{"as_of":"2026-08-09T04:29:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:cd50cbce9b42dda378e7ae002e5b964ede65adc4856c85e2ccf93f1be41f055a","coverage":[{"denominator":24,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":24,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-07T15:07:30.830256Z","state":"measured"},{"denominator":25,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":25,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-08T06:32:00.761636+00:00","state":"measured"},{"denominator":1,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":1,"source":"paper_references, paper_reference_links","source_observed_at":"2026-05-10T19:31:33.732451Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"arxiv_reference","source_observed_at":"2026-05-10T22:50:51.112704Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"cited_work":{"arxiv_id":"2505.16651","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2505.16651","snapshot_observed_at":"2026-06-05T21:23:00.469572Z","title":"Risk-averse formulations of stochastic optimal control and markov decision processes","venue":null,"work_id":"fa94597b-7db4-4230-9f56-9b48cebbd09f","year":2025},"citing_paper":{"arxiv_id":"2604.04795","last_updated":"2026-07-07T17:01:01Z","snapshot_observed_at":"2026-07-13T09:40:41.819534Z","submitted_at":"2026-04-06T16:01:59Z","title":"Sample Complexity for Markov Decision Processes and Stochastic Optimal Control with Static Risk Measures","version":1},"reference_index":28,"source":"pdf_text","source_observed_at":"2026-05-10T19:31:33.732451Z"},"links":{"cited_paper":"/paper/2505.16651","citing_paper":"/paper/2604.04795"},"observation_digest":"sha256:068bae690f8a12168b4084dd2acdbfce66cdd59a7b81d5b059c1e3ca15e39fbc","observation_id":"e5aad157-58f4-41fd-b3bd-33235c8231cd","resolution":{"observed_at":"2026-05-10T22:50:51.115377Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}}],"links":{"evidence":"/evidence","html":"/paper/2505.16651/citation-record","integrity":"/paper/2505.16651/integrity","json":"/paper/2505.16651/citation-record.json","paper":"/paper/2505.16651"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:34.289230Z","title":"Artzner, F","venue":null,"work_id":"c2af2d91-5da6-4a7f-a7b2-31326fddd424","year":1999},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:28.387765Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:5ea74979969ea42a350e14e46a4d39da8080ebfc8543d1fbc6b990e93dacd3e1","observation_id":"a15e243a-093c-464a-afba-3f9f3d02ead2","resolution":{"observed_at":"2026-08-07T15:07:34.401614Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:34.066251Z","title":"Bertsekas and S.E","venue":null,"work_id":"c49ddc9e-aae0-4838-8137-4db495353e74","year":1978},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:28.502291Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:cec15add66efab25e589ba818d851a7380cbe74b1475fdd9d5340b67a847e204","observation_id":"adb5d1ed-aa69-4a1c-9436-88d8afbbaa11","resolution":{"observed_at":"2026-08-07T15:07:34.166109Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:33.910040Z","title":"Probabilities and Potential","venue":null,"work_id":"ee4e1bfd-7f0d-4a91-aed2-e9c6fc381a75","year":1988},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:28.635722Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:a3683e11d167e38f4e5c15a0c35d3694f98934d0640dc6312cabd3593e13d07b","observation_id":"d0429fd8-e798-41bf-b4a4-6fb3062c6a30","resolution":{"observed_at":"2026-08-07T15:07:33.974788Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:33.755236Z","title":null,"venue":null,"work_id":"8bb9f611-044d-4512-a549-660e79f1bf52","year":2018},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:28.719500Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:65ac4898c276cd3b97415bc6131203c6532860bd034315a6227cfb50898f16c3","observation_id":"d63945f3-d323-4603-8d91-19fa6f237426","resolution":{"observed_at":"2026-08-07T15:07:33.819647Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:33.576056Z","title":null,"venue":null,"work_id":"6a02125e-600e-4a2b-adaf-23f9fa036750","year":1959},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:28.829906Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:8789f78ad036e59314f002c79be70d5973c3b4e6aa273685dc55fab10402f3e7","observation_id":"0acdbd51-e4a8-443f-a47c-4f15d1691ce5","resolution":{"observed_at":"2026-08-07T15:07:33.674264Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:33.440928Z","title":null,"venue":null,"work_id":"5e43c5ed-5ab0-4b86-a1d1-34a46f42f2ca","year":2005},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:28.917659Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:faedf5c721a923c0681717a52c699809f6366d9d1ea0df2b540b9141a855427d","observation_id":"7d1ee1a9-8747-455b-8f55-15b8cfe7b13d","resolution":{"observed_at":"2026-08-07T15:07:33.547182Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:33.215762Z","title":null,"venue":null,"work_id":"e346da33-3300-4292-8dcb-01b295f92e99","year":2008},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:28.968673Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:773aba6ee1ac61493233ab11d2160d04fd18bcf88601b5725f5fd8cef2941064","observation_id":"5773d7f2-6882-4c5f-9a09-ebb2f73b967d","resolution":{"observed_at":"2026-08-07T15:07:33.323421Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2411.02549","last_updated":"2025-05-26T19:59:17Z","snapshot_observed_at":"2026-07-06T19:45:08.566279Z","submitted_at":"2024-11-04T19:32:24Z","title":"Distributionally