{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,28]],"date-time":"2026-03-28T19:29:36Z","timestamp":1774726176293,"version":"3.50.1"},"reference-count":23,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"5","funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["12471453"],"award-info":[{"award-number":["12471453"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["12101523"],"award-info":[{"award-number":["12101523"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"name":"Research Centre for Quantitative Finance","award":["P0042708"],"award-info":[{"award-number":["P0042708"]}]},{"name":"Research Centre for Quantative Finance","award":["1-CE03"],"award-info":[{"award-number":["1-CE03"]}]},{"DOI":"10.13039\/501100004377","name":"Hong Kong Polytechnic University","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100004377","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100004377","name":"Hong Kong Polytechnic University","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100004377","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["11801315"],"award-info":[{"award-number":["11801315"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["11971409"],"award-info":[{"award-number":["11971409"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100002920","name":"Research Grants Council, University Grants Committee","doi-asserted-by":"publisher","award":["25215122"],"award-info":[{"award-number":["25215122"]}],"id":[{"id":"10.13039\/501100002920","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100002920","name":"Research Grants Council, University Grants Committee","doi-asserted-by":"publisher","award":["15204622"],"award-info":[{"award-number":["15204622"]}],"id":[{"id":"10.13039\/501100002920","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100002920","name":"Research Grants Council, University Grants Committee","doi-asserted-by":"publisher","award":["15203423"],"award-info":[{"award-number":["15203423"]}],"id":[{"id":"10.13039\/501100002920","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100002920","name":"Research Grants Council, University Grants Committee","doi-asserted-by":"publisher","award":["15202421"],"award-info":[{"award-number":["15202421"]}],"id":[{"id":"10.13039\/501100002920","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Control Optim."],"published-print":{"date-parts":[[2025,10,31]]},"DOI":"10.1137\/25m1723529","type":"journal-article","created":{"date-parts":[[2025,9,1]],"date-time":"2025-09-01T07:09:32Z","timestamp":1756710572000},"page":"3091-3111","source":"Crossref","is-referenced-by-count":1,"title":["A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching"],"prefix":"10.1137","volume":"63","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-6965-0130","authenticated-orcid":true,"given":"Guanxing","family":"Fu","sequence":"first","affiliation":[{"name":"Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, China."}]},{"given":"Xiaomin","family":"Shi","sequence":"additional","affiliation":[{"name":"Corresponding author. School of Statistics and Mathematics, Shandong University of Finance and Economics, Jinan, 250014 China."}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-6824-1634","authenticated-orcid":true,"given":"Zuo Quan","family":"Xu","sequence":"additional","affiliation":[{"name":"Department of Applied Mathematics, The Hong Kong Polytechnic University, Kowloon, Hong Kong, China."}]}],"member":"351","published-online":{"date-parts":[[2025,9,1]]},"reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.21314\/JOR.2001.041"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1137\/130923518"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.3934\/dcdsb.2016002"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1137\/16M1105463"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1137\/130944084"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2017.06.013"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2020.12.004"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1137\/110849341"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1007\/s00780-019-00394-3"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1007\/s00245-020-09673-4"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1137\/18M1234783"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1287\/moor.2014.0649"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12126"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2016.02.010"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1080\/17442500802201425"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2005.08.034"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.2008.00351.x"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2006.05.012"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1214\/009117906000000746"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1214\/18-AAP1435"},{"key":"ref22","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-10061-5"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1142\/S0219493719500060"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1016\/j.jedc.2019.01.006"}],"container-title":["SIAM Journal on Control and Optimization"],"original-title":[],"language":"en","deposited":{"date-parts":[[2025,9,1]],"date-time":"2025-09-01T07:09:33Z","timestamp":1756710573000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/25M1723529"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025,9,1]]},"references-count":23,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2025,10,31]]}},"alternative-id":["10.1137\/25M1723529"],"URL":"https:\/\/doi.org\/10.1137\/25m1723529","relation":{},"ISSN":["0363-0129","1095-7138"],"issn-type":[{"value":"0363-0129","type":"print"},{"value":"1095-7138","type":"electronic"}],"subject":[],"published":{"date-parts":[[2025,9,1]]}}}