Related papers: On Bellman's principle with inequality constraints

Violations of Bell inequalities in classical optics have been demonstrated in terms of field mean intensities and correlations, however, the quantum meaning of violations point to statistics and probabilities. We present a violation of Bell…

It is well known that the maximal violation of the Bell's inequality for a two-qubit system is related to the entanglement formation in terms of a concurrence. However, a generalization of this relation to an $n$-qubit state has not been…

In the recent article D\"oring et al. [4] the authors conditioned a stable process with two-sided jumps to avoid an interval. As usual the strategy was to find an invariant function for the process killed on entering the interval and to…

The propagation of macroscopic entangled states over large distances in the presence of loss is of fundamental interest and may have practical applications as well. Here we describe two different techniques in which state discrimination can…

We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…

Consider a stochastic process $\mathfrak{X}$, regenerative at a state $x$ which is instantaneous and regular. Let $L$ be a regenerative local time for $\mathfrak{X}$ at $x$. Suppose furthermore that $\mathfrak{X}$ can be approximated by…

Stochastic processes with random reinforced relocations have been introduced in the physics literature to model animal foraging behaviour. Such a process evolves as a Markov process, except at random relocation times, when it chooses a time…

We study stochastic extinction for a class of Markov processes motivated by models in ecology and epidemiology. Extinction is often characterized by a boundedness condition and a condition on boundary Lyapunov exponents (invasion rates).…

There are some positively divisible non-Markovian processes whose transition matrices satisfy the Chapman-Kolmogorov equation. These processes should also satisfy the Kolmogorov consistency conditions, an essential requirement for a process…

This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $(1/2,1)$. Some properties, such as regularity and local…

Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case.…

We provide a framework for speeding up algorithms for time-bounded reachability analysis of continuous-time Markov decision processes. The principle is to find a small, but almost equivalent subsystem of the original system and only analyse…

Any rule for identifying a quantum system's state within a set of two non-orthogonal pure states by a single measurement is flawed. It has a non-zero probability of either yielding the wrong result or leaving the query undecided. This also…

Bell's inequalities can be understood in three different ways depending on whether the numbers featuring in the inequalities are interpreted as classical probabilities, classical conditional probabilities, or quantum probabilities. In the…

We aim at characterizing viability, invariance and some reachability properties of controlled piecewise deterministic Markov processes (PDMPs). Using analytical methods from the theory of viscosity solutions, we establish criteria for…

We prove a functional limit theorem for Markov chains that, in each step, move up or down by a possibly state dependent constant with probability $1/2$, respectively. The theorem entails that the law of every one-dimensional regular…

We analyse the recent claim that a violation of a Bell's inequality has been observed in the $B$--meson system [A. Go, {\em Journal of Modern Optics} {\bf 51} (2004) 991]. The results of this experiment are a convincing proof of quantum…

We present bipartite Bell-type inequalities which allow the two partners to use some non-local resource. Such inequality can only be violated if the parties use a resource which is more non-local than the one permitted by the inequality. We…

We consider Markov decision processes where the state of the chain is only given at chosen observation times and of a cost. Optimal strategies involve the optimisation of observation times as well as the subsequent action values. We…

In this work, we show that Bell's inequality violation of arise from the fact that the condition imposed upon the development of inequality is not respected when it is applied in the idealized experiment. Such a condition is that the…