{"as_of":"2026-08-18T14:12:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:ea1620362df6ea8238f2321889e3b01f7a85051338bf8bf7db5dace2095e9376","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":"2026-05-15T02:34:19.803167Z","state":"measured"},{"denominator":28,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":28,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-18T06:34:40.430872+00:00","state":"measured"},{"denominator":4,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":4,"source":"paper_references, paper_reference_links","source_observed_at":"2026-08-04T09:36:04.960763Z","state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"pith","source_observed_at":"2026-07-03T00:07:28.296718Z","state":"measured"}],"external_citation_measurements":[],"inbound":[{"citation":{"cited_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"cited_work":{"arxiv_id":"2605.14019","doi":null,"metadata_source":"pith","pith_arxiv_id":"2605.14019","snapshot_observed_at":"2026-07-03T00:07:28.296718Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","venue":"econ.EM","work_id":"7f529b6b-cb58-4984-ba0c-db34ea998642","year":2026},"citing_paper":{"arxiv_id":"2606.08791","last_updated":"2026-06-07T19:16:50Z","snapshot_observed_at":"2026-08-15T17:51:42.073293Z","submitted_at":"2026-06-07T19:16:50Z","title":"Evaluating AI Investment Strategies","version":1},"reference_index":1,"source":"arxiv_source","source_observed_at":"2026-06-27T17:28:47.497912Z"},"links":{"cited_paper":"/paper/2605.14019","citing_paper":"/paper/2606.08791"},"observation_digest":"sha256:d77f211e98d374be78bacd9fd14bee4cc59912bfee420d421196231af505f5b4","observation_id":"1a860f3f-bcd4-41ae-bfce-3c0582784590","resolution":{"observed_at":"2026-07-03T00:07:28.297907Z","resolver_source":"local_arxiv","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"cited_work":{"arxiv_id":"2605.14019","doi":null,"metadata_source":"pith","pith_arxiv_id":"2605.14019","snapshot_observed_at":"2026-07-03T00:07:28.296718Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","venue":"econ.EM","work_id":"7f529b6b-cb58-4984-ba0c-db34ea998642","year":2026},"citing_paper":{"arxiv_id":"2606.29018","last_updated":"2026-08-13T17:50:20Z","snapshot_observed_at":"2026-08-16T23:12:10.143584Z","submitted_at":"2026-06-27T17:35:21Z","title":"Liquidity-Based Audit of Algorithmic Trading Strategies","version":1},"reference_index":1,"source":"arxiv_source","source_observed_at":"2026-06-30T08:22:52.323031Z"},"links":{"cited_paper":"/paper/2605.14019","citing_paper":"/paper/2606.29018"},"observation_digest":"sha256:72f9d38a0186757c501297a59d8106c56405b1bf734ec2d9e3f5e9b26d23fa40","observation_id":"c37c289f-6fdc-43bf-8763-c0f116f49cc3","resolution":{"observed_at":"2026-06-30T08:24:26.341956Z","resolver_source":"local_arxiv","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2605.14019","snapshot_observed_at":"2026-08-01T14:11:46.878246Z","title":"arXiv preprint arXiv:2605.14019 [econ.EM] , year =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.18866","last_updated":"2026-07-30T07:38:55Z","snapshot_observed_at":"2026-08-17T21:03:32.361649Z","submitted_at":"2026-07-21T08:58:25Z","title":"Optimizing Regret","version":2},"reference_index":1,"source":"arxiv_source","source_observed_at":"2026-08-01T14:11:46.878246Z"},"links":{"cited_paper":"/paper/2605.14019","citing_paper":"/paper/2607.18866"},"observation_digest":"sha256:13d2165ee9b0276cd9c306e9b49601616c7e16f12d792bfa3dc6a9db84dbc81c","observation_id":"f74e0276-77c4-49cf-8ef5-49535e695a89","resolution":{"observed_at":"2026-08-01T14:11:46.878246Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2605.14019","snapshot_observed_at":"2026-08-04T09:36:04.960763Z","title":"arXiv preprint arXiv:2605.14019 [econ.EM] , year =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2608.02311","last_updated":"2026-08-10T16:12:52Z","snapshot_observed_at":"2026-08-16T10:24:26.309552Z","submitted_at":"2026-08-03T14:36:11Z","title":"AI Governance for Institutional Readiness in