{"id":"https://openalex.org/W1800565193","doi":"https://doi.org/10.1137/15m1047064","title":"Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping","display_name":"Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping","publication_year":2017,"publication_date":"2017-01-01","ids":{"openalex":"https://openalex.org/W1800565193","doi":"https://doi.org/10.1137/15m1047064","mag":"1800565193"},"language":"en","primary_location":{"id":"doi:10.1137/15m1047064","is_oa":false,"landing_page_url":"https://doi.org/10.1137/15m1047064","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":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1510.05766","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5045939001","display_name":"Christopher Miller","orcid":"https://orcid.org/0000-0003-4161-4482"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Christopher W. Miller","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5045939001"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.6968,"has_fulltext":true,"cited_by_count":2,"citation_normalized_percentile":{"value":0.73327632,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":96},"biblio":{"volume":"55","issue":"1","first_page":"557","last_page":"573"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9993000030517578,"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":0.9993000030517578,"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/T12137","display_name":"Economic theories and models","score":0.9937000274658203,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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":0.9934999942779541,"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/optimal-stopping","display_name":"Optimal stopping","score":0.8464311361312866},{"id":"https://openalex.org/keywords/stopping-time","display_name":"Stopping time","score":0.7955241203308105},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.6893340349197388},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.618951141834259},{"id":"https://openalex.org/keywords/optimal-control","display_name":"Optimal control","score":0.603841245174408},{"id":"https://openalex.org/keywords/multiplier","display_name":"Multiplier (economics)","score":0.5975580811500549},{"id":"https://openalex.org/keywords/degenerate-energy-levels","display_name":"Degenerate energy levels","score":0.584305465221405},{"id":"https://openalex.org/keywords/viscosity-solution","display_name":"Viscosity solution","score":0.5625808835029602},{"id":"https://openalex.org/keywords/lagrange-multiplier","display_name":"Lagrange multiplier","score":0.5191601514816284},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5037631392478943},{"id":"https://openalex.org/keywords/stochastic-control","display_name":"Stochastic control","score":0.502760648727417},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4975798428058624},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.48451822996139526}],"concepts":[{"id":"https://openalex.org/C99414536","wikidata":"https://www.wikidata.org/wiki/Q7098950","display_name":"Optimal stopping","level":2,"score":0.8464311361312866},{"id":"https://openalex.org/C99888217","wikidata":"https://www.wikidata.org/wiki/Q1288707","display_name":"Stopping time","level":2,"score":0.7955241203308105},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.6893340349197388},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.618951141834259},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.603841245174408},{"id":"https://openalex.org/C124584101","wikidata":"https://www.wikidata.org/wiki/Q1053266","display_name":"Multiplier (economics)","level":2,"score":0.5975580811500549},{"id":"https://openalex.org/C72319582","wikidata":"https://www.wikidata.org/wiki/Q584304","display_name":"Degenerate energy levels","level":2,"score":0.584305465221405},{"id":"https://openalex.org/C88731125","wikidata":"https://www.wikidata.org/wiki/Q7935676","display_name":"Viscosity solution","level":2,"score":0.5625808835029602},{"id":"https://openalex.org/C73684929","wikidata":"https://www.wikidata.org/wiki/Q598870","display_name":"Lagrange multiplier","level":2,"score":0.5191601514816284},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5037631392478943},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.502760648727417},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4975798428058624},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.48451822996139526},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","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},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1137/15m1047064","is_oa":false,"landing_page_url":"https://doi.org/10.1137/15m1047064","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"},{"id":"pmh:oai:arXiv.org:1510.05766","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1510.05766","pdf_url":"https://arxiv.org/pdf/1510.05766","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},{"id":"mag:1800565193","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1510.05766.