We present a generalization of the recently developed dual fermion approach introduced for correlated lattices to non-equilibrium problems. In its local limit, the approach has been used to devise an efficient impurity solver, the superperturbation solver for the Anderson impurity model (AIM). Here we show that the general dual perturbation theory can be formulated on the Keldysh contour. Starting from a reference Hamiltonian system, in which the time-dependent solution is found by exact diagonalization, we make a dual perturbation expansion in order to account for the relaxation effects from the fermionic bath. Simple test results for closed as well as open quantum systems in a fermionic bath are presented.
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