Finance","version":1},"reference_index":1,"source":"arxiv_source","source_observed_at":"2026-08-04T09:36:04.960763Z"},"links":{"cited_paper":"/paper/2605.14019","citing_paper":"/paper/2608.02311"},"observation_digest":"sha256:c2caa23c205aefd2215b9bcbd6b8c2ee6059961cc3c131940f845da76ce335aa","observation_id":"68ce56c3-c780-473b-910c-bcec88e75811","resolution":{"observed_at":"2026-08-04T09:36:04.960763Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"links":{"evidence":"/evidence","html":"/paper/2605.14019/citation-record","integrity":"/paper/2605.14019/integrity","json":"/paper/2605.14019/citation-record.json","paper":"/paper/2605.14019"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":"raw_reference","pith_arxiv_id":null,"snapshot_observed_at":"2026-06-05T21:23:00.469572Z","title":"Differentiable convex optimization layers","venue":null,"work_id":"0b8d41ab-b7be-4bfe-950b-512d01b2e317","year":2019},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":1,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:3911c4695397f082b973eedf2ad472d69dcafc6790287ee35100a81eb8d49bea","observation_id":"112e820a-14cc-4c72-a288-3cb4269a5c13","resolution":{"observed_at":"2026-05-15T04:29:45.876139Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Generalization bounds in the predict-then-optimize framework","venue":null,"work_id":"d1c9bd2a-2684-4ad3-b2e0-a0fa5b88b29d","year":2022},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":2,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:6459466bacfb0b016817bc7591afabb38d05d7d8507d8d5ef8fa4fce27cc7a85","observation_id":"b30726ba-41e0-4d76-970f-a5fe0938b915","resolution":{"observed_at":"2026-05-15T04:29:45.924011Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Separability and decomposition in SAA for stochastic mixed- integer programming","venue":null,"work_id":"49b8cd66-0592-4030-bef1-e06c44a5c81e","year":2015},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":3,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:93c3f6413d8bc6fd51bdefd778c969170966114f3cb6827a92a9be08245ab30d","observation_id":"ebf46659-96c4-42fb-baeb-8392bbbfee2b","resolution":{"observed_at":"2026-05-15T04:29:45.869590Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Machine learning for combinatorial optimization: A methodological tour d’horizon","venue":null,"work_id":"e1c9bf4d-732d-433d-8338-3620f3ffc46f","year":2021},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":4,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:d4cb6c519264555e9b602d7645b8b7145555105457f0f89205f99f14dfc9e426","observation_id":"ae03eab0-ec12-40ba-b87f-4d3482eb7f11","resolution":{"observed_at":"2026-05-15T04:29:45.893488Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Statistical analysis of Wasserstein distributionally robust estimators","venue":null,"work_id":"298cca64-22dd-4bea-bc92-8b8b9235d202","year":2023},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":5,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:b063246207817889cfa6fced9e37a665592250946c3df176c27cd071e90f33dd","observation_id":"4d7e937c-5f7a-4915-8e3f-38c3f6b0db33","resolution":{"observed_at":"2026-05-15T04:29:45.851154Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Combinatorial optimization and reasoning with graph neural networks","venue":null,"work_id":"5c9ddeb3-e58f-4f68-b9f2-da4ba08030e8","year":2023},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":6,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:db7548bb2ed8fe545b926477e53e630a0ca47be18621c0d0b62b77726a057f70","observation_id":"142eb1c5-dca1-43cc-bf35-50309b96f76c","resolution":{"observed_at":"2026-05-15T04:29:45.906344Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2210.09876","last_updated":"2023-08-29T17:39:30Z","snapshot_observed_at":"2026-08-18T02:04:29.487563Z","submitted_at":"2022-10-18T14:08:52Z","title":"Radial Oscillations and Dynamical Instability Analysis for Linear-Quadratic GUP-modified White Dwarfs","version":3},"cited_work":{"arxiv_id":"2210.09876","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2210.09876","snapshot_observed_at":"2026-06-05T21:23:00.469572Z","title":"The Impact of Linear Optimization on Promotion Planning","venue":null,"work_id":"efddc6f0-c8a6-4c64-a623-877e282f9239","year":2017},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":7,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"cited_paper":"/paper/2210.09876","citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:def87c08230fa25147420037ec0b58b5669b5cc9a18e7b07cce3246b21f181f0","observation_id":"e4194cf2-a520-4d2f-97e6-793b1eb1bfee","resolution":{"observed_at":"2026-05-15T02:39:41.713103Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2104.12225","last_updated":"2021-04-25T18:21:59Z","snapshot_observed_at":"2026-08-16T18:29:13.290985Z","submitted_at":"2021-04-25T18:21:59Z","title":"DC3: