{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2013:NNPDR4VBJSJR2A3XJX4FIPUQ45","short_pith_number":"pith:NNPDR4VB","canonical_record":{"source":{"id":"1307.3672","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-07-13T19:17:34Z","cross_cats_sorted":[],"title_canon_sha256":"34dbdf0fa5e5dd3cca2bbf0f1573cb005707c1c1c68c218495919a6568df8bf7","abstract_canon_sha256":"150b4804c94f58e95c70ebfb5344ef601c6a4c2dc613d800b3ff27bbc5739c6d"},"schema_version":"1.0"},"canonical_sha256":"6b5e38f2a14c931d03774df8543e90e76bde918fe199381ae94f9007f41c2afd","source":{"kind":"arxiv","id":"1307.3672","version":2},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1307.3672","created_at":"2026-05-18T03:17:44Z"},{"alias_kind":"arxiv_version","alias_value":"1307.3672v2","created_at":"2026-05-18T03:17:44Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1307.3672","created_at":"2026-05-18T03:17:44Z"},{"alias_kind":"pith_short_12","alias_value":"NNPDR4VBJSJR","created_at":"2026-05-18T12:27:52Z"},{"alias_kind":"pith_short_16","alias_value":"NNPDR4VBJSJR2A3X","created_at":"2026-05-18T12:27:52Z"},{"alias_kind":"pith_short_8","alias_value":"NNPDR4VB","created_at":"2026-05-18T12:27:52Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2013:NNPDR4VBJSJR2A3XJX4FIPUQ45","target":"record","payload":{"canonical_record":{"source":{"id":"1307.3672","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-07-13T19:17:34Z","cross_cats_sorted":[],"title_canon_sha256":"34dbdf0fa5e5dd3cca2bbf0f1573cb005707c1c1c68c218495919a6568df8bf7","abstract_canon_sha256":"150b4804c94f58e95c70ebfb5344ef601c6a4c2dc613d800b3ff27bbc5739c6d"},"schema_version":"1.0"},"canonical_sha256":"6b5e38f2a14c931d03774df8543e90e76bde918fe199381ae94f9007f41c2afd","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:17:44.024371Z","signature_b64":"7lJZvc49O9yPVwi+yfPkPREbYNOTab/5UHZzdFHRI6ysA65a7RmOl2GM3xUqCBHdrn7H2qJvdVWGZlcgo66jDg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"6b5e38f2a14c931d03774df8543e90e76bde918fe199381ae94f9007f41c2afd","last_reissued_at":"2026-05-18T03:17:44.023778Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:17:44.023778Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1307.3672","source_version":2,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T03:17:44Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"0gt29fJQxDe0IjqvXsSUgeY6ai2zcdSna5p64TRVHRtWm5b9YWeTdky/2s8rVU1l1jXRwIpVszDtBmiVOg2ZAQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-26T01:00:10.539214Z"},"content_sha256":"80c2c4f645ac6d1fd6f9e76fe512b2c8387625541c358002c074f3101a00570a","schema_version":"1.0","event_id":"sha256:80c2c4f645ac6d1fd6f9e76fe512b2c8387625541c358002c074f3101a00570a"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2013:NNPDR4VBJSJR2A3XJX4FIPUQ45","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Transformation Method for Solving Hamilton-Jacobi-Bellman Equation for Constrained Dynamic Stochastic Optimal Allocation Problem","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PM","authors_text":"Daniel Sevcovic, Sona Kilianova","submitted_at":"2013-07-13T19:17:34Z","abstract_excerpt":"In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear Hamilton-Jacobi-Bellman equation can be transformed into a quasi-linear parabolic equation whose diffusion function is obtained as the value function of certain parametric convex optimization problem. Although the diffusion function need not be sufficiently smooth, we are able to prove existence, uniqueness and derive useful bounds of classical H\\\"older smoo"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1307.3672","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T03:17:44Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"K68bhtoqB+H8WlU/4EPydB9nGSoBHapBcrh9x5DFomNn2c+prEdIb9+uxGJFVtPi+7J1oJopcnMnzf5K7CEIBQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-26T01:00:10.539574Z"},"content_sha256":"52be50a154eda6a6fb8a6f93bbd74312a50d12154ac0dcac0279287394230ce9","schema_version":"1.0","event_id":"sha256:52be50a154eda6a6fb8a6f93bbd74312a50d12154ac0dcac0279287394230ce9"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/NNPDR4VBJSJR2A3XJX4FIPUQ45/bundle.json","state_url":"https://pith