Stochastic di erential games are considered in a non-Markovian setting. Typically, in stochastic di erential games the modulating process of the di usion equation describing the state ow is taken to be Markovian. Then Nash equilibria or other types of solution such as Pareto equilibria are constructed using Hamilton-Jacobi-Bellman (HJB) equations. But in a non-Markovian setting the HJB method i...

Most real networks are characterized by connectivity patterns that evolve in time following complex, non-Markovian, dynamics. Here we investigate the impact of this ubiquitous feature by studying the Susceptible-Infected-Recovered (SIR) and Susceptible-Infected-Susceptible (SIS) epidemic models on activity driven networks with and without memory (i.e., Markovian and non-Markovian). We show that...

It is shown that non-Markovian master equations for an open system which are local in time can be unravelled through a piecewise deterministic quantum jump process in its Hilbert space. We derive a stochastic Schrödinger equation that reveals how non-Markovian effects are manifested in statistical correlations between different realizations of the process. Moreover, we demonstrate that possible...

We describe how multi-stage non-Markovian decision problems can be solved using actor-critic reinforcement learning by assuming that a discrete version of CohenGrossberg node dynamics describes the node-activation computations of a neural network (NN). Our NN (i.e., agent) is capable of rendering the process Markovian implicitly and automatically in a totally model-free fashion without learning...