We introduce a novel approach to solving dynamic programming problems, such as those in many economic models, on a quantum annealer, a specialized device that performs combinatorial optimization ...

It is proved that there exist stationary optimal plans for discounted dynamic programming problems, and that there exist semi-Markov ∈-optimal plans for positive dynamic programming problems. The ...

Aristide Mingozzi, Lucio Bianco, Salvatore Ricciardelli, Dynamic Programming Strategies for the Traveling Salesman Problem with Time Window and Precedence Constraints, Operations Research, Vol. 45, No ...

This paper proposes a new deep-learning-based algorithm for high-dimensional Bermudan option pricing. To the best of our knowledge, this is the first study of the arbitrary-order discretization scheme ...