Related papers: On Bellman's principle with inequality constraints
The notion of a successful coupling of Markov processes, based on the idea that both components of the coupled system ``intersect'' in finite time with probability one, is extended to cover situations when the coupling is unnecessarily…
In this article we propose a qualitative (ordinal) counterpart for the Partially Observable Markov Decision Processes model (POMDP) in which the uncertainty, as well as the preferences of the agent, are modeled by possibility distributions.…
In the paper average reward per unit time and average risk sensitive reward functionals are considered for controlled nonhomogeneous Markov processes. Existence of solutions to suitable Bellman equations is shown. Continuity of the value…
We give necessary and sufficient conditions for laws of large numbers to hold in $L^2$ for the empirical measure of a large class of branching Markov processes, including $\lambda$-positive systems but also some $\lambda$-transient ones,…
Interval Markov chains extend classical Markov chains with the possibility to describe transition probabilities using intervals, rather than exact values. While the standard formulation of interval Markov chains features closed intervals,…
We show that for a metastable system there exists a theoretical possibility of a violation of the Clausius inequality without a violation of the second law. Possibilities of experimental detection of this hypothetical violation are pointed…
A state on a tripartite quantum system $A \otimes B \otimes C$ forms a Markov chain if it can be reconstructed from its marginal on $A \otimes B$ by a quantum operation from $B$ to $B \otimes C$. We show that the quantum conditional mutual…
A bipartite Bell inequality is derived which is maximally violated on the two-qubit state space if measurements describable by positive operator valued measure (POVM) elements are allowed rather than restricting the possible measurements to…
Studying the subexponential convergence towards equilibrium of a strong Markov process, we exhibit an intermediate Lyapunov condition equivalent to the control of some moment of a hitting time. This provides a link, similar (although more…
The Aharonov-Bergmann-Lebowitz rule assigns probabilities to quantum measurement results at time t on the condition that the system is prepared in a given way at t_1 < t and found in a given state at t_2 > t. The question whether the rule…
We show that bipartite bound entangled states make possible violations of correlation inequalities in the prepare-and-measure scenario. These inequalities are satisfied by all classical models as well as by all quantum models that do not…
In this paper, we seek to understand the behavior of dynamical systems that are perturbed by a parameter that changes discretely in time. If we impose certain conditions, we can study certain embedded systems within a hybrid system as…
A necessary and sufficient entanglement criterion based on variances of Mermin-Klyshko's Bell operators is proved for multiqubit pure states. Contrary to Bell's inequalities, entangled pure states strictly satisfy a quadratic inequality but…
This letter examines the consequences of a recently proposed modification of the postulate of equal {\it a priori} probability in quantum statistical mechanics. This modification, called the {\it quantum microcanonical postulate} (QMP),…
Predefined-time stability enables convergence within a user-specified time independent of initial conditions. Existing results are predominantly based on autonomous Lyapunov inequalities, where the predefined-time is realized through…
Information-theory based variational principles have proven effective at providing scalable uncertainty quantification (i.e. robustness) bounds for quantities of interest in the presence of nonparametric model-form uncertainty. In this…
We consider a risk-sensitive continuous-time Markov decision process over a finite time duration. Under the conditions that can be satisfied by unbounded transition and cost rates, we show the existence of an optimal policy, and the…
This paper discusses a general and useful stability principle which, roughly speaking, says that given a uniformly continuous function defined on an arbitrary metric space, if the function is bounded on the constraint set and we slightly…
We develop an efficient sampling method by simulating Langevin dynamics with an artificial force rather than a natural force by using the gradient of the potential energy. The standard technique for sampling following the predetermined…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…