{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2012:XC4ILJVGC5W6BDM57YNKETWP4Z","short_pith_number":"pith:XC4ILJVG","canonical_record":{"source":{"id":"1210.8175","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2012-10-30T21:23:31Z","cross_cats_sorted":["math.PR","q-fin.CP"],"title_canon_sha256":"77f0108c70e7b81f257b23bc6b577257b6ef0d02abcab0f5c5da9364ed1c7d02","abstract_canon_sha256":"db0ac21c42f88489b2f365d133f3a607208c4eac89fea30766e74bb39f0d6a0d"},"schema_version":"1.0"},"canonical_sha256":"b8b885a6a6176de08d9dfe1aa24ecfe6669ef5973be7b45f95d5a97bf1a80443","source":{"kind":"arxiv","id":"1210.8175","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1210.8175","created_at":"2026-05-17T23:44:33Z"},{"alias_kind":"arxiv_version","alias_value":"1210.8175v1","created_at":"2026-05-17T23:44:33Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1210.8175","created_at":"2026-05-17T23:44:33Z"},{"alias_kind":"pith_short_12","alias_value":"XC4ILJVGC5W6","created_at":"2026-05-18T12:27:27Z"},{"alias_kind":"pith_short_16","alias_value":"XC4ILJVGC5W6BDM5","created_at":"2026-05-18T12:27:27Z"},{"alias_kind":"pith_short_8","alias_value":"XC4ILJVG","created_at":"2026-05-18T12:27:27Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2012:XC4ILJVGC5W6BDM57YNKETWP4Z","target":"record","payload":{"canonical_record":{"source":{"id":"1210.8175","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2012-10-30T21:23:31Z","cross_cats_sorted":["math.PR","q-fin.CP"],"title_canon_sha256":"77f0108c70e7b81f257b23bc6b577257b6ef0d02abcab0f5c5da9364ed1c7d02","abstract_canon_sha256":"db0ac21c42f88489b2f365d133f3a607208c4eac89fea30766e74bb39f0d6a0d"},"schema_version":"1.0"},"canonical_sha256":"b8b885a6a6176de08d9dfe1aa24ecfe6669ef5973be7b45f95d5a97bf1a80443","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:44:33.426002Z","signature_b64":"kq66StQZEFsBm8SthYkWTrHJdKMVf+rvtt3FWLEAyffy+dPphDIjrEJyPjQf0YdZRUsd4QvLy/jBgtY2BdV8DQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"b8b885a6a6176de08d9dfe1aa24ecfe6669ef5973be7b45f95d5a97bf1a80443","last_reissued_at":"2026-05-17T23:44:33.425551Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:44:33.425551Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1210.8175","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-17T23:44:33Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"3DeY/4Wpi4rtIMdD/190IG9Z6aoidc0ZocOdX58F251MQzw4NRduHL2m5aS8Fbb54GA05VABkNH93X/gDOvxDQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-27T02:31:03.266695Z"},"content_sha256":"1ab0203e3c34b07e75a5549a51d4dad6a5715e831c25fbcc7d0d65e206ff4604","schema_version":"1.0","event_id":"sha256:1ab0203e3c34b07e75a5549a51d4dad6a5715e831c25fbcc7d0d65e206ff4604"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2012:XC4ILJVGC5W6BDM57YNKETWP4Z","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","q-fin.CP"],"primary_cat":"math.NA","authors_text":"Huy\\^en Pham (CREST, LAGA), LPMA), Luciano Campi (CREST, Nicolas Langren\\'e (LPMA), Ren\\'e A\\\"id (FiME Lab)","submitted_at":"2012-10-30T21:23:31Z","abstract_excerpt":"In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the rate of convergence of the method in terms of the time step used to discretize the problem, of the size of the local hypercubes involved in the regressions, and of the truncating time horizon. To make the method viable for problems in high dimension and long time horizon, we extend a memory reduction method to the general Euler scheme, so that, when perform"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1210.8175","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":""},"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":"2026-05-17T23:44:33Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"8L4+leNO/luLqnXQdtOYak7dqOShsOL3zc5GxdddPZNq5U/g0vpVc9Qoo/ChsszRv2s/uRD8/FhTd7/i7wiHBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-05-27T02:31:03.267274Z"},"content_sha256":"c077fdaea0a19a64f77aca0c67a60b12332709545d9ff9975e212f202e803214","schema_version":"1.0","event_id":"sha256:c077fdaea0a19a64f77aca0c67a60b12332709545d9ff9975e212f202e803214"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/XC4ILJVGC5W6BDM57YNKETWP4Z/bundle.json","state_url":"https://pith.science/pith/XC4ILJVGC5W6BDM57YNKETWP4Z/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/XC4ILJVGC5W6BDM57YNKETWP4Z/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":"2026-05-27T02:31:03Z","links":{"resolver":"https://pith.science/pith/XC4ILJVGC5W6BDM57YNKETWP4Z","bundle":"https://pith.science/pith/XC4ILJVGC5W6BDM57YNKETWP4Z/bundle.json","state":"https://pith.science/pith/XC4ILJVGC5W6BDM57YNKETWP4Z/state.json","well_known_bundle":"https://pith.science/.well-known/pith/XC4ILJVGC5W6BDM57YNKETWP4Z/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2012:XC4ILJVGC5W6BDM57YNKETWP4Z","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":"db0ac21c42f88489b2f365d133f3a607208c4eac89fea30766e74bb39f0d6a0d","cross_cats_sorted":["math.PR","q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2012-10-30T21:23:31Z","title_canon_sha256":"77f0108c70e7b81f257b23bc6b577257b6ef0d02abcab0f5c5da9364ed1c7d02"},"schema_version":"1.0","source":{"id":"1210.8175","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1210.8175","created_at":"2026-05-17T23:44:33Z"},{"alias_kind":"arxiv_version","alias_value":"1210.8175v1","created_at":"2026-05-17T23:44:33Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1210.8175","created_at":"2026-05-17T23:44:33Z"},{"alias_kind":"pith_short_12","alias_value":"XC4ILJVGC5W6","created_at":"2026-05-18T12:27:27Z"},{"alias_kind":"pith_short_16","alias_value":"XC4ILJVGC5W6BDM5","created_at":"2026-05-18T12:27:27Z"},{"alias_kind":"pith_short_8","alias_value":"XC4ILJVG","created_at":"2026-05-18T12:27:27Z"}],"graph_snapshots":[{"event_id":"sha256:c077fdaea0a19a64f77aca0c67a60b12332709545d9ff9975e212f202e803214","target":"graph","created_at":"2026-05-17T23:44:33Z","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 present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the rate of convergence of the method in terms of the time step used to discretize the problem, of the size of the local hypercubes involved in the regressions, and of the truncating time horizon. To make the method viable for problems in high dimension and long time horizon, we extend a memory reduction method to the general Euler scheme, so that, when perform","authors_text":"Huy\\^en Pham (CREST, LAGA), LPMA), Luciano Campi (CREST, Nicolas Langren\\'e (LPMA), Ren\\'e A\\\"id (FiME Lab)","cross_cats":["math.PR","q-fin.CP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2012-10-30T21:23:31Z","title":"A probabilistic numerical method for optimal multiple switching problem and application to investments in electricity generation"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1210.8175","kind":"arxiv","version":1},"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":"sha256:1ab0203e3c34b07e75a5549a51d4dad6a5715e831c25fbcc7d0d65e206ff4604","target":"record","created_at":"2026-05-17T23:44:33Z","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":"db0ac21c42f88489b2f365d133f3a607208c4eac89fea30766e74bb39f0d6a0d","cross_cats_sorted":["math.PR","q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.NA","submitted_at":"2012-10-30T21:23:31Z","title_canon_sha256":"77f0108c70e7b81f257b23bc6b577257b6ef0d02abcab0f5c5da9364ed1c7d02"},"schema_version":"1.0","source":{"id":"1210.8175","kind":"arxiv","version":1}},"canonical_sha256":"b8b885a6a6176de08d9dfe1aa24ecfe6669ef5973be7b45f95d5a97bf1a80443","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"b8b885a6a6176de08d9dfe1aa24ecfe6669ef5973be7b45f95d5a97bf1a80443","first_computed_at":"2026-05-17T23:44:33.425551Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-17T23:44:33.425551Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"kq66StQZEFsBm8SthYkWTrHJdKMVf+rvtt3FWLEAyffy+dPphDIjrEJyPjQf0YdZRUsd4QvLy/jBgtY2BdV8DQ==","signature_status":"signed_v1","signed_at":"2026-05-17T23:44:33.426002Z","signed_message":"canonical_sha256_bytes"},"source_id":"1210.8175","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:1ab0203e3c34b07e75a5549a51d4dad6a5715e831c25fbcc7d0d65e206ff4604","sha256:c077fdaea0a19a64f77aca0c67a60b12332709545d9ff9975e212f202e803214"],"state_sha256":"8c7fa79a7c9e3b29e5d4f6aa40856696d50fc742a3d9d2b52875382f80edf4d4"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"hqNNrhVbi6ZflZoV6352KD6QJa1Me7VWT1v/Hri20IAlLqIR4U+WHk+PmP3+l32DeTHv+gxBuwDK7xPGDWesCw==","signed_message":"bundle_sha256_bytes","signed_at":"2026-05-27T02:31:03.270452Z","bundle_sha256":"6a91871f836f56548b1bcc73385ec599a3ed80c6b4bcfec3fdfafdab4b2583f9"}}