{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,1,16]],"date-time":"2026-01-16T02:32:20Z","timestamp":1768530740041,"version":"3.49.0"},"reference-count":26,"publisher":"IEEE","license":[{"start":{"date-parts":[[2023,7,3]],"date-time":"2023-07-03T00:00:00Z","timestamp":1688342400000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-029"},{"start":{"date-parts":[[2023,7,3]],"date-time":"2023-07-03T00:00:00Z","timestamp":1688342400000},"content-version":"stm-asf","delay-in-days":0,"URL":"https:\/\/doi.org\/10.15223\/policy-037"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2023,7,3]]},"DOI":"10.1109\/codit58514.2023.10284390","type":"proceedings-article","created":{"date-parts":[[2023,10,24]],"date-time":"2023-10-24T13:46:12Z","timestamp":1698155172000},"page":"2241-2246","source":"Crossref","is-referenced-by-count":3,"title":["Optimal Financial Benchmark Tracking in a Market with Unbounded Random Coefficients"],"prefix":"10.1109","author":[{"given":"Mashael","family":"Algoulity","sequence":"first","affiliation":[{"name":"Applied College, University of Tabuk,Tabuk,Saudi Arabia,71491"}]},{"given":"Bujar","family":"Gashi","sequence":"additional","affiliation":[{"name":"The University of Liverpool,Department of Mathematical Sciences,Liverpool,UK,L69 7ZL"}]}],"member":"263","reference":[{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1002\/rnc.6655"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejcon.2022.100741"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1142\/p386"},{"key":"ref14","author":"karatzas","year":"1998","journal-title":"Methods of Mathematical Finance"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1080\/00207179.2021.1982014"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012901391330"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1109\/CoDIT55151.2022.9804053"},{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.23919\/ECC55457.2022.9838340"},{"key":"ref17","doi-asserted-by":"crossref","DOI":"10.1142\/3548","author":"korn","year":"1997","journal-title":"Optimal Portfolio"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4149(01)00133-8"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1137\/0330018"},{"key":"ref18","author":"merton","year":"1992","journal-title":"Continuous-Time Finance"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1287\/opre.1050.0260"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1137\/140979940"},{"key":"ref26","author":"yong","year":"1999","journal-title":"Stochastic Controls Hamiltonian Systems and HJB Equations"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2005.07.065"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1137\/120873777"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012901387550"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1016\/j.automatica.2015.03.009"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1093\/imaman\/dpy008"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00022"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1142\/S0219493719500084"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1137\/0314028"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1109\/Control55989.2022.9781439"},{"key":"ref6","first-page":"27","article-title":"A general result of existence and unique-ness of backward stochastic differential equations","volume":"364","author":"karoui","year":"1997","journal-title":"Backward stochastic Differential Equations"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1137\/140956051"}],"event":{"name":"2023 9th International Conference on Control, Decision and Information Technologies (CoDIT)","location":"Rome, Italy","start":{"date-parts":[[2023,7,3]]},"end":{"date-parts":[[2023,7,6]]}},"container-title":["2023 9th International Conference on Control, Decision and Information Technologies (CoDIT)"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx7\/10284032\/10284045\/10284390.pdf?arnumber=10284390","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,11,13]],"date-time":"2023-11-13T14:01:30Z","timestamp":1699884090000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/10284390\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,7,3]]},"references-count":26,"URL":"https:\/\/doi.org\/10.1109\/codit58514.2023.10284390","relation":{},"subject":[],"published":{"date-parts":[[2023,7,3]]}}}