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. Quantum annealers attempt to solve an NP-hard problem by starting in a quantum superposition of all states and generating candidate global solutions in milliseconds, irrespective of problem size. Using existing quantum hardware, we achieve an order-of-magnitude speed-up in solving the real business cycle model over benchmarks in the literature. We also provide a detailed introduction to quantum annealing and discuss its potential use for more challenging economic problems.
翻译:我们提出了一种新颖的方法,用于在量子退火器——一种执行组合优化的专用设备——上求解动态规划问题,例如许多经济模型中的此类问题。量子退火器通过从所有状态的量子叠加态开始,并能在毫秒级时间内生成候选全局解(无论问题规模大小),从而尝试求解NP难题。利用现有量子硬件,我们在求解实际经济周期模型时,相对于文献中的基准实现了数量级的加速。我们还提供了对量子退火的详细解读,并讨论了其在更具挑战性的经济问题中的应用潜力。