Dynamic programming in economics on a quantum annealer

• 成果类型: Article
• 署名作者: Fernandez-villaverde, Jesus; Hull, Isaiah
• 署名单位: University of Pennsylvania; University of Cambridge; BI Norwegian Business School
• 刊物名称: QUANTITATIVE ECONOMICS
• ISSN/ISSBN: 1759-7323
• DOI: 10.3982/QE2555
• 发表日期: 2026
• 关键词: growth; models

摘要

We introduce novel algorithms for solving dynamic programming problems in economics on a quantum annealer, a specialized quantum computer used for combinatorial optimization. Quantum annealers begin in a superposition of all states and generate candidate global solutions in milliseconds, regardless of problem size. In contrast to existing methods, those developed in this paper (1) recover value and policy functions, (2) avoid fundamental scaling bottlenecks, and (3) are already implementable for small (but non-trivial) problems on current hardware. We demonstrate the method by solving the real business cycle model on a quantum annealer.