I will then explain that hybrid quantum-classical protocols are the most promising candidates for achieving early quantum advantage. These have the potential to solve real-world problems---including optimisation or ground-state search---but they suffer from a large number of circuit repetitions required to extract information from the quantum state. I will explain some of our recent results as hybrid quantum algorithms that exploit so-called classical shadows (random unitary protocols) in order to extract and post-process a large amount of information from the quantum computer [PRX 12, 041022 (2022)] and [arXiv:2212.11036]. I will finally identify the most likely areas where quantum computers may deliver a true advantage in the near term.

This paper presents the (Adaptive) Iterative Linear Quadratic Regulator Deep Galerkin Method (AIR-DGM), a novel approach for solving optimal control (OC) problems in dynamic and uncertain environments. Traditional OC methods face challenges in scalability and adaptability due to the curse-of-dimensionality and reliance on accurate models. Model Predictive Control (MPC) addresses these issues but is limited to open-loop controls. With (A)ILQR-DGM, we combine deep learning with OC to compute closed-loop control policies that adapt to changing dynamics. Our methodology is split into two phases; offline and online. In the offline phase, ILQR-DGM computes globally optimal control by minimizing a variational formulation of the Hamilton-Jacobi-Bellman (HJB) equation. To improve performance over DGM (Sirignano & Spiliopoulos, 2018), ILQR-DGM uses the ILQR method (Todorov & Li, 2005) to initialize the value function and policy networks. In the online phase, AIR-DGM solves continuously updated OC problems based on noisy observations of the environment. We provide results based on HJB stability theory to show that AIR-DGM leverages Transfer Learning (TL) to adapt the optimal policy. We test (A)ILQR-DGM in various setups and demonstrate its superior performance over traditional methods, especially in scenarios with misspecified priors and changing dynamics.

Causal optimal transport and the related adapted Wasserstein distance have recently been popularized as a more appropriate alternative to the classical Wasserstein distance in the context of stochastic analysis and mathematical finance. In this talk, we establish some interesting consequences of causality for transports on the space of continuous functions between the laws of stochastic differential equations.
 

We first characterize bicausal transport plans and maps between the laws of stochastic differential equations. As an application, we are able to provide necessary and sufficient conditions for bicausal transport plans to be induced by bi-causal maps. Analogous to the classical case, we show that bicausal Monge transports are dense in the set of bicausal couplings between laws of SDEs with unique strong solutions and regular coefficients.

 This is a joint work with Rama Cont.

Kaufman constructed a family of Fourier-decaying measures on the set of badly approximable numbers. Pollington and Velani used these to show that Littlewood’s conjecture holds for a full-dimensional set of pairs of badly approximable numbers. We construct analogous measures that have implications for inhomogeneous diophantine approximation. In joint work with Agamemnon Zafeiropoulos and Evgeniy Zorin, our idea is to shift the continued fraction and Ostrowski expansions simultaneously.