Robust Optimization","version":3},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2411.02549","snapshot_observed_at":"2026-08-07T15:07:29.017612Z","title":null,"venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:29.017612Z"},"links":{"cited_paper":"/paper/2411.02549","citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:55326fdb924baa177f19b6752f79a01b40b2ca4a219b646003195f82105170c6","observation_id":"fe92d895-fdc9-413b-92ff-babfa3a18645","resolution":{"observed_at":"2026-08-07T15:07:29.017612Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2308.11139","last_updated":"2024-05-05T05:24:09Z","snapshot_observed_at":"2026-08-05T05:16:17.664784Z","submitted_at":"2023-08-22T02:41:15Z","title":"Rectangularity and duality of distributionally robust Markov Decision Processes","version":5},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2308.11139","snapshot_observed_at":"2026-08-07T15:07:29.045672Z","title":null,"venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:29.045672Z"},"links":{"cited_paper":"/paper/2308.11139","citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:53dc7d123902930631361eff6f82391debeb1ee2c04b466741cb310c3e900173","observation_id":"9f8d7323-19ef-4959-b13f-4b0d6132c48c","resolution":{"observed_at":"2026-08-07T15:07:29.045672Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:32.968331Z","title":"Nilim and L","venue":null,"work_id":"c26b482a-9c8d-4460-b53e-94670f69675d","year":2005},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:29.113845Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:37a8172e24187a3e759c8fb89b8aaeb54639c2e20d9ae999352bfe9384b7c939","observation_id":"8e4a512d-0c59-410a-b7b3-9747a2b07feb","resolution":{"observed_at":"2026-08-07T15:07:33.074798Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:29.196894Z","title":"Markov decision processes: discrete stochastic dynamic programming","venue":null,"work_id":null,"year":2014},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:29.196894Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:5000b1fef3b5993cbd7e731fe384f6b19bf109a162822c5cc2cf19ade367e870","observation_id":"a94e360d-fa7f-4ce5-b98b-d175097b0b23","resolution":{"observed_at":"2026-08-07T15:07:29.196894Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:32.731331Z","title":null,"venue":null,"work_id":"0a37b41e-71fb-4cba-a8a9-179802aadd28","year":2002},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:29.257271Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:c3f75fc2f2c04e083db66352888152b77338460253b15b0064152425836a9b7d","observation_id":"584fa388-cd55-4659-b97f-c5941cd64ac4","resolution":{"observed_at":"2026-08-07T15:07:32.824549Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:32.507294Z","title":"Ruszczy´ nski","venue":null,"work_id":"64347fe8-cff0-48d7-a225-186a68b9bc09","year":2010},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:29.363691Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:b785e5681df4dd0c5d6af87e03229af0c05b5d83b00c1e23475c1525073ae4e2","observation_id":"5ff7feba-2700-4a4c-adaa-9509ec33c001","resolution":{"observed_at":"2026-08-07T15:07:32.593004Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:32.322288Z","title":"Ruszczy´ nski and A","venue":null,"work_id":"b17494bb-1694-4180-b552-325ddb7d64d0","year":2006},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:29.494007Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:ce211f92eb4fbc8761a33c85a7984bbb482e901b6ec9af0b8212dddbfa38597f","observation_id":"5cfe3524-074d-47b6-b072-786f07c0d618","resolution":{"observed_at":"2026-08-07T15:07:32.413373Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:32.095542Z","title":"Ruszczy´ nski and A","venue":null,"work_id":"88217427-469f-4f64-a264-8b6a11b1a684","year":2006},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:29.640317Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:e7218bfee5bee68b9a0a11e93501af73207f0d9a6efd861cf5a1373399a915bf","observation_id":"aca36d6a-c5b9-49e7-b285-7b3a1f4efa33","resolution":{"observed_at":"2026-08-07T15:07:32.178712Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:31.948635Z","title":null,"venue":null,"work_id":"2408ca4e-0f73-4888-9634-386d06b2061f","year":1958},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:29.760203Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:de5ddbe50f015ce16ae1036b45de10c485ac5d5252478f669f483bdd49090dbf","observation_id":"0188af98-138f-48ad-96eb-dfd01427583d","resolution":{"observed_at":"2026-08-07T15:07:31.984584Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:31.780340Z","title":null,"venue":null,"work_id":"f1536ffc-e4e3-453c-aeaf-708a72d6b4be","year":2017},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:29.917534Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:50555f2fa61e8393d52fcf337d8a7cfbd5a22732bbce4cbbc0688e7e2849679f","observation_id":"d211b504-981e-4251-a10e-62413bf6b749","resolution":{"observed_at":"2026-08-07T15:07:31.858178Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:31.600529Z","title":"Shapiro