.science/pith/NNPDR4VBJSJR2A3XJX4FIPUQ45/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/NNPDR4VBJSJR2A3XJX4FIPUQ45/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-06-26T01:00:10Z","links":{"resolver":"https://pith.science/pith/NNPDR4VBJSJR2A3XJX4FIPUQ45","bundle":"https://pith.science/pith/NNPDR4VBJSJR2A3XJX4FIPUQ45/bundle.json","state":"https://pith.science/pith/NNPDR4VBJSJR2A3XJX4FIPUQ45/state.json","well_known_bundle":"https://pith.science/.well-known/pith/NNPDR4VBJSJR2A3XJX4FIPUQ45/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2013:NNPDR4VBJSJR2A3XJX4FIPUQ45","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":"150b4804c94f58e95c70ebfb5344ef601c6a4c2dc613d800b3ff27bbc5739c6d","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-07-13T19:17:34Z","title_canon_sha256":"34dbdf0fa5e5dd3cca2bbf0f1573cb005707c1c1c68c218495919a6568df8bf7"},"schema_version":"1.0","source":{"id":"1307.3672","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1307.3672","created_at":"2026-05-18T03:17:44Z"},{"alias_kind":"arxiv_version","alias_value":"1307.3672v2","created_at":"2026-05-18T03:17:44Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1307.3672","created_at":"2026-05-18T03:17:44Z"},{"alias_kind":"pith_short_12","alias_value":"NNPDR4VBJSJR","created_at":"2026-05-18T12:27:52Z"},{"alias_kind":"pith_short_16","alias_value":"NNPDR4VBJSJR2A3X","created_at":"2026-05-18T12:27:52Z"},{"alias_kind":"pith_short_8","alias_value":"NNPDR4VB","created_at":"2026-05-18T12:27:52Z"}],"graph_snapshots":[{"event_id":"sha256:52be50a154eda6a6fb8a6f93bbd74312a50d12154ac0dcac0279287394230ce9","target":"graph","created_at":"2026-05-18T03:17:44Z","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 propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear Hamilton-Jacobi-Bellman equation can be transformed into a quasi-linear parabolic equation whose diffusion function is obtained as the value function of certain parametric convex optimization problem. Although the diffusion function need not be sufficiently smooth, we are able to prove existence, uniqueness and derive useful bounds of classical H\\\"older smoo","authors_text":"Daniel Sevcovic, Sona Kilianova","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-07-13T19:17:34Z","title":"Transformation Method for Solving Hamilton-Jacobi-Bellman Equation for Constrained Dynamic Stochastic Optimal Allocation Problem"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1307.3672","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":"sha256:80c2c4f645ac6d1fd6f9e76fe512b2c8387625541c358002c074f3101a00570a","target":"record","created_at":"2026-05-18T03:17:44Z","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":"150b4804c94f58e95c70ebfb5344ef601c6a4c2dc613d800b3ff27bbc5739c6d","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2013-07-13T19:17:34Z","title_canon_sha256":"34dbdf0fa5e5dd3cca2bbf0f1573cb005707c1c1c68c218495919a6568df8bf7"},"schema_version":"1.0","source":{"id":"1307.3672","kind":"arxiv","version":2}},"canonical_sha256":"6b5e38f2a14c931d03774df8543e90e76bde918fe199381ae94f9007f41c2afd","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"6b5e38f2a14c931d03774df8543e90e76bde918fe199381ae94f9007f41c2afd","first_computed_at":"2026-05-18T03:17:44.023778Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:17:44.023778Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"7lJZvc49O9yPVwi+yfPkPREbYNOTab/5UHZzdFHRI6ysA65a7RmOl2GM3xUqCBHdrn7H2qJvdVWGZlcgo66jDg==","signature_status":"signed_v1","signed_at":"2026-05-18T03:17:44.024371Z","signed_message":"canonical_sha256_bytes"},"source_id":"1307.3672","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:80c2c4f645ac6d1fd6f9e76fe512b2c8387625541c358002c074f3101a00570a","sha256:52be50a154eda6a6fb8a6f93bbd74312a50d12154ac0dcac0279287394230ce9"],"state_sha256":"0a21248699acadb4a38d1e90b656675eaadac5b81bb64aa03a7d467b77b8f963"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"B2Gl8QEuygxwR+7RclXJQITvVUf7blkAl4RzJOP+/szR8U5Baz3jKM3CdwvlE+8i5LcJnVHv8Jd5LONM7wivAQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-26T01:00:10.541713Z","bundle_sha256":"fa0d72c1b16bca47838d0ce068621fb835f76cc9ab25010ea9b2ac3e7e24cf72"}}