{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2011:M222KBOFCXERQIGTN22TH6YJSJ","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":"c6cd5d7952aa4325b40cdbfb35a8331c71d0ce8ea25fe25cfcb6c795c3100ff4","cross_cats_sorted":["math.OC","math.PR","q-fin.PM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-10-18T07:42:58Z","title_canon_sha256":"da642dbfe54563e0a67cca734ab1ad19dc1764aa39c4541bf43e88e8f237cbe1"},"schema_version":"1.0","source":{"id":"1110.3897","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1110.3897","created_at":"2026-05-18T02:21:35Z"},{"alias_kind":"arxiv_version","alias_value":"1110.3897v2","created_at":"2026-05-18T02:21:35Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1110.3897","created_at":"2026-05-18T02:21:35Z"},{"alias_kind":"pith_short_12","alias_value":"M222KBOFCXER","created_at":"2026-05-18T12:26:34Z"},{"alias_kind":"pith_short_16","alias_value":"M222KBOFCXERQIGT","created_at":"2026-05-18T12:26:34Z"},{"alias_kind":"pith_short_8","alias_value":"M222KBOF","created_at":"2026-05-18T12:26:34Z"}],"graph_snapshots":[{"event_id":"sha256:94726fa84edb81b0ccba1352da084a5b3345c42ec0f3f421f7945c9d89d38911","target":"graph","created_at":"2026-05-18T02:21:35Z","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":"In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift ambiguity for one-dimensional diffusion processes. Analogously to the case of ordinary optimal stopping problems for one-dimensional Brownian motions we reduce the problem to the geometric problem of finding the smallest majorant of the reward function in a two-parameter function space. In a second part we solve optimal stopping problems when the underlying process ","authors_text":"S\\\"oren Christensen","cross_cats":["math.OC","math.PR","q-fin.PM"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-10-18T07:42:58Z","title":"Optimal decision under ambiguity for diffusion processes"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1110.3897","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":"sha256:6e49d93a6299ec41c2475233d55fd39d8a47cca82688107707fc42c004f85462","target":"record","created_at":"2026-05-18T02:21:35Z","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":"c6cd5d7952aa4325b40cdbfb35a8331c71d0ce8ea25fe25cfcb6c795c3100ff4","cross_cats_sorted":["math.OC","math.PR","q-fin.PM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2011-10-18T07:42:58Z","title_canon_sha256":"da642dbfe54563e0a67cca734ab1ad19dc1764aa39c4541bf43e88e8f237cbe1"},"schema_version":"1.0","source":{"id":"1110.3897","kind":"arxiv","version":2}},"canonical_sha256":"66b5a505c515c91820d36eb533fb0992458cee0d91748d1e9553b237634bd048","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"66b5a505c515c91820d36eb533fb0992458cee0d91748d1e9553b237634bd048","first_computed_at":"2026-05-18T02:21:35.237394Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:21:35.237394Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"AWc7/kSp0bQOs8G1fPTGsO67TLVXyhotxAehp/I/AS5EHfbfEVVCsVcq58rwocmhUBqoIODImiSVlyzYnh2kBA==","signature_status":"signed_v1","signed_at":"2026-05-18T02:21:35.237987Z","signed_message":"canonical_sha256_bytes"},"source_id":"1110.3897","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:6e49d93a6299ec41c2475233d55fd39d8a47cca82688107707fc42c004f85462","sha256:94726fa84edb81b0ccba1352da084a5b3345c42ec0f3f421f7945c9d89d38911"],"state_sha256":"155110f2e889b875d951558c58f4381fcf3af0745341d3c310058ba0bf8c4ff5"}