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Paper Citation Record · LEDGER

Robust Control under Stationary Ambiguity

As of 8 August 2026, this Paper Citation Record lists 21 of 21 outbound references and 0 inbound Pith citation observations for arXiv:2608.04832.

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

pith.paper-citation-record.v1
2608.04832 v1

Coverage vector

measured 21 of 21 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-06T15:32:03.869886Z

measured 21 of 21 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-08T06:32:00.761636+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

21 of 21 outbound references displayed

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External citation measurements

No source-named external measurement is stored.

Outbound references

Observation c5c7d875-4027-4e4d-83c9-5ef1ce00f8a9 · outbound

This paper cites Proposition(Doob’s theorem).Let X and Y be Polish spaces, equipped with their Borel σ-algebras.

Robust Control under Stationary Ambiguity Proposition(Doob’s theorem).Let X and Y be Polish spaces, equipped with their Borel σ-algebras

Reference 1

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raw_fallback, observed 2026-08-06T15:32:05.344621Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

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Observation 2c0bd1a1-93be-4445-9848-a2385619501f · outbound

This paper cites The result is well-known (Kunita, 1971; van Handel, 2012).

Robust Control under Stationary Ambiguity The result is well-known (Kunita, 1971; van Handel, 2012)

Reference 2

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raw_fallback, observed 2026-08-06T15:32:05.227067Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:03.548140Z digest=sha256:5249df9a77b40a2247c265cbf60c788c8daf6e17b5a7f132da09d12804cee546

Observation a4e085cb-b024-4c3e-a1dc-a08e91271a74 · outbound

This paper cites Our recursion is of this form, with the latent process X as the stationary driving sequence.

Robust Control under Stationary Ambiguity Our recursion is of this form, with the latent process X as the stationary driving sequence

Reference 3

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raw_fallback, observed 2026-08-06T15:32:05.104642Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:03.626335Z digest=sha256:980535507c5a0589ef07587b958d3a0ea9a57852e73d5a4994b7ce3da536769b

Observation 61c05563-54a9-4e72-95d6-ac0e7641d3a1 · outbound

This paper cites Since the drift is known, the policy does not learn about it from its observations and the optimal investment amount is constant over time.

Robust Control under Stationary Ambiguity Since the drift is known, the policy does not learn about it from its observations and the optimal investment amount is constant over time

Reference 6

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raw_fallback, observed 2026-08-06T15:32:04.944674Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:03.706466Z digest=sha256:81608646821c6e1628b66e7a8eb45b10f8db02506b6a99216e98eb3b86a0f956

Observation f5345f4e-ba4e-4bc8-bf1e-bf0456be8be8 · outbound

This paper cites Exponential forgetting of smoothing distributions for pairwise Markov models.

Robust Control under Stationary Ambiguity Exponential forgetting of smoothing distributions for pairwise Markov models

Reference 8

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local_arxiv, observed 2026-08-06T15:32:04.122894Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:02.895217Z digest=sha256:0986baa9b9b2212425d3edd10f88d5f0b4247544b246eb5484c00e5a5e07229f

Observation 389e614d-31d1-4e80-a008-4c5538ea427f · outbound

This paper cites Domain randomization for transferring deep neural networks from simulation to the real world.

Robust Control under Stationary Ambiguity Domain randomization for transferring deep neural networks from simulation to the real world

Reference 13

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:03.250793Z digest=sha256:983b3c218c5d2774c53ccea88f9b97e2b18d39beb65845051d7294cb52cf8eaf

Observation a2006c4f-4b77-434c-b473-bbbaaecbd1a7 · outbound

This paper cites Multi-Asset Spot and Option Market Simulation.

Robust Control under Stationary Ambiguity Multi-Asset Spot and Option Market Simulation

Reference 14

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Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-06T15:32:03.340302Z digest=sha256:59a82f6bb7d96b9c394c427ccacc1505f3a1cbe99daca5a14f9cbef605e434e0

Observation fbffe02b-8c5f-4a89-97a2-d2757b8564f9 · outbound

This paper cites Throughout this subsection, we work on the bi-infinite time axis and write Gt :=σ(Y s :s≤t), t∈Z.

Robust Control under Stationary Ambiguity Throughout this subsection, we work on the bi-infinite time axis and write Gt :=σ(Y s :s≤t), t∈Z

Reference 20

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source=pdf_text observed=2026-08-06T15:32:03.808043Z digest=sha256:4d5691ad42a64e026b7fe56c8948525228a8d8ec451a9fdd56030f6a2adff27d

Observation 180d5ff6-74b0-44c4-bc1d-fe96864eaa54 · outbound

This paper cites It therefore does not force the policy to inherit the specialization behavior of the static latent policy.

Robust Control under Stationary Ambiguity It therefore does not force the policy to inherit the specialization behavior of the static latent policy

Reference 21

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raw_fallback, observed 2026-08-06T15:32:04.700506Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:03.869886Z digest=sha256:94af49d8d66e2f1b2ec189d9bcb2a9f3bd5529b9e9c35ab5652c0b49d6ed7d92

Observation 016376fc-74bb-4db8-82dd-a161a83fd6cc · outbound

This paper cites Designing and Interpreting Probes with Control Tasks.

