Related papers: Optimally Convergent Quantum Jump Expansion
We discuss the optimal Markovian coupling before an exponential time of the Kolmogorov diffusion, and a class of related stochastic control problems in which the aim is to hit the origin before an exponential time. We provide a scaling…
This paper extends the results of the article [C. Kl\"{u}ppelberg and S. M. Pergamenchtchikov. Optimal consumption and investment with bounded downside risk for power utility functions. In Optimality and Risk: {\it Modern Trends in…
A non-Markovian model of quantum repeated interactions between a small quantum system and an infinite chain of quantum systems is presented. By adapting and applying usual pro jection operator techniques in this context, discrete versions…
We develop a framework for the compression of reversible Markov chains with rigorous error control. Given a subset of selected states, we construct reduced dynamics that can be lifted to an approximation of the full dynamics, and we prove…
Non-Markovian effects are important in modeling the behavior of open quantum systems arising in solid-state physics, quantum optics as well as in study of biological and chemical systems. The non-Markovian environment is often approximated…
Non-Markovian open quantum systems represent the most general dynamics when the quantum system is coupled with a bath environment. The quantum dynamics arising from many important applications are non-Markovian. Although for special cases,…
This paper studies indefinite stochastic linear-quadratic (LQ) optimal control for jump-diffusion systems with random coefficients. We construct an algebraic inverse flow from the zero-control base system, extract the semimartingale kernel…
We present a Markov approximation for jump-diffusions whose jump part consists in a Hawkes process with intensity driven by a general (possibly non-monotone) kernel. Under minimal integrability conditions, the kernel can be approximated by…
A new method of approximation scheme with potential application to a general interacting quantum system is presented. The method is non-perturbative, self- consistent, systematically improvable and uniformly applicable for arbitrary…
We consider a type of nonnormal approximation of infinitely divisible distributions that incorporates compound Poisson, Gamma, and normal distributions. The approximation relies on achieving higher orders of cumulant matching, to obtain…
Recently, policy optimization for control purposes has received renewed attention due to the increasing interest in reinforcement learning. In this paper, we investigate the global convergence of gradient-based policy optimization methods…
Open quantum systems (OQS) cannot always be described with the Markov approximation, which requires a large separation of system and environment time scales. Here, we give an overview of some of the most important techniques available to…
In this paper we consider non convex control problems of stochastic differential equations driven by relaxed controls. We present existence of optimal controls and then develop necessary conditions of optimality. We cover both continuous…
The 1/N expansion of the two-particle irreducible effective action offers a powerful approach to study quantum field dynamics far from equilibrium. We investigate the effective convergence of the 1/N expansion in the O(N) model by comparing…
For integer valued random variables, the translated Poisson distributions form a flexible family for approximation in total variation, in much the same way that the normal family is used for approximation in Kolmogorov distance. Using the…
A theory of quantum jumps is developed by using a new asymmetric equation, which is complementary to the Schr\"odinger equation. The new equation displays Bohr's rules for quantum jumps, and its solutions demonstrate that once a quantum…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…
In this work, we present a multiple-scale perturbation technique suitable for the study of open quantum systems, which is easy to implement and in few iterative steps allows us to find excellent approximate solutions. For any time-local…
We propose a self-contained and accessible derivation of an exact formula for the $n$-point correlation functions of the signal measured when continuously observing a quantum system. The expression depends on the initial quantum state and…
We revisit adaptive time stepping, one of the classical topics of numerical analysis and computational engineering. While widely used in application and subject of many theoretical works, a complete understanding is still missing. Apart…