A learning method for optimization with hard constraints","version":1},"cited_work":{"arxiv_id":"2104.12225","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2104.12225","snapshot_observed_at":"2026-07-04T06:29:37.405587Z","title":"DC3: A learn- ing method for optimization with hard constraints","venue":null,"work_id":"7eba13d4-3903-47a2-bfb0-3f6963a31e51","year":2021},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":8,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"cited_paper":"/paper/2104.12225","citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:e6af1ff5360ba1d86b860224f6ac753e6f92ebec1677b52972c97290a3b2f12e","observation_id":"a8087a4e-2ad3-40a4-a77a-b8cd27a76a21","resolution":{"observed_at":"2026-05-15T02:39:41.709980Z","resolver_source":"arxiv_id","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"The Fr´ echet distance between multivariate normal distributions","venue":null,"work_id":"0041b526-168b-4d91-8b58-e0677ec53984","year":1982},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":9,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:d4fa6a950c43fc6902959079acbf427fcf4a0026fe27f5e11197de54ecaedcaf","observation_id":"4bd09536-647e-4ca3-a610-39c31224226b","resolution":{"observed_at":"2026-05-15T04:29:45.880547Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Smart “Predict, then Optimize","venue":null,"work_id":"2a1d948e-4bd7-4b0b-9c56-05722ba63d35","year":2022},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":10,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:696251b3400561b027f1d26fbc14e13e2ddd5245fc535fd2ff91ce3b5ce3c6d9","observation_id":"0d04815b-ab51-4498-84b9-ab426e7a957d","resolution":{"observed_at":"2026-05-15T04:29:45.864628Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Postoptimal analysis of a linear program under simultaneous changes in matrix coefficients","venue":null,"work_id":"4435f100-97a7-404e-ae39-26fada7c2bf3","year":1985},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":11,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:b282680b6d21fea67816f207cc02da85786c157ecd8e5c44246d229bea65b379","observation_id":"a1e16c97-239f-483d-9f6e-59c7c6e61e64","resolution":{"observed_at":"2026-05-15T04:29:45.920149Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Indirect estimation via L= Aˆ W","venue":null,"work_id":"1c08ea3f-ff2b-49d9-936c-7e473a48471c","year":1989},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":12,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:7123bdadfbc4e058e668c47cba086859fa6a9124632a7936f5aa2e7adf8dd685","observation_id":"0a67d65a-caf4-4443-895a-a903f595821d","resolution":{"observed_at":"2026-05-15T04:29:45.911070Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Learning-Based Robust Optimization: Procedures and Statistical Guarantees","venue":null,"work_id":"8f975db6-6658-423f-95c5-1728d00382d7","year":2021},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":13,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:40cf552f21cbd32f58553c9f965291de3066899414b5942bebf31e8df1673770","observation_id":"d953129c-ba3d-4d92-a3dd-872ee99e7f2e","resolution":{"observed_at":"2026-05-15T04:29:45.836071Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2103.16378","last_updated":"2021-03-30T14:19:30Z","snapshot_observed_at":"2026-08-16T18:35:11.129748Z","submitted_at":"2021-03-30T14:19:30Z","title":"End-to-End Constrained Optimization Learning: A Survey","version":1},"cited_work":{"arxiv_id":"2103.16378","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2103.16378","snapshot_observed_at":"2026-07-04T06:19:37.385616Z","title":"The Sample Average Approximation Method for Stochastic Discrete