and Y","venue":null,"work_id":"e7d2bf39-0c49-4bf5-a3a7-13f00c2b8cb0","year":2021},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:30.068808Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:862a919cd0eee9e41c8ecef09d631b6cb296914f7e008f81dff9f46456be4507","observation_id":"453b9a88-29d6-422f-9d6f-9dd6267487a0","resolution":{"observed_at":"2026-08-07T15:07:31.673035Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:31.514153Z","title":"Shapiro, D","venue":null,"work_id":"323fea11-c4ea-45d3-a6b5-bfaea53c83b1","year":2021},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:30.230707Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:5b867e177aa1209ff69352900fbd36cf96a6e3d38b35ea471ece4e0f474207d2","observation_id":"7f913891-bc4d-479b-b6b8-1ce0ca4ed2d3","resolution":{"observed_at":"2026-08-07T15:07:31.554554Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:31.395267Z","title":"Shapiro and Yan Li","venue":null,"work_id":"dd9033c2-d80c-45a2-a5a1-925a59283f23","year":2025},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:30.342411Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:259841741b70b9776ec560b80f0b769c7918a4f35032510e151fff6d3b96648a","observation_id":"138c4a11-5edc-4249-9e86-fc0d81603f9f","resolution":{"observed_at":"2026-08-07T15:07:31.430292Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:31.323366Z","title":"Shapiro and A","venue":null,"work_id":"05dc8800-a77d-4471-8358-ddd4a4de372d","year":2024},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:30.430395Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:7013679972aa2c8cc52288c252d70476f56e37ff4d43b01608465f000bda60f4","observation_id":"16fc9f69-0267-4411-97a1-054b8597690c","resolution":{"observed_at":"2026-08-07T15:07:31.350785Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:31.197567Z","title":null,"venue":null,"work_id":"c4b77861-36f6-4145-bad5-1ccc70db0599","year":1958},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:30.525617Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:912a9ae04d3027928b32d1190d68c2a9a6d8ec9b264cfd360f6615798d64710c","observation_id":"2666a86d-4cb4-4497-810e-7730733303a6","resolution":{"observed_at":"2026-08-07T15:07:31.265916Z","resolver_source":"raw_fallback","status":"unresolved"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:31.110321Z","title":"Mesures dans les espaces produits","venue":null,"work_id":"49e7d610-998e-4e59-aebc-5ae411c90782","year":1949},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":23,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:30.653774Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:55d65f5182bf56ca30cfc149ba79ad3e1f80a5d0c6f514b0e53c59ecd9ef48a3","observation_id":"f732398a-506c-42f5-8321-05922e352574","resolution":{"observed_at":"2026-08-07T15:07:31.145019Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-08-07T15:07:30.992969Z","title":"Wiesemann, D","venue":null,"work_id":"012e2491-ec6f-4004-a910-97a5c4141f73","year":2013},"citing_paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes","version":1},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-08-07T15:07:30.830256Z"},"links":{"citing_paper":"/paper/2505.16651"},"observation_digest":"sha256:e9df45bc22d141b3f1d958a9a6df475d91becacd57649e27cc146b603ce8b0b6","observation_id":"60e6ea4f-e296-4b4b-8d73-3cf04e3b2b78","resolution":{"observed_at":"2026-08-07T15:07:31.057735Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"state":"measured"}}],"paper":{"arxiv_id":"2505.16651","last_updated":"2025-05-22T13:19:35Z","latest_version":1,"primary_category":"math.OC","snapshot_observed_at":"2026-08-07T14:55:26.424564Z","submitted_at":"2025-05-22T13:19:35Z","title":"Risk-averse formulations of Stochastic Optimal Control and Markov Decision Processes"},"reference_resolution":{"displayed":24,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":11,"verified_exact":0,"verified_fuzzy":13},"total_outbound_references":24},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-08T06:32:00.761636+00:00","source":"crossref"},{"observed_at":"2026-08-08T06:31:55.24221+00:00","source":"retraction_watch"}],"thesis":"As of 9 August 2026, this Paper Citation Record lists 24 of 24 outbound references and 1 inbound Pith citation observation for arXiv:2505.16651."}