{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2024:D5BC3MKHNFIWTPME3J3WI6FKBF","short_pith_number":"pith:D5BC3MKH","schema_version":"1.0","canonical_sha256":"1f422db147695169bd84da776478aa09796462e4e905281c9296cdff87240777","source":{"kind":"arxiv","id":"2407.00266","version":1},"attestation_state":"computed","paper":{"title":"Vector-valued robust stochastic control","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["q-fin.PM"],"primary_cat":"math.OC","authors_text":"Gabriela Kov\\'a\\v{c}ov\\'a, Igor Cialenco","submitted_at":"2024-06-29T00:03:09Z","abstract_excerpt":"We study a dynamic stochastic control problem subject to Knightian uncertainty with multi-objective (vector-valued) criteria. Assuming the preferences across expected multi-loss vectors are represented by a given, yet general, preorder, we address the model uncertainty by adopting a robust or minimax perspective, minimizing expected loss across the worst-case model. For loss functions taking real (or scalar) values, there is no ambiguity in interpreting supremum and infimum. In contrast to the scalar case, major challenges for multi-loss control problems include properly defining and interpret"},"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":"2407.00266","kind":"arxiv","version":1},"metadata":{"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"math.OC","submitted_at":"2024-06-29T00:03:09Z","cross_cats_sorted":["q-fin.PM"],"title_canon_sha256":"df562d3989244499f2c131a3e5dc83002c0d2669956c766e4050ff1fa4334f64","abstract_canon_sha256":"631aa2437024bffbcbe0744646de600f70cc3a681a60e80385841aa805041649"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T08:38:16.880536Z","signature_b64":"XDbcICuGOw5qhZgRWEsZyK8QIAXr7t4V28cfSPhsNc7XnUy+hUg9D2Q9aSSCsXH87ZuyVZmKQg8yO142/rwTDg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"1f422db147695169bd84da776478aa09796462e4e905281c9296cdff87240777","last_reissued_at":"2026-07-05T08:38:16.880181Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T08:38:16.880181Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Vector-valued robust stochastic control","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":["q-fin.PM"],"primary_cat":"math.OC","authors_text":"Gabriela Kov\\'a\\v{c}ov\\'a, Igor Cialenco","submitted_at":"2024-06-29T00:03:09Z","abstract_excerpt":"We study a dynamic stochastic control problem subject to Knightian uncertainty with multi-objective (vector-valued) criteria. Assuming the preferences across expected multi-loss vectors are represented by a given, yet general, preorder, we address the model uncertainty by adopting a robust or minimax perspective, minimizing expected loss across the worst-case model. For loss functions taking real (or scalar) values, there is no ambiguity in interpreting supremum and infimum. In contrast to the scalar case, major challenges for multi-loss control problems include properly defining and interpret"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2407.00266","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2407.00266/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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":"2407.00266","created_at":"2026-07-05T08:38:16.880236+00:00"},{"alias_kind":"arxiv_version","alias_value":"2407.00266v1","created_at":"2026-07-05T08:38:16.880236+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2407.00266","created_at":"2026-07-05T08:38:16.880236+00:00"},{"alias_kind":"pith_short_12","alias_value":"D5BC3MKHNFIW","created_at":"2026-07-05T08:38:16.880236+00:00"},{"alias_kind":"pith_short_16","alias_value":"D5BC3MKHNFIWTPME","created_at":"2026-07-05T08:38:16.880236+00:00"},{"alias_kind":"pith_short_8","alias_value":"D5BC3MKH","created_at":"2026-07-05T08:38:16.880236+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/D5BC3MKHNFIWTPME3J3WI6FKBF","json":"https://pith.science/pith/D5BC3MKHNFIWTPME3J3WI6FKBF.json","graph_json":"https://pith.science/api/pith-number/D5BC3MKHNFIWTPME3J3WI6FKBF/graph.json","events_json":"https://pith.science/api/pith-number/D5BC3MKHNFIWTPME3J3WI6FKBF/events.json","paper":"https://pith.science/paper/D5BC3MKH"},"agent_actions":{"view_html":"https://pith.science/pith/D5BC3MKHNFIWTPME3J3WI6FKBF","download_json":"https://pith.science/pith/D5BC3MKHNFIWTPME3J3WI6FKBF.json","view_paper":"https://pith.science/paper/D5BC3MKH","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=2407.00266&json=true","fetch_graph":"https://pith.science/api/pith-number/D5BC3MKHNFIWTPME3J3WI6FKBF/graph.json","fetch_events":"https://pith.science/api/pith-number/D5BC3MKHNFIWTPME3J3WI6FKBF/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/D5BC3MKHNFIWTPME3J3WI6FKBF/action/timestamp_anchor","attest_storage":"https://pith.science/pith/D5BC3MKHNFIWTPME3J3WI6FKBF/action/storage_attestation","attest_author":"https://pith.science/pith/D5BC3MKHNFIWTPME3J3WI6FKBF/action/author_attestation","sign_citation":"https://pith.science/pith/D5BC3MKHNFIWTPME3J3WI6FKBF/action/citation_signature","submit_replication":"https://pith.science/pith/D5BC3MKHNFIWTPME3J3WI6FKBF/action/replication_record"}},"created_at":"2026-07-05T08:38:16.880236+00:00","updated_at":"2026-07-05T08:38:16.880236+00:00"}