Optimization","venue":null,"work_id":"72db3a46-d598-49f5-8dd6-5073f0228098","year":2021},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":14,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"cited_paper":"/paper/2103.16378","citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:510be636febfd03e3c94133f20b44710b7a781ec75b54afa34f6aadcc2cfd26e","observation_id":"f1878214-8b41-472d-b6c0-a6d98c89ab6d","resolution":{"observed_at":"2026-05-15T02:39:41.691105Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Wasserstein distributionally robust optimization: Theory and applications in machine learning","venue":null,"work_id":"d1fe50d6-0b9a-4cbf-9eb4-a485681e5970","year":2019},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":15,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:d1b5a56a6c5f8bb53ddd73868e804f0a3d25e068afb867b9555f08babdeb8f63","observation_id":"4f449442-ace8-40ed-beac-d88e5e0f3464","resolution":{"observed_at":"2026-05-15T04:29:45.858368Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1606.01885","last_updated":"2016-06-06T19:50:47Z","snapshot_observed_at":"2026-08-16T15:15:44.121112Z","submitted_at":"2016-06-06T19:50:47Z","title":"Learning to Optimize","version":1},"cited_work":{"arxiv_id":"1606.01885","doi":null,"metadata_source":"pith","pith_arxiv_id":"1606.01885","snapshot_observed_at":"2026-07-10T02:26:43.055072Z","title":"Learning to Optimize","venue":"cs.LG","work_id":"2e174213-3cfd-45bc-ae92-7d3265901fb1","year":2016},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":16,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"cited_paper":"/paper/1606.01885","citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:770c9638a098c5176aae8e5176cab72b08ef92b9d0531185846becfe7e1b1730","observation_id":"723a089f-b014-4c40-affb-eb4adac65076","resolution":{"observed_at":"2026-05-15T02:39:41.694821Z","resolver_source":"local_arxiv","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2302.00076","last_updated":"2024-05-15T07:14:34Z","snapshot_observed_at":"2026-08-16T15:58:42.446560Z","submitted_at":"2023-01-31T20:16:33Z","title":"Ionic liquid-electrode interface: classification of ions, saturation of layers, and structure-determined potentials","version":2},"cited_work":{"arxiv_id":"2302.00076","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2302.00076","snapshot_observed_at":"2026-06-05T21:23:00.469572Z","title":"Bounds and approximations for multistage stochastic programs","venue":null,"work_id":"0d1abe25-cd1a-4fee-9e00-4f401e49d6a9","year":2016},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":17,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"cited_paper":"/paper/2302.00076","citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:f983193a94f6e9c11940d9e8c997f7c6ea7a93f108c96df904204b6e8e1fd0ab","observation_id":"5f15d785-148e-4a96-8157-c91e20ecf003","resolution":{"observed_at":"2026-05-15T02:39:41.706435Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Portfolio Selection","venue":null,"work_id":"660cd8d0-55aa-47eb-aa3b-6cac1aef64c1","year":1952},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":18,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:5e4628e8215f5757d4cf763f8dfec53433e2a5d660bc5ce4c6d5ba7f7adb28d6","observation_id":"2c044d09-1fe8-451e-bdf6-fd78f175a0ad","resolution":{"observed_at":"2026-05-15T04:29:45.885804Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Importance sampling for robust optimization with environmental applications","venue":null,"work_id":"c5d24535-00a9-472e-8c45-3b334aefe088","year":2023},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":19,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:2c0538409600db459e30c85f92fe2570f8699bfe2713b3eef0f4a4ba6ab22636","observation_id":"15eca534-bade-41d1-a43b-ed1bfdeeb574","resolution":{"observed_at":"2026-05-15T04:29:45.830100Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"1908.05659","last_updated":"2019-08-13T00:43:41Z","snapshot_observed_at":"2026-08-15T17:50:04.032669Z","submitted_at":"2019-08-13T00:43:41Z","title":"Distributionally Robust Optimization: A Review","version":1},"cited_work":{"arxiv_id":"1908.05659","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"1908.05659","snapshot_observed_at":"2026-07-03T14:08:21.585029Z","title":"Distributionally robust optimization: A