{"as_of":"2026-08-10T01:17:00Z","caps":{"database_statements":6,"inbound":100,"outbound":100},"context_digest":"sha256:29fc17b41273f1d276f0da58988d60966a50a302adbb985665876d041dfafbb2","coverage":[{"denominator":43,"lane":"reference_resolution","note":"Typed states for the displayed outbound observations.","records_observed":43,"source":"paper_references, paper_reference_links","source_observed_at":"2026-07-11T09:08:45.934877Z","state":"measured"},{"denominator":43,"lane":"standing_notices","note":"One-hop event checks from named stored sources.","records_observed":43,"source":"scholarly_work_events, retraction_status_cache","source_observed_at":"2026-08-09T06:31:02.800959+00:00","state":"measured"},{"denominator":0,"lane":"inbound_itemization","note":"Pith citing papers itemized under the disclosed page cap.","records_observed":0,"source":"paper_references, paper_reference_links","source_observed_at":null,"state":"measured"},{"denominator":1,"lane":"external_citation_measurements","note":"A source-named dated measurement, never combined with another source.","records_observed":0,"source":"cited_works","source_observed_at":null,"state":"measured"}],"external_citation_measurements":[],"inbound":[],"links":{"evidence":"/evidence","html":"/paper/2607.05078/citation-record","integrity":"/paper/2607.05078/integrity","json":"/paper/2607.05078/citation-record.json","paper":"/paper/2607.05078"},"outbound":[{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"2021 , booktitle =","venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":1,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:01b34829ef09107361b40e5680e8f5b5f219288ee15d5bc20715368a04f8c007","observation_id":"84b92202-3b5c-4ada-a526-f4e1a594bb81","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"and Hopcroft, John E","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":2,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:9abc297726ca932778d1169e186676cf3b87be84d91f56d9b1a1ab9f5041138e","observation_id":"34e98b92-466b-42d3-91cf-2dec9e481acd","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Computer Algorithms , year =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":3,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:044219dcf2eeb94143afbb1fc3c5234953a5e6ca141ca3ee4c2e38e8ffbe5a0d","observation_id":"075c4e4d-94fa-49b9-93b6-eef119950b2a","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"2004 , publisher=","venue":null,"work_id":null,"year":2004},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":4,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:2c4d3ff20836f836b2771490edbef4190e28d81b2bf126797bc7ca443922f3e9","observation_id":"602ec0a0-4e71-4268-be19-c1da1d6f67c5","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"2009 , publisher=","venue":null,"work_id":null,"year":2009},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":5,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:7bbb8c42e044e0510d004415e1706877931d21cf966374e5d839cc56bba7806a","observation_id":"6941ac04-1101-42a5-ac2a-3cd510c0cb73","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"and Barto, Andrew G","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":6,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:cd4be5b3647ef89268069c208d0b5a5de398ed853d8560037ea7302d1c98cee7","observation_id":"5808425d-68fc-4ccb-a793-c7d1fdf4d707","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"2012 , number =","venue":null,"work_id":null,"year":2012},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":7,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:866a31d7aba454f8fcde7a302fadc45548fcd38ccb396173256e4d522476be33","observation_id":"4549654a-6baf-4ad7-a4e0-a0721b5133e0","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"2011 , publisher=","venue":null,"work_id":null,"year":2011},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":8,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:d2161b49a3820587395d82c969fe8e1a34f419ef71f8d05ca8453950fad6db68","observation_id":"551473bb-b4e0-446c-bfaf-120ee968b67c","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"and Schweizer, Nikolaus , journal =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":9,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:73977f3c335e7efcf718fd7b43a4807a9d714dd40d9462d4664cb59386c76a61","observation_id":"095e0112-cfc9-431d-9ea3-441f48408988","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Data-Driven Stochastic Programming Using Phi-Divergences , year =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":10,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:b0c11ba33a7385f72aebaf08e899cd7fa0814f3caed84e6f7a11806c5688abea","observation_id":"dafa842d-65dd-4bce-ba4e-4bf7557d9666","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Stochastic Finance: Introduction in Discrete Time , year =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":11,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:c2f17dac1b513c3da9c480b6ef0820879b33acac6c1c614fd599226b266de293","observation_id":"7745c92c-43d6-44f0-88a0-c96542955ab0","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"1905.03488","last_updated":"2019-11-09T00:40:48Z","snapshot_observed_at":"2026-08-09T03:04:52.451429Z","submitted_at":"2019-05-09T08:38:09Z","title":"Projections onto the canonical simplex with additional linear inequalities","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1905.03488","snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Adam and V","venue":null,"work_id":null,"year":2019},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":12,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"cited_paper":"/paper/1905.03488","citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:c357710f9f6a8a32e6553da9dca8d6b1b6ff8243079961028462ec0f05f2f6fd","observation_id":"c5493a08-ec0e-4c9a-9e88-d9b08946a1df","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"2014 , publisher =","venue":null,"work_id":null,"year":2014},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":13,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:6a3a0855e6389b13339e9e4d3932b45d604913cf5e273976e9ca430e118e94a8","observation_id":"fc59addd-45af-4088-aed1-8ed91878581e","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Tyrrell and Wets, Roger J-B , publisher =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":14,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:9bbd3b36718fd4b6866a6af4aa79456cc008b90f861b455be2bc9e63c7113d8c","observation_id":"2228d3aa-e698-4a6f-a48a-39dd51914150","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"and Thomas, Joy A","venue":null,"work_id":null,"year":1991},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":15,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:0a5f7e939cb87036a0a492840c3074459bb32b6b0e051145984304762af2dae4","observation_id":"dd7ec09a-0b36-48a2-a0fb-a32921c2d7d2","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":null,"venue":null,"work_id":null,"year":2011},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":16,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:0ec552264fae6b49ea542268eea1ba2801aaa7d9dd0660ca1442f11da9bda84c","observation_id":"3749c569-15f7-4f1f-961c-b8d19ba5fbb5","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Bayesian Regret Minimization in Offline Bandits , year =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":17,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:33c182afe7085515883b4a22da78a7ab26dce86651425c2931ce2b9eccd60d78","observation_id":"dcde8cd1-a460-418c-b69f-5399f7a6d623","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Fast Projection onto the Simplex and the","venue":null,"work_id":null,"year":2016},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":18,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:21f643c1150c6672267ee8ec0323728785183fb669c2736e10025886ed8e794e","observation_id":"c5b71fb1-1f43-4497-8d77-b93037f8e079","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Efficient Projections onto the L1-Ball for Learning in High Dimensions , year =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":19,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:90e49d712832c352b6692e7a088f3dc1c82acffce401b51c9d6c88205bc7f1a0","observation_id":"f08fab39-1a1c-425b-affc-df7693f67ef1","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":", booktitle =","venue":null,"work_id":null,"year":2016},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":20,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:cc270e7c3f606d5d551eb524565385adbdc8d82a04335fd8ee001e7492d3d8e2","observation_id":"f6b08517-ae54-4f94-b6ab-f386766137fc","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"1309.1541","last_updated":"2013-09-06T05:48:40Z","snapshot_observed_at":"2026-08-01T21:19:32.053983Z","submitted_at":"2013-09-06T05:48:40Z","title":"Projection onto the probability simplex: An efficient algorithm with a simple proof, and an application","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"1309.1541","snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Projection onto the Probability Simplex:","venue":null,"work_id":null,"year":2013},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":21,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"cited_paper":"/paper/1309.1541","citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:7c8c34539b6548fadddffb42591e91a355fe8d1e214584d38c6b1e1955024593","observation_id":"0e6f9229-2799-4a89-a088-56d7f08a1f10","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Fast Algorithms for","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":22,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:1f2596d873b5187ea5f40bc62646c0fd14512c58f67321e1f6732ac6a49d13a6","observation_id":"ac9e7a85-8667-4ae5-a403-a2128e18c155","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":null,"venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":23,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:884d2ea41a28b1e987d53e86e2546166e7647b8f0ba3a186da5249ff0fc30a20","observation_id":"b8c2ffdd-ba15-462d-8f98-62053eb0825a","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Partial