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Documents authored by Bao, Jinge


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Track A: Algorithms, Complexity and Games
On the Quantum Time Complexity of Divide and Conquer

Authors: Jonathan Allcock, Jinge Bao, Aleksandrs Belovs, Troy Lee, and Miklos Santha

Published in: LIPIcs, Volume 334, 52nd International Colloquium on Automata, Languages, and Programming (ICALP 2025)


Abstract
In this work, we initiate a systematic study of the time complexity of quantum divide and conquer (QD&C) algorithms for classical problems, and propose a general framework for their analysis. We establish generic conditions under which search and minimization problems with classical divide and conquer algorithms are amenable to quantum speedup, and apply these theorems to various problems involving strings, integers, and geometric objects. These include Longest Distinct Substring, Klee's Coverage, several optimization problems on stock transactions, and k-Increasing Subsequence. For most of these problems our quantum time upper bounds match the quantum query lower bounds, up to polylogarithmic factors. We give a structured framework for describing and classifying a wide variety of QD&C algorithms so that quantum speedups can be more easily identified and applied, and prove general statements on QD&C time complexity covering a range of cases, accounting for the time required for all operations. In particular, we explicitly account for memory access operations in the commonly used QRAM (read-only) and QRAG (read-write) models, which are assumed to take unit time in the query model, and which require careful analysis when involved in recursion. Our generic QD&C theorems have several nice features. 1) To apply them, it suffices to come up with a classical divide and conquer algorithm satisfying the conditions of the theorem. The quantization of the algorithm is then completely handled by the theorem. This can make it easier to find applications which admit a quantum speedup, and contrast with dynamic programming algorithms which can be difficult to quantize due to their highly sequential nature. 2) As these theorems give bounds on time complexity, they can be applied to a greater range of problems than those based on query complexity, e.g., where the best-known quantum algorithms require super-linear time. 3) It can handle minimization problems as well as boolean functions, which allows us to improve on the query complexity result of Childs et al. [Childs et al., 2025] for k-Increasing Subsequence by a logarithmic factor.

Cite as

Jonathan Allcock, Jinge Bao, Aleksandrs Belovs, Troy Lee, and Miklos Santha. On the Quantum Time Complexity of Divide and Conquer. In 52nd International Colloquium on Automata, Languages, and Programming (ICALP 2025). Leibniz International Proceedings in Informatics (LIPIcs), Volume 334, pp. 9:1-9:20, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2025)


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@InProceedings{allcock_et_al:LIPIcs.ICALP.2025.9,
  author =	{Allcock, Jonathan and Bao, Jinge and Belovs, Aleksandrs and Lee, Troy and Santha, Miklos},
  title =	{{On the Quantum Time Complexity of Divide and Conquer}},
  booktitle =	{52nd International Colloquium on Automata, Languages, and Programming (ICALP 2025)},
  pages =	{9:1--9:20},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-372-0},
  ISSN =	{1868-8969},
  year =	{2025},
  volume =	{334},
  editor =	{Censor-Hillel, Keren and Grandoni, Fabrizio and Ouaknine, Jo\"{e}l and Puppis, Gabriele},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.ICALP.2025.9},
  URN =		{urn:nbn:de:0030-drops-233863},
  doi =		{10.4230/LIPIcs.ICALP.2025.9},
  annote =	{Keywords: Quantum Computing, Quantum Algorithms, Divide and Conquer}
}
Document
Quantum Algorithm for Stochastic Optimal Stopping Problems with Applications in Finance

Authors: João F. Doriguello, Alessandro Luongo, Jinge Bao, Patrick Rebentrost, and Miklos Santha

Published in: LIPIcs, Volume 232, 17th Conference on the Theory of Quantum Computation, Communication and Cryptography (TQC 2022)


Abstract
The famous least squares Monte Carlo (LSM) algorithm combines linear least square regression with Monte Carlo simulation to approximately solve problems in stochastic optimal stopping theory. In this work, we propose a quantum LSM based on quantum access to a stochastic process, on quantum circuits for computing the optimal stopping times, and on quantum techniques for Monte Carlo. For this algorithm, we elucidate the intricate interplay of function approximation and quantum algorithms for Monte Carlo. Our algorithm achieves a nearly quadratic speedup in the runtime compared to the LSM algorithm under some mild assumptions. Specifically, our quantum algorithm can be applied to American option pricing and we analyze a case study for the common situation of Brownian motion and geometric Brownian motion processes.

Cite as

João F. Doriguello, Alessandro Luongo, Jinge Bao, Patrick Rebentrost, and Miklos Santha. Quantum Algorithm for Stochastic Optimal Stopping Problems with Applications in Finance. In 17th Conference on the Theory of Quantum Computation, Communication and Cryptography (TQC 2022). Leibniz International Proceedings in Informatics (LIPIcs), Volume 232, pp. 2:1-2:24, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2022)


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@InProceedings{doriguello_et_al:LIPIcs.TQC.2022.2,
  author =	{Doriguello, Jo\~{a}o F. and Luongo, Alessandro and Bao, Jinge and Rebentrost, Patrick and Santha, Miklos},
  title =	{{Quantum Algorithm for Stochastic Optimal Stopping Problems with Applications in Finance}},
  booktitle =	{17th Conference on the Theory of Quantum Computation, Communication and Cryptography (TQC 2022)},
  pages =	{2:1--2:24},
  series =	{Leibniz International Proceedings in Informatics (LIPIcs)},
  ISBN =	{978-3-95977-237-2},
  ISSN =	{1868-8969},
  year =	{2022},
  volume =	{232},
  editor =	{Le Gall, Fran\c{c}ois and Morimae, Tomoyuki},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/LIPIcs.TQC.2022.2},
  URN =		{urn:nbn:de:0030-drops-165091},
  doi =		{10.4230/LIPIcs.TQC.2022.2},
  annote =	{Keywords: Quantum computation complexity, optimal stopping time, stochastic processes, American options, quantum finance}
}
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