review","venue":null,"work_id":"98a2a8ec-6d3c-4959-a95a-e336fda983d0","year":1908},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":20,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"cited_paper":"/paper/1908.05659","citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:2eee8afeaed3d7884a0b4b2c2b8fca95efbc9d5ac56ffaf45f901afd6c666896","observation_id":"b38a666d-e31f-4639-bcf4-511b29815fef","resolution":{"observed_at":"2026-05-15T02:39:41.698543Z","resolver_source":"arxiv_id","status":"metadata_mismatch"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}},{"citation":{"cited_paper":{"arxiv_id":"2303.12384","last_updated":"2023-08-10T02:39:22Z","snapshot_observed_at":"2026-08-17T21:11:28.472855Z","submitted_at":"2023-03-22T08:47:37Z","title":"RegFormer: An Efficient Projection-Aware Transformer Network for Large-Scale Point Cloud Registration","version":3},"cited_work":{"arxiv_id":"2303.12384","doi":null,"metadata_source":"arxiv_reference","pith_arxiv_id":"2303.12384","snapshot_observed_at":"2026-06-05T21:23:00.469572Z","title":"Sensitivity analysis in linear programming and quadratic programming","venue":null,"work_id":"06e35c97-e8f4-42f5-b880-60bfb5e10775","year":1979},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":21,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"cited_paper":"/paper/2303.12384","citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:ba6e50a1b6bdbe81c6962e820805f5848a56507041653217921af2b09d33dc39","observation_id":"b94027fb-3ee0-4f2e-868a-11f8786d5e42","resolution":{"observed_at":"2026-05-15T02:39:41.702398Z","resolver_source":"arxiv_id","status":"verified_exact"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Inference of statistical bounds for multistage stochastic programming problems","venue":null,"work_id":"c63d91ba-85f6-40aa-813c-b2a4f38871ac","year":2003},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":22,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:b73913531e226b1625ba526a89ddda7a7e21d73e64995ff3f5a54bfbf069b003","observation_id":"5d3be612-6937-41aa-89ed-32ac13384f17","resolution":{"observed_at":"2026-05-15T04:29:45.929459Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"Risk neutral and risk averse stochastic dual dynamic programming method","venue":null,"work_id":"3518fbff-93b4-4e1e-883b-cb5b41562652","year":2013},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":23,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:10a7f6a6dc448972e9073b31dabd9c951a54671f9c5f1a7c12444d4739758847","observation_id":"cbbf0d47-6f59-4689-aa39-388f8c45a519","resolution":{"observed_at":"2026-05-15T04:29:45.898956Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+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":"2026-06-05T21:23:00.469572Z","title":"End-to-end learning and intervention in games","venue":null,"work_id":"8de06629-2a0c-4dcc-9cba-7c3f7a152fd3","year":2020},"citing_paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization","version":1},"reference_index":24,"source":"pdf_text","source_observed_at":"2026-05-15T02:34:19.803167Z"},"links":{"citing_paper":"/paper/2605.14019"},"observation_digest":"sha256:f37cd7a136ebd4e7184f449a24ed6cf58a607b82e0cd4e6447ff51a7272bd7c9","observation_id":"65ef04e4-e4d6-47ed-9a06-488b9ecbba3a","resolution":{"observed_at":"2026-05-15T04:29:45.933787Z","resolver_source":"raw_fallback","status":"verified_fuzzy"},"standing_notice":{"events":[],"observation":"No event found in the named queried sources as of 2026-08-18T06:34:40.430872+00:00.","reason":null,"source_receipts":[{"observed_at":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"state":"measured"}}],"paper":{"arxiv_id":"2605.14019","last_updated":"2026-05-13T18:32:44Z","latest_version":1,"primary_category":"econ.EM","snapshot_observed_at":"2026-08-18T02:04:20.813741Z","submitted_at":"2026-05-13T18:32:44Z","title":"Regret Equals Covariance: A Closed-Form Characterization for Stochastic Optimization"},"reference_resolution":{"displayed":24,"state_counts":{"malformed_identifier":0,"metadata_mismatch":3,"parse_uncertain":0,"unresolved":0,"verified_exact":4,"verified_fuzzy":17},"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":"2026-08-18T06:34:40.430872+00:00","source":"crossref"},{"observed_at":"2026-08-18T06:34:34.496301+00:00","source":"retraction_watch"}],"thesis":"As of 18 August 2026, this Paper Citation Record lists 24 of 24 outbound references and 4 inbound Pith citation observations for arXiv:2605.14019."}