Related papers: On Bellman's principle with inequality constraints

We consider a general method for the approximation of the distribution of a process conditioned to not hit a given set. Existing methods are based on particle system that are failable, in the sense that, in many situations , they are not…

We discuss models that attempt to provide an explanation for the violation of Bell inequalities at a distance in terms of hidden influences. These models reproduce the quantum correlations in most situations, but are restricted to produce…

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

Ordinary differential equations obtained as limits of Markov processes appear in many settings. They may arise by scaling large systems, or by averaging rapidly fluctuating systems, or in systems involving multiple time-scales, by a…

We consider Markov decision processes under parameter uncertainty. Previous studies all restrict to the case that uncertainties among different states are uncoupled, which leads to conservative solutions. In contrast, we introduce an…

In this paper we define the notion of an open Markov process. An open Markov process is a generalization of an ordinary Markov process in which populations are allowed to flow in and out of the system at certain boundary states. We show…

In 1964, Aharonov, Bergmann, and Lebowitz introduced their well-known ABL rule with the intention of providing a time-symmetric formalism for computing novel kinds of conditional probabilities in quantum theory. Later papers attached…

The theorem of Bell states that certain results of quantum mechanics violate inequalities that are valid for objective local random variables. We show that the inequalities of Bell are special cases of theorems found ten years earlier by…

For a class of Bellman equations in bounded domains we prove that sub- and supersolutions whose growth at the boundary is suitably controlled must be constant. The ellipticity of the operator is assumed to degenerate at the boundary and a…

The aim of this paper is to prove stability of traveling waves for integro-differential equations connected with branching Markov processes. In other words, the limiting law of the left-most particle of a (time-continuous) branching Markov…

The paper discusses the continuous-time Markov Branching Process allowing Immigration. We are considering a critical case for which the second moment of offspring law and the first moment of immigration law are possibly infinite. Assuming…

We analyze and compare the mathematical formulations of the criterion for separability for bipartite density matrices and the Bell inequalities. We show that a violation of a Bell inequality can formally be expressed as a witness for…

Superselection rules (SSRs) constrain the allowed states and operations in quantum theory. They limit preparations and measurements hence impact upon our ability to observe non-locality, in particular the violation of Bell inequalities. We…

In this paper, which is a continuation of the previously published discrete time paper we develop a theory for continuous time stochastic control problems which, in various ways, are time inconsistent in the sense that they do not admit a…

We describe a new Bell test for two-particle entangled systems that engages an unbounded continuous variable. The continuous variable state is allowed to be arbitrary and inaccessible to direct measurements. A systematic method is…

We derive tight Bell's inequalities for N>2 observers involving more than two alternative measurement settings. We give a necessary and sufficient condition for a general quantum state to violate the new inequalities. The inequalities are…

This paper considers the problem of finding strategies that satisfy a mixture of sure and threshold objectives in Markov decision processes. We focus on a single $\omega$-regular objective expressed as parity that must be surely met while…

We provide a Kingman-like Theorem for arbitrary finite measures and a version of Birkhoff's Theorem for bounded observable. As an application, we show that Birkhoff's limit exists for some continuous observable, in an example of Bowen.

The statistics behind Bell's inequality is demonstrated to allow a Kolmogorovian (i.e. classical) model of probabilities that recovers the quantum covariance.

Suitable reachability conditions can make two different fixed point semantics of a transition system coincide. For instance, the total and partial expected reward semantics on Markov chains (MCs) coincide whenever the MC at hand is almost…