{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2017:BTFQHF6GUEWU3W4EAMYQO2JWOC","short_pith_number":"pith:BTFQHF6G","schema_version":"1.0","canonical_sha256":"0ccb0397c6a12d4ddb84033107693670976451435be9cc3e0c91a6c33e95dafd","source":{"kind":"arxiv","id":"1703.09944","version":2},"attestation_state":"computed","paper":{"title":"Feedback optimal controllers for the Heston model","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.OC","authors_text":"Chiara Benazzoli, Luca Di Persio, Viorel Barbu","submitted_at":"2017-03-29T09:24:02Z","abstract_excerpt":"We prove the existence of an optimal feedback controller for a stochastic optimization problem constituted by a variation of the Heston model, where a stochastic input process is added in order to minimize a given performance criterion. The stochastic feedback controller is searched by solving a nonlinear backward parabolic equation for which one proves the existence of a martingale solution."},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1703.09944","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2017-03-29T09:24:02Z","cross_cats_sorted":[],"title_canon_sha256":"99759157a12f1143945167266f8dd587267fe1c3c7887da0d1afd7b8f0081d06","abstract_canon_sha256":"7abff98df6903f5ee2b2119f7e29ef7126453da46e9d7c69e881ac64987ea566"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:17:24.377125Z","signature_b64":"a2GHIseUBxnNoQD8IzFVX8Sq7CNNraR/VmAeo7OM46x6OKckC+CFmNpdA7qQ/OIO8LiER8B3xIHD/sXpV/lWAw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"0ccb0397c6a12d4ddb84033107693670976451435be9cc3e0c91a6c33e95dafd","last_reissued_at":"2026-05-18T00:17:24.376338Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:17:24.376338Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Feedback optimal controllers for the Heston model","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.OC","authors_text":"Chiara Benazzoli, Luca Di Persio, Viorel Barbu","submitted_at":"2017-03-29T09:24:02Z","abstract_excerpt":"We prove the existence of an optimal feedback controller for a stochastic optimization problem constituted by a variation of the Heston model, where a stochastic input process is added in order to minimize a given performance criterion. The stochastic feedback controller is searched by solving a nonlinear backward parabolic equation for which one proves the existence of a martingale solution."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1703.09944","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1703.09944","created_at":"2026-05-18T00:17:24.376477+00:00"},{"alias_kind":"arxiv_version","alias_value":"1703.09944v2","created_at":"2026-05-18T00:17:24.376477+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1703.09944","created_at":"2026-05-18T00:17:24.376477+00:00"},{"alias_kind":"pith_short_12","alias_value":"BTFQHF6GUEWU","created_at":"2026-05-18T12:31:08.081275+00:00"},{"alias_kind":"pith_short_16","alias_value":"BTFQHF6GUEWU3W4E","created_at":"2026-05-18T12:31:08.081275+00:00"},{"alias_kind":"pith_short_8","alias_value":"BTFQHF6G","created_at":"2026-05-18T12:31:08.081275+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/BTFQHF6GUEWU3W4EAMYQO2JWOC","json":"https://pith.science/pith/BTFQHF6GUEWU3W4EAMYQO2JWOC.json","graph_json":"https://pith.science/api/pith-number/BTFQHF6GUEWU3W4EAMYQO2JWOC/graph.json","events_json":"https://pith.science/api/pith-number/BTFQHF6GUEWU3W4EAMYQO2JWOC/events.json","paper":"https://pith.science/paper/BTFQHF6G"},"agent_actions":{"view_html":"https://pith.science/pith/BTFQHF6GUEWU3W4EAMYQO2JWOC","download_json":"https://pith.science/pith/BTFQHF6GUEWU3W4EAMYQO2JWOC.json","view_paper":"https://pith.science/paper/BTFQHF6G","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1703.09944&json=true","fetch_graph":"https://pith.science/api/pith-number/BTFQHF6GUEWU3W4EAMYQO2JWOC/graph.json","fetch_events":"https://pith.science/api/pith-number/BTFQHF6GUEWU3W4EAMYQO2JWOC/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/BTFQHF6GUEWU3W4EAMYQO2JWOC/action/timestamp_anchor","attest_storage":"https://pith.science/pith/BTFQHF6GUEWU3W4EAMYQO2JWOC/action/storage_attestation","attest_author":"https://pith.science/pith/BTFQHF6GUEWU3W4EAMYQO2JWOC/action/author_attestation","sign_citation":"https://pith.science/pith/BTFQHF6GUEWU3W4EAMYQO2JWOC/action/citation_signature","submit_replication":"https://pith.science/pith/BTFQHF6GUEWU3W4EAMYQO2JWOC/action/replication_record"}},"created_at":"2026-05-18T00:17:24.376477+00:00","updated_at":"2026-05-18T00:17:24.376477+00:00"}