{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2015:CECL7AKF5QE5JKCIJV6RV6PH5N","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"8c2525b8388700b538827b8bf2ec1e9e2acdf906badf03783a335adc6fa119f4","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2015-04-23T12:36:41Z","title_canon_sha256":"2c42a3911e716b463e743701aa0a23bbb7dd63b0861aa5ded9cf91d2b970739e"},"schema_version":"1.0","source":{"id":"1504.06146","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1504.06146","created_at":"2026-05-18T01:20:59Z"},{"alias_kind":"arxiv_version","alias_value":"1504.06146v2","created_at":"2026-05-18T01:20:59Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1504.06146","created_at":"2026-05-18T01:20:59Z"},{"alias_kind":"pith_short_12","alias_value":"CECL7AKF5QE5","created_at":"2026-05-18T12:29:14Z"},{"alias_kind":"pith_short_16","alias_value":"CECL7AKF5QE5JKCI","created_at":"2026-05-18T12:29:14Z"},{"alias_kind":"pith_short_8","alias_value":"CECL7AKF","created_at":"2026-05-18T12:29:14Z"}],"graph_snapshots":[{"event_id":"sha256:75918662cd2b5fa8a5ed79e4bea1b6175acb34f5de55fb48724163d8cb86cc10","target":"graph","created_at":"2026-05-18T01:20:59Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"We derive an algorithm in the spirit of Rogers and Davis & Burstein that leads to upper bounds for stochastic control problems. Our bounds complement lower biased estimates recently obtained in the work of Guyon & Henry-Labord\\`ere. We evaluate our estimates in numerical examples motivated from mathematical finance.","authors_text":"Christian Litterer, Pierre Henry-Labord\\`ere, Zhenjie Ren","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2015-04-23T12:36:41Z","title":"A dual algorithm for stochastic control problems: Applications to Uncertain Volatility Models and CVA"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1504.06146","kind":"arxiv","version":2},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:9dac977dfc50f952078ac9d6bb1d2e8a5cfab5fbda2bcaeffc1fd74ffed7edb6","target":"record","created_at":"2026-05-18T01:20:59Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"8c2525b8388700b538827b8bf2ec1e9e2acdf906badf03783a335adc6fa119f4","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2015-04-23T12:36:41Z","title_canon_sha256":"2c42a3911e716b463e743701aa0a23bbb7dd63b0861aa5ded9cf91d2b970739e"},"schema_version":"1.0","source":{"id":"1504.06146","kind":"arxiv","version":2}},"canonical_sha256":"1104bf8145ec09d4a8484d7d1af9e7eb7c14f41c84d56b796089e077759df839","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"1104bf8145ec09d4a8484d7d1af9e7eb7c14f41c84d56b796089e077759df839","first_computed_at":"2026-05-18T01:20:59.165243Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:20:59.165243Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"ko47ZE131VsVFegcl9505K7+ImoXbQYKN75Hq+gr/q+lVJuaqvWZMH0Z5ZyeJ1hqmM20PsadYeATV7ow+4qnCA==","signature_status":"signed_v1","signed_at":"2026-05-18T01:20:59.165870Z","signed_message":"canonical_sha256_bytes"},"source_id":"1504.06146","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:9dac977dfc50f952078ac9d6bb1d2e8a5cfab5fbda2bcaeffc1fd74ffed7edb6","sha256:75918662cd2b5fa8a5ed79e4bea1b6175acb34f5de55fb48724163d8cb86cc10"],"state_sha256":"ca891f31a76f5d712adaa50c5ebc07ea0e2bb4f15718fe7bba0959f924bc354c"}