Related papers: On Bellman's principle with inequality constraints

We consider the problem of distinguishing between a set of arbitrary quantum states in a setting in which the time available to perform the measurement is limited. We provide simple upper bounds on how well we can perform state…

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

Based on a geometrical argument introduced by Zukowski, a new multisetting Bell inequality is derived, for the scenario in which many parties make measurements on two-level systems. This generalizes and unifies some previous results.…

Bound entanglement refers to entangled states that cannot be distilled into maximally entangled states and therefore cannot directly be used in many quantum information processing protocols. We identify a relationship between bound…

It is an established fact that entanglement is a resource. Sharing an entangled state leads to non-local correlations and to violations of Bell inequalities. Such non-local correlations illustrate the advantage of quantum resources over…

In dynamic capital structure models with an investor break-even condition, the firm's Bellman equation may not generate a contraction mapping, so the standard existence and uniqueness conditions do not apply. First, we provide an example…

Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…

This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…

This paper deals with unconstrained discounted continuous-time Markov decision processes in Borel state and action spaces. Under some conditions imposed on the primitives, allowing unbounded transition rates and unbounded (from both above…

We discuss two separate techniques for Kalman Filtering in the presence of state space equality constraints. We then prove that despite the lack of similarity in their formulations, under certain conditions, the two methods result in…

This note summarizes the optimization formulations used in the study of Markov decision processes. We consider both the discounted and undiscounted processes under the standard and the entropy-regularized settings. For each setting, we…

The interaction between an artificial agent and its environment is bi-directional. The agent extracts relevant information from the environment, and affects the environment by its actions in return to accumulate high expected reward.…

Conditioning Markov processes to avoid a set is a classical problem that has been studied in many settings. In the present article we study the question if a Levy process can be conditioned to avoid an interval and, if so, the path behavior…

We estimate the distance in total variation between the law of a finite state Markov process at time t, starting from a given initial measure, and its unique invariant measure. We derive upper bounds for the time to reach the equilibrium.…

We consider a random walk with a negative drift and with a jump distribution which under Cram\'er's change of measure belongs to the domain of attraction of a spectrally positive stable law. If conditioned to reach a high level and suitably…

It has been believed that statistical inequality such as Bell inequality should be modified once measurement independence (MI), the assumption that observers can freely choose measurement settings without changing the probability…

We present a novel tight bound on the quantum violations of the CGLMP inequality in the case of infinitely many outcomes. Like in the case of Tsirelson's inequality the proof of our new inequality does not require any assumptions on the…

There are several versions of Bell's inequalities, proved in different contexts, using different sets of assumptions. The discussions of their experimental violation often disregard some required assumptions and use loose formulations of…

For two particles with different spin, we derive the Bell's inequality. The inequality is investigated for two systems combining spin-1 and 1/2; spin-1/2 and 3/2. We show that for these states Bell's inequality is violated.

We show that Bell inequalities can be violated in the macroscopic world. The macroworld violation is illustrated using an example involving connected vessels of water. We show that whether the violation of inequalities occurs in the…