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In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…

Optimization and Control · Mathematics 2020-01-14 Jinghai Shao

An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…

Optimization and Control · Mathematics 2017-12-29 Hongwei Mei , Jiongmin Yong

We study a stochastic optimal control problem for a partially observed diffusion. By using the control randomization method in [4], we prove a corresponding randomized dynamic programming principle (DPP) for the value function, which is…

Probability · Mathematics 2016-09-12 Elena Bandini , Andrea Cosso , Marco Fuhrman , Huyên Pham

Autonomous systems have witnessed a rapid increase in their capabilities, but it remains a challenge for them to perform tasks both effectively and safely. The fact that performance and safety can sometimes be competing objectives renders…

Systems and Control · Electrical Eng. & Systems 2024-12-04 Hao Wang , Adityaya Dhande , Somil Bansal

In this work, we study the optimal control of stochastic Burgers equation perturbed by Gaussian and Levy type noises with distributed control process acting on the state equation. We use the dynamic programming approach for the second order…

Analysis of PDEs · Mathematics 2022-04-18 Manil T. Mohan , K. Sakthivel , Sivaguru S. Sritharan

We propose dynamical control schemes for Hamiltonian simulation in many-body quantum systems that avoid instantaneous control operations and rely solely on realistic bounded-strength control Hamiltonians. Each simulation protocol consists…

Quantum Physics · Physics 2014-06-25 Adam D. Bookatz , Pawel Wocjan , Lorenza Viola

In this paper, we investigate a sparse optimal control of continuous-time stochastic systems. We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the $L^0$ cost…

Optimization and Control · Mathematics 2021-09-17 Kaito Ito , Takuya Ikeda , Kenji Kashima

Quantum computing employs controllable interactions to perform sequences of logical gates and entire algorithms on quantum registers. This paradigm has been widely explored, e.g., for simulating dynamics of manybody systems by decomposing…

Quantum Physics · Physics 2025-05-21 S. Alipour , A. T. Rezakhani , Alireza Tavanfar , K. Mölmer , T. Ala-Nissila

A new formalism for the optimal control of quantum mechanical physical observables is presented. This approach is based on an analogous classical control technique reported previously[J. Botina, H. Rabitz and N. Rahman, J. chem. Phys. Vol.…

Chemical Physics · Physics 2009-10-30 Jair Botina , Herschel Rabitz , Naseem Rahman

We uncover a dynamical entanglement transition in a monitored quantum system that is heralded by a local order parameter. Classically, chaotic systems can be stochastically controlled onto unstable periodic orbits and exhibit controlled and…

Disordered Systems and Neural Networks · Physics 2022-08-10 Thomas Iadecola , Sriram Ganeshan , J. H. Pixley , Justin H. Wilson

The traditional approach to feedback control is to apply forces to a system by modifying the Hamiltonian. Here we show that quantum systems can be controlled without any Hamiltonian feedback, purely by exploiting the random quantum…

Quantum Physics · Physics 2015-05-13 Kurt Jacobs

A dynamical quantum model assigns an eigenstate to a specified observable even when no measurement is made, and gives a stochastic evolution rule for that eigenstate. Such a model yields a distribution over classical histories of a quantum…

Quantum Physics · Physics 2007-05-23 Scott Aaronson

We study a multiscale stochastic optimal control problem subject to state constraints on the slow variable. To address this class of problems, we develop a rigorous theoretical framework based on singular perturbation analysis, tailored to…

Optimization and Control · Mathematics 2025-08-12 Anderson O. Calixto , Bernardo Freitas Paulo da Costa , Glauco Valle

Quantum mechanics owes much of its extraordinary success to a Hilbertian program of mathematical formalization. Yet, the formalism remains poorly aligned with the practical limitations of computations in finite dimensions and under finite…

Quantum Physics · Physics 2026-04-15 Timothy Stroschein , Markus Reiher

We consider a stochastic optimal control problem where the controller can anticipate the evolution of the driving noise over some dynamically changing time window. The controlled state dynamics are understood as a rough differential…

Optimization and Control · Mathematics 2025-10-07 Peter Bank , Franziska Bielert

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin

A quantum system subject to external fields is said to be controllable if these fields can be adjusted to guide the state vector to a desired destination in the state space of the system. Fundamental results on controllability are reviewed…

Nuclear Theory · Physics 2008-11-26 John W. Clark , Dennis G. Lucarelli , Tzyh-Jong Tarn

A pivotal task in quantum metrology, and quantum parameter estimation in general, is to de- sign schemes that achieve the highest precision with given resources. Standard models of quantum metrology usually assume the dynamics is fixed, the…

Quantum Physics · Physics 2017-07-18 Jing Liu , Haidong Yuan

In this paper, we study a stochastic recursive optimal control problem in which the value functional is defined by the solution of a backward stochastic differential equation (BSDE) under $\tilde{G}$-expectation. Under standard assumptions,…

Optimization and Control · Mathematics 2021-06-08 Mingshang Hu , Shaolin Ji , Xiaojuan Li

We characterize the set of generalized quantum measurements that can be decomposed into a continuous measurement process using a stream of probe qubits and a tunable interaction Hamilto- nian. Each probe in the stream interacts weakly with…

Quantum Physics · Physics 2015-12-16 Jan Florjanczyk , Todd A. Brun