Robust Control under Stationary Ambiguity Designing and Interpreting Probes with Control Tasks

Reference 1993

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Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-06T15:32:02.727045Z digest=sha256:b0caeda6be6bb7f400e7f53b4a40eb1ddd712e52c6c8aeddd6f1175f5b5be782

Observation 2e885b47-a5f9-4ff1-b16a-4b7aadf9d37d · outbound

This paper cites A detailed treatment of Doob's theorem.

Robust Control under Stationary Ambiguity A detailed treatment of Doob's theorem

Reference 1995

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Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-06T15:32:02.933895Z digest=sha256:2947a53bef00fb1d9a2cabcafe53639bb60605f8439e0b70c31a2de73d6e9e45

Observation b3a91f5e-9fd8-42a3-a4e5-4f2b43e0444c · outbound

This paper cites Adam: A Method for Stochastic Optimization.

Robust Control under Stationary Ambiguity Adam: A Method for Stochastic Optimization

Reference 2001

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source=pdf_text observed=2026-08-06T15:32:02.778013Z digest=sha256:b6b1ba1e07948e079554f6eeb6c8c683ac59bb7e9be9f1a498d1ef39da1127f1

Observation a39ff262-1ffb-4533-8900-e456382fb19f · outbound

This paper cites Deep Hedging with Options Using the Implied Volatility Surface.

Robust Control under Stationary Ambiguity Deep Hedging with Options Using the Implied Volatility Surface

Reference 2008

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:02.607372Z digest=sha256:68227c2c08777790feb0ec41ebe4723ea0a47879f1922b3b1e93961a88174a60

Observation 0d9aece7-6acc-4941-9d5c-951bc8d6ef98 · outbound

This paper cites Exponential Spectral Risk Measures.

Robust Control under Stationary Ambiguity Exponential Spectral Risk Measures

Reference 2009

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local_arxiv, observed 2026-08-06T15:32:04.406394Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:02.549531Z digest=sha256:d796ed4e8d4cbabc5a8b867ef4c06e510855cc2ce5d767b5040e2ede998ea10e

Observation 7311fa82-31e2-4035-afd7-b4df73b49406 · outbound

This paper cites Deep Learning Approximation for Stochastic Control Problems.

Robust Control under Stationary Ambiguity Deep Learning Approximation for Stochastic Control Problems

Reference 2013

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source=pdf_text observed=2026-08-06T15:32:02.690019Z digest=sha256:32c3e4afab64d816dbc7046a055777f239d17de75ecf8a9c06f5927f553262d8

Observation b161d409-4adf-4bd9-9249-d4f8cc93fd85 · outbound

This paper cites Sim-to-Real Transfer of Robotic Control with Dynamics Randomization.

Robust Control under Stationary Ambiguity Sim-to-Real Transfer of Robotic Control with Dynamics Randomization

Reference 2014

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:03.150005Z digest=sha256:bb9350af741dfe576f3606f85ba231fe430cc2cb24299b5aa836948f06136d1d

Observation 6ca897fc-c73e-42f7-947e-93d9473d28ae · outbound

This paper cites A Data-driven Market Simulator for Small Data Environments.

Robust Control under Stationary Ambiguity A Data-driven Market Simulator for Small Data Environments

Reference 2019

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Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-06T15:32:02.494671Z digest=sha256:9677b697d4dd2058ed5247c4443c28babbd19c81987fd03472bb59bdf6b91752

Observation 116cf8de-294c-46ac-a6bf-c6874eabca1a · outbound

This paper cites Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling.

Robust Control under Stationary Ambiguity Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling

Reference 2020

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local_arxiv, observed 2026-08-06T15:32:04.580766Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:02.519645Z digest=sha256:0b3ff3946d9e26ee1cf0f8c1150a0b81275d43f149f5af5e1fb4b18bd76a124c

Observation 90bd35e2-871d-4014-8acc-958690da8df3 · outbound

This paper cites Option Valuation and Hedging Strategies with Jumps in the V olatility of Asset Returns.The Journal of Finance, 48 (5):1969–1984,.

Robust Control under Stationary Ambiguity Option Valuation and Hedging Strategies with Jumps in the V olatility of Asset Returns.The Journal of Finance, 48 (5):1969–1984,

Reference 2022

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:03.079104Z digest=sha256:74d63f309f65b5ed575abe843e35c7ed516a0fa54ad30e1367cdc1d85201787a

Observation 1209eb4a-b8bc-4651-bacc-db57cca131d6 · outbound

This paper cites Parametric regret in uncertain Markov decision processes.

Robust Control under Stationary Ambiguity Parametric regret in uncertain Markov decision processes

Reference 2023

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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

source=pdf_text observed=2026-08-06T15:32:03.405351Z digest=sha256:8d5185bc6b1bda155379e9c0c6b9fdb48ceae46a47dd93223963e0dda75f6efd

Observation 192fe6d6-39c7-41b7-a012-76a7c99ed0a5 · outbound

This paper cites Generating Financial Time Series by Matching Random Convolutional Features.

Robust Control under Stationary Ambiguity Generating Financial Time Series by Matching Random Convolutional Features

Reference 2024

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local_arxiv, observed 2026-08-06T15:32:03.991247Z

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No event found in the named queried sources as of 2026-08-08T06:32:00.761636+00:00.

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Pith citing papers

No inbound Pith citation observations are available.