Exponential Separation of Quantum Communication and Classical Information

We exhibit a Boolean function for which the quantum communication complexity is exponentially larger than the classical information complexity. An exponential separation in the other direction was already known from the work of Kerenidis et. al. [SICOMP 44, pp. 1550-1572], hence our work implies that these two complexity measures are incomparable. As classical information complexity is an upper bound on quantum information complexity, which in turn is equal to amortized quantum communication complexity, our work implies that a tight direct sum result for distributional quantum communication complexity cannot hold. The function we use to present such a separation is the Symmetric k-ary Pointer Jumping function introduced by Rao and Sinha [ECCC TR15-057], whose classical communication complexity is exponentially larger than its classical information complexity. In this paper, we show that the quantum communication complexity of this function is polynomially equivalent to its classical communication complexity. The high-level idea behind our proof is arguably the simplest so far for such an exponential separation between information and communication, driven by a sequence of round-elimination arguments, allowing us to simplify further the approach of Rao and Sinha. As another application of the techniques that we develop, we give a simple proof for an optimal trade-off between Alice's and Bob's communication while computing the related Greater-Than function on n bits: say Bob communicates at most b bits, then Alice must send n/exp(O(b)) bits to Bob. This holds even when allowing pre-shared entanglement. We also present a classical protocol achieving this bound.Comment: v1, 36 pages, 3 figure

Dynamic Programming for Mean-field type Control

International audienceFor mean-field type control problems, stochastic dynamic programming requires adaptation. We propose to reformulate the problem as a distributed control problem by assuming that the PDF $\rho$ of the stochastic process exists. Then we show that Bellman's principle applies to the dynamic programming value function $V(\tau,\rho_\tau)$ where the dependency on $\rho_\tau$ is functional as in P.L. Lions' analysis of mean-filed games (2007). We derive HJB equations and apply them to two examples, a portfolio optimization and a systemic risk model

Mean Field Type Control with Congestion (II): An Augmented Lagrangian Method

This work deals with a numerical method for solving a mean-field type control problem with congestion. It is the continuation of an article by the same authors, in which suitably defined weak solutions of the system of partial differential equations arising from the model were discussed and existence and uniqueness were proved. Here, the focus is put on numerical methods: a monotone finite difference scheme is proposed and shown to have a variational interpretation. Then an Alternating Direction Method of Multipliers for solving the variational problem is addressed. It is based on an augmented Lagrangian. Two kinds of boundary conditions are considered: periodic conditions and more realistic boundary conditions associated to state constrained problems. Various test cases and numerical results are presented