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"doi:10.48550/arxiv.1510.05766","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1510.05766","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1510.05766","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1510.05766","pdf_url":"https://arxiv.org/pdf/1510.05766","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W1800565193.pdf","grobid_xml":"https://content.openalex.org/works/W1800565193.grobid-xml"},"referenced_works_count":23,"referenced_works":["https://openalex.org/W604762380","https://openalex.org/W1580561995","https://openalex.org/W1599541862","https://openalex.org/W1957987388","https://openalex.org/W1970195958","https://openalex.org/W1984720079","https://openalex.org/W1994752477","https://openalex.org/W1998330966","https://openalex.org/W2032316144","https://openalex.org/W2040799674","https://openalex.org/W2075090252","https://openalex.org/W2089786171","https://openalex.org/W2158880527","https://openalex.org/W2296319761","https://openalex.org/W2311897540","https://openalex.org/W2313087217","https://openalex.org/W2321680653","https://openalex.org/W2340197137","https://openalex.org/W2963151709","https://openalex.org/W2963939707","https://openalex.org/W3099922040","https://openalex.org/W3123137989","https://openalex.org/W4248726602"],"related_works":["https://openalex.org/W2963001048","https://openalex.org/W2357863468","https://openalex.org/W1889271541","https://openalex.org/W3120526207","https://openalex.org/W3125921861","https://openalex.org/W2005428923","https://openalex.org/W1624351243","https://openalex.org/W152709866","https://openalex.org/W2743553439","https://openalex.org/W2801722373","https://openalex.org/W3045185204","https://openalex.org/W2950788772","https://openalex.org/W2953143687","https://openalex.org/W2963293472","https://openalex.org/W3005040532","https://openalex.org/W3124790169","https://openalex.org/W3202299889","https://openalex.org/W3109668180","https://openalex.org/W2794108217","https://openalex.org/W2410719014"],"abstract_inverted_index":{"We":[0,112],"present":[1],"a":[2,7,18,35,54,98,114],"novel":[3],"method":[4],"for":[5,53,120],"solving":[6],"class":[8],"of":[9,20,38,97,127],"time-inconsistent":[10],"optimal":[11,23,31,117,125],"stopping":[12,32,41,118],"problems":[13],"by":[14],"reducing":[15],"them":[16],"to":[17,136,147],"family":[19],"standard":[21,55],"stochastic":[22,56],"control":[24,57,130],"problems.":[25],"In":[26,84],"particular,":[27],"we":[28,86,133],"convert":[29],"an":[30,49,60],"problem":[33,58,123],"with":[34,59],"nonlinear":[36,99],"function":[37,52,91],"the":[39,44,70,88,93,121,128],"expected":[40],"time":[42],"in":[43,69],"objective":[45],"into":[46],"optimization":[47],"over":[48],"auxiliary":[50,89,129],"value":[51,90],"additional":[61],"state":[62],"variable.":[63],"This":[64],"approach":[65],"differs":[66],"from":[67],"those":[68],"previous":[71],"literature":[72],"which":[73,102],"primarily":[74],"employ":[75],"Lagrange":[76],"multiplier":[77],"methods":[78],"or":[79],"rely":[80],"on":[81],"exact":[82],"solutions.":[83],"contrast,":[85],"characterize":[87],"as":[92,142,144],"unique":[94],"viscosity":[95],"solution":[96],"elliptic":[100],"PDE":[101],"satisfies":[103],"certain":[104],"growth":[105],"constraints,":[106],"and":[107,124,140],"investigate":[108],"basic":[109],"regularity":[110],"properties.":[111],"demonstrate":[113],"connection":[115],"between":[116],"times":[119],"original":[122],"controls":[126],"problem.":[131],"Finally,":[132],"discuss":[134],"extensions":[135],"more":[137],"general":[138],"dynamics":[139],"time-inconsistencies,":[141],"well":[143],"potential":[145],"connections":[146],"degenerate":[148],"Monge--Amp\u00e8re":[149],"equations.":[150]},"counts_by_year":[{"year":2017,"cited_by_count":2}],"updated_date":"2026-07-01T08:55:40.977307","created_date":"2025-10-10T00:00:00"}
