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 2026-08-07T06:34:17.273281+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

verified exact4
verified fuzzy10
unresolved6
parse uncertain0
malformed identifier0
metadata mismatch1

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

Resolution: verified fuzzy; 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 2026-08-07T06:34:17.273281+00:00.

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

Resolution: verified fuzzy; 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 2026-08-07T06:34:17.273281+00:00.

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

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T15:32:05.104642Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

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

Resolution: verified fuzzy; 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 2026-08-07T06:34:17.273281+00:00.

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

Resolution: verified exact; 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 2026-08-07T06:34:17.273281+00:00.

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

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T15:32:05.720877Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

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

Resolution: unresolved; no resolver link, observed 2026-08-06T15:32:03.340302Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T15:32:04.837480Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

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

Resolution: verified fuzzy; 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 2026-08-07T06:34:17.273281+00:00.

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

Resolution: unresolved; no resolver link, observed 2026-08-06T15:32:02.727045Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

Resolution: unresolved; no resolver link, observed 2026-08-06T15:32:02.933895Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

Resolution: unresolved; no resolver link, observed 2026-08-06T15:32:02.778013Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

Resolution: verified exact; local_arxiv, observed 2026-08-06T15:32:04.273756Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

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

Resolution: verified exact; local_arxiv, observed 2026-08-06T15:32:04.406394Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

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

Resolution: unresolved; no resolver link, observed 2026-08-06T15:32:02.690019Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T15:32:05.912147Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

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

Resolution: unresolved; no resolver link, observed 2026-08-06T15:32:02.494671Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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

Resolution: verified exact; local_arxiv, observed 2026-08-06T15:32:04.580766Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

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

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T15:32:06.024918Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

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

Resolution: verified fuzzy; raw_fallback, observed 2026-08-06T15:32:05.529892Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

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

Resolution: metadata mismatch; local_arxiv, observed 2026-08-06T15:32:03.991247Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-07T06:34:17.273281+00:00.

Pith citing papers

No inbound Pith citation observations are available.