Policy Iteration for","venue":null,"work_id":null,"year":2021},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":24,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:00ee77c753eb822822d4a6826e59de80dab09ef2aa827912105ede4fe828b8ba","observation_id":"2f08f981-ea6f-40c5-bb31-bf58196ac7b5","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Robust Phi-Divergence","venue":null,"work_id":null,"year":2022},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":25,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:f1171d849dc1425467fa90dbad6098805fa13a94a358b9339f2912e614f5056b","observation_id":"698ae491-8828-4e42-a1d1-16bac3c74aa3","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":", journal =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":26,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:f3c42f2932aa027895094ecb5d57204c1c4d6e8e50e8b22f987a9c6c26870b5f","observation_id":"6d04f28d-728a-4380-b049-8786ae925801","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Robust Control of","venue":null,"work_id":null,"year":2005},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":27,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:7d5b2e1c3ed90a8dc4b20e722075e570719c32238d040d09b8d8795c7fb47095","observation_id":"841f7c0a-dd67-43e9-be16-c7eac63233c4","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"A Discipline of Programming , year =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":28,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:bd99d10a756e0c6577d80aca0f4b36881cde98858f141c51bd6104abdd5ad250","observation_id":"d5a5439c-bca2-499b-a0fd-72c3f674ef0e","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"2012 , edition =","venue":null,"work_id":null,"year":2012},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":29,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:698a3f1ad5507311ad1df9faf27d8f58b067c106bae55ac90c2e61a883cb6d29","observation_id":"031d4d5a-ad1c-4b76-ae7a-65054556ddff","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2403.18972","last_updated":"2024-09-09T05:13:02Z","snapshot_observed_at":"2026-07-06T17:52:13.812196Z","submitted_at":"2024-03-27T19:37:36Z","title":"Risk-Aware Robotics: Tail Risk Measures in Planning, Control, and Verification","version":2},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2403.18972","snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"arXiv preprint arXiv:2403.18972 , year=","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":30,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"cited_paper":"/paper/2403.18972","citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:85daf5ddf39f1530728d9856ddbabf5193ec5581ef66457b977428c4e2f717eb","observation_id":"59510de0-44c5-4a31-a258-be3848cf44ec","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Robotics Research: The 18th International Symposium ISRR , pages=","venue":null,"work_id":null,"year":2020},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":31,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:b99847650b83b9759dba39a377bd38234aec85c2ecd26ef241045d1ab45766e8","observation_id":"8808b627-1f23-4875-bec2-b669795c6457","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Sensors , volume=","venue":null,"work_id":null,"year":2024},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":32,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:b74f100cccab82d3896cb48ba55a921d9a61db933b689160eb26004b848d96b1","observation_id":"cbfdd46c-3bb0-4450-ba35-0070e46b9d2f","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"2018 , publisher =","venue":null,"work_id":null,"year":2018},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":33,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:97db6be24d037237f6a7a0d3baf421688adb6f937fc22b06dd2b111df666c453","observation_id":"fea50359-eb7b-4d0a-9c67-3af37c1132b8","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Energy Economics , title =","venue":null,"work_id":null,"year":2016},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":34,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:59020b8beaa8e720b05af829498275c8d9d18b7d598d72b34ce740a80ddcfb27","observation_id":"48f616d9-26e6-493c-817b-5c254c6c542e","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":", booktitle =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":35,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:5aec4b9cf30a5e9dbb31605e81785d844d04281298ba97a4c8a0111957c6ebb1","observation_id":"c630360f-80ac-47e1-855e-cbe7697cea78","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Entropic Risk Optimization in