{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,20]],"date-time":"2025-09-20T22:10:23Z","timestamp":1758406223260},"reference-count":21,"publisher":"Elsevier BV","issue":"2","license":[{"start":{"date-parts":[[2004,2,1]],"date-time":"2004-02-01T00:00:00Z","timestamp":1075593600000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Systems & Control Letters"],"published-print":{"date-parts":[[2004,2]]},"DOI":"10.1016\/s0167-6911(03)00210-x","type":"journal-article","created":{"date-parts":[[2003,9,12]],"date-time":"2003-09-12T06:25:46Z","timestamp":1063347946000},"page":"105-122","source":"Crossref","is-referenced-by-count":5,"title":["Singular control of stochastic linear systems with recursive utility"],"prefix":"10.1016","volume":"51","author":[{"given":"Bo","family":"Wang","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"78","reference":[{"key":"10.1016\/S0167-6911(03)00210-X_BIB1","unstructured":"J.A. Bather, H. Chernoff, Sequential decision in the control of a spaceship, in Proceedings of the Fifth Berkely Symposium of Mathematics Statistics and Probabilities, Vol. 3, University of California Press, Berkely, 1967, pp. 181\u2013207."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB2","doi-asserted-by":"crossref","first-page":"39","DOI":"10.1080\/17442508008833156","article-title":"Some solvable stochastic control problems","volume":"4","author":"Ben\u011bs","year":"1980","journal-title":"Stochastics"},{"key":"10.1016\/S0167-6911(03)00210-X_BIB3","series-title":"Applications des In\u00e9quations Variationnelles en Contr\u00f4le Stochastique","author":"Bensoussan","year":"1978"},{"key":"10.1016\/S0167-6911(03)00210-X_BIB4","first-page":"797","article-title":"Optimal impulse correction under random perturbation","volume":"39","author":"Borodowski","year":"1975","journal-title":"J. Appl. Math. Mech."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB5","doi-asserted-by":"crossref","first-page":"239","DOI":"10.1239\/aap\/1035228002","article-title":"Hedging contingent claims for a large investor in an incomplete market","volume":"30","author":"Buckdahn","year":"1998","journal-title":"Adv. in Appl. Probab."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB6","first-page":"99","article-title":"The optimal control of the cheap monotone follower","volume":"49","author":"Chiarolla","year":"1994","journal-title":"Stochastics"},{"key":"10.1016\/S0167-6911(03)00210-X_BIB7","doi-asserted-by":"crossref","first-page":"1099","DOI":"10.1137\/S036301299630495X","article-title":"Optimal control of inflation","volume":"36","author":"Chiarolla","year":"1998","journal-title":"SIAM J. Control Optim."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB8","doi-asserted-by":"crossref","first-page":"858","DOI":"10.1137\/0323051","article-title":"Additive control of stochastic linear system with finite time horizon","volume":"23","author":"Chow","year":"1985","journal-title":"SIAM J. Control Optim."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB9","doi-asserted-by":"crossref","first-page":"353","DOI":"10.2307\/2951600","article-title":"Stochastic differential utility","volume":"60","author":"Duffie","year":"1992","journal-title":"Econometrica"},{"key":"10.1016\/S0167-6911(03)00210-X_BIB10","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/1467-9965.00022","article-title":"BSDEs in finance","volume":"7","author":"El Karoui","year":"1997","journal-title":"Math. Finance"},{"key":"10.1016\/S0167-6911(03)00210-X_BIB11","doi-asserted-by":"crossref","first-page":"59","DOI":"10.1016\/0167-6911(94)00011-J","article-title":"Zero-sum stochastic differential games and backward equations","volume":"24","author":"Hamad\u00e9ne","year":"1995","journal-title":"Systems Control Lett."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB12","doi-asserted-by":"crossref","first-page":"439","DOI":"10.1287\/moor.8.3.439","article-title":"Instantaneous control of Brownian motion","volume":"8","author":"Harrison","year":"1983","journal-title":"Math. Oper. Res."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB13","doi-asserted-by":"crossref","first-page":"175","DOI":"10.1007\/BF01442115","article-title":"The monotone follower problem in stochastic decision theory","volume":"7","author":"Karatzas","year":"1981","journal-title":"Appl. Math. Optim."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB14","doi-asserted-by":"crossref","first-page":"225","DOI":"10.2307\/1426435","article-title":"A class of singular control problems","volume":"15","author":"Karatzas","year":"1983","journal-title":"Adv. in Appl. Probab."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB15","doi-asserted-by":"crossref","first-page":"975","DOI":"10.1137\/0330053","article-title":"On the principle of smooth fit for a class of singular stochastic control problems for diffusion","volume":"30","author":"Ma","year":"1992","journal-title":"SIAM J. Control Optim."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB16","doi-asserted-by":"crossref","first-page":"339","DOI":"10.1007\/BF01192258","article-title":"Solving forward\u2013backward stochastic differential equations explicitly","volume":"98","author":"Ma","year":"1994","journal-title":"Probab. Theory Related Fields"},{"key":"10.1016\/S0167-6911(03)00210-X_BIB17","doi-asserted-by":"crossref","first-page":"55","DOI":"10.1016\/0167-6911(90)90082-6","article-title":"Adapted solution of a backward stochastic differential equation","volume":"14","author":"Pardoux","year":"1990","journal-title":"Systems Control Lett."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB18","doi-asserted-by":"crossref","first-page":"61","DOI":"10.1080\/17442509108833727","article-title":"Probabilistic interpretation for systems of quasilinear parabolic partial differential equations","volume":"37","author":"Peng","year":"1991","journal-title":"Stochastics Stochastics Rep."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB19","doi-asserted-by":"crossref","first-page":"119","DOI":"10.1080\/17442509208833749","article-title":"A generalized dynamic programming principle and HJB equation","volume":"38","author":"Peng","year":"1992","journal-title":"Stochastics Stochastics Rep."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB20","doi-asserted-by":"crossref","first-page":"876","DOI":"10.1137\/0327047","article-title":"Regularity of the value function for a two-dimensional singular stochastic control problem","volume":"27","author":"Soner","year":"1989","journal-title":"SIAM J. Control Optim."},{"key":"10.1016\/S0167-6911(03)00210-X_BIB21","doi-asserted-by":"crossref","first-page":"175","DOI":"10.1006\/jdeq.1994.1080","article-title":"Regularity of the free boundary in singular stochastic control","volume":"111","author":"Williams","year":"1994","journal-title":"J. Differential Equations"}],"container-title":["Systems & Control Letters"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S016769110300210X?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S016769110300210X?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2019,2,24]],"date-time":"2019-02-24T17:22:24Z","timestamp":1551028944000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S016769110300210X"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2004,2]]},"references-count":21,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2004,2]]}},"alternative-id":["S016769110300210X"],"URL":"https:\/\/doi.org\/10.1016\/s0167-6911(03)00210-x","relation":{},"ISSN":["0167-6911"],"issn-type":[{"value":"0167-6911","type":"print"}],"subject":[],"published":{"date-parts":[[2004,2]]}}}