191","created_date":"2016-06-24"}