We develop an algorithm for solving a system of diophantine equations with lower and upper bounds on the variables. The algorithm is based on lattice basis reduction. It first finds a short vector ...

QCI Achieves a Quantum Landmark for BMW by Solving 3,854-Variable Problem in Six Minutes Published Jul 20, 2022 8:31am EDT ...

We develop a new solution method for a broad class of discrete-time dynamic portfolio choice problems. The method efficiently approximates conditional expectations of the value function by using (i) a ...