Discounted","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":36,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:c9a58f0f3c27e6cbea161cda253c98eac37c2fd1b54d4489f2f6e5d6cc61b73c","observation_id":"ccf0654d-9681-4d54-94ef-11a3c867da4c","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2304.12477","last_updated":"2024-04-23T14:00:50Z","snapshot_observed_at":"2026-07-06T15:19:35.578148Z","submitted_at":"2023-04-24T22:28:20Z","title":"On Dynamic Programming Decompositions of Static Risk Measures in Markov Decision Processes","version":4},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2304.12477","snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"On Dynamic Programming Decompositions of Static Risk Measures in","venue":null,"work_id":null,"year":2023},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":37,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"cited_paper":"/paper/2304.12477","citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:275b87c48659cbc975441facc25b4013e681a243d4af3d1bb34b06fb3f4f3be4","observation_id":"2f115015-0a52-4200-827a-e8a9883dbadd","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Notes on Financial Risk and Analytics with","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":38,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:bce3ba959e66bb6735fb69ef9b16db265db221597fd3353a7f06e9e1ad434d81","observation_id":"94cc361b-8d93-4ed9-b29c-52a597a2400a","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Risk-Averse Total-Reward","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":39,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:7daaebd10794582402e9edb5e0d0e397fea29315dfdb7120ead0fe599b580140","observation_id":"43c92511-9ff9-4934-ac54-9e55aaebda73","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":{"arxiv_id":"2410.24128","last_updated":"2024-10-31T16:53:20Z","snapshot_observed_at":"2026-07-06T19:43:00.571297Z","submitted_at":"2024-10-31T16:53:20Z","title":"Q-learning for Quantile MDPs: A Decomposition, Performance, and Convergence Analysis","version":1},"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":"2410.24128","snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Q-Learning for Quantile","venue":null,"work_id":null,"year":2025},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":40,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"cited_paper":"/paper/2410.24128","citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:e936f36b659016d0119bd47a7cce9138cad8e8ab7194bc338ce788552a09f166","observation_id":"aa2c3288-3c48-41f2-b6be-e96f0e08580f","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Spectral Measures of Risk:","venue":null,"work_id":null,"year":2002},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":41,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:34c3bea7d4efde8a932ff12feeb18639a1533b08773afbd518c502f78fb5befd","observation_id":"b066c218-88be-44a7-9c9b-0b6dcfbfadd0","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Distributionally Robust Stochastic Programming , year =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":42,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:d1c2831e8b59fc354bcdd997f58da1950228fa3f8dd52a8016484e665fbfffe3","observation_id":"fc85df94-4101-4107-aafd-b92dc049af5b","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}},{"citation":{"cited_paper":null,"cited_work":{"arxiv_id":null,"doi":null,"metadata_source":null,"pith_arxiv_id":null,"snapshot_observed_at":"2026-07-11T09:08:45.934877Z","title":"Concentration Inequalities: A Nonasymptotic Theory of Independence , shorttitle =","venue":null,"work_id":null,"year":null},"citing_paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time","version":1},"reference_index":43,"source":"arxiv_source","source_observed_at":"2026-07-11T09:08:45.934877Z"},"links":{"citing_paper":"/paper/2607.05078"},"observation_digest":"sha256:489d914a5f4cfefeaa9768de26da45705626e5bd564ab77978772fa4fea0a4fe","observation_id":"872c2fe2-b26d-42e1-9c1e-597bfa36f7a5","resolution":{"observed_at":"2026-07-11T09:08:45.934877Z","resolver_source":null,"status":"unresolved"},"standing_notice":{"events":[],"reason":"canonical_work_link_unavailable","source_receipts":[],"state":"unavailable"}}],"paper":{"arxiv_id":"2607.05078","last_updated":"2026-07-06T13:39:45Z","latest_version":1,"primary_category":"cs.LG","snapshot_observed_at":"2026-08-09T19:14:27.779220Z","submitted_at":"2026-07-06T13:39:45Z","title":"Computing Monetary Risk Measures in Linear Time"},"reference_resolution":{"displayed":43,"state_counts":{"malformed_identifier":0,"metadata_mismatch":0,"parse_uncertain":0,"unresolved":43,"verified_exact":0,"verified_fuzzy":0},"total_outbound_references":43},"refusal":"A citation records a reference. It does not transfer a finding from one paper to another.","schema":"pith.paper-citation-record.v1","standing_sources":[{"observed_at":"2026-08-09T06:31:02.800959+00:00","source":"crossref"},{"observed_at":"2026-08-09T06:30:57.326959+00:00","source":"retraction_watch"}],"thesis":"As of 10 August 2026, this Paper Citation Record lists 43 of 43 outbound references and 0 inbound Pith citation observations for arXiv:2607.05078."}