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Paper Citation Record · LEDGER

Mean-Variance Optimization in Markov Decision Processes

As of 16 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 3 inbound Pith citation observations for arXiv:1104.5601.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
1104.5601 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 3 of 3 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00

measured 3 of 3 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-14T11:47:00.333595Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: pith, observed 2026-08-11T10:38:31.122634Z

Reference resolution

0 of 0 outbound references displayed

  • verified exact0
  • verified fuzzy0
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 92173d96-c6d8-4931-8b53-7c840677d645 · inbound

Practical Risk Measures in Reinforcement Learning cites this paper.

Practical Risk Measures in Reinforcement Learning Mean-Variance Optimization in Markov Decision Processes

Reference 25

Resolution
unresolved
no resolver link, observed 2026-08-14T11:47:00.333595Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-14T11:47:00.333595Z digest=sha256:50ee19c4d144a38a1124fee64036445e32b2b156e5e1a2df8f5dfc235e63bd33

Observation 3485bfa5-cba4-4b66-ab1e-74501b6a293b · inbound

A Bayesian Composite Risk Approach for Stochastic Optimal Control and Markov Decision Processes cites this paper.

A Bayesian Composite Risk Approach for Stochastic Optimal Control and Markov Decision Processes Mean-Variance Optimization in Markov Decision Processes

Reference 50

Resolution
verified exact
local_arxiv, observed 2026-08-11T10:38:31.160227Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=pdf_text observed=2026-08-11T10:38:29.986354Z digest=sha256:943a1be2e7f4736ac85a563c19a26ac2ea707d8f9c523c9761b01a8099cf95ca

Observation 6032126f-951a-4295-b8fc-233b92b1c413 · inbound

Consistent Variance Estimation for Q-Function Estimators in Finite-Horizon MDP Tree Search cites this paper.

Consistent Variance Estimation for Q-Function Estimators in Finite-Horizon MDP Tree Search Mean-Variance Optimization in Markov Decision Processes

Reference 13

Resolution
unresolved
no resolver link, observed 2026-08-02T01:52:00.658423Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-02T01:52:00.658423Z digest=sha256:3b343acbab16b85fc0e57fed783cee817426b5d6bb64330b76f401b603e1d3b0