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We consider a general class of stochastic optimal control problems, where the state process lives in a real separable Hilbert space and is driven by a cylindrical Brownian motion and a Poisson random measure; no special structure is imposed…

Probability · Mathematics 2018-10-04 Elena Bandini , Fulvia Confortola , Andrea Cosso

The objective of this work is to study continuous-time Markov decision processes on a general Borel state space with both impulsive and continuous controls for the infinite-time horizon discounted cost. The continuous-time controlled…

Optimization and Control · Mathematics 2019-08-17 François Dufour , Alexei Piunovskiy

It is shown that if one can perform a restricted set of fast manipulations on a quantum system, one can implement a large class of dynamical evolutions by effectively removing or introducing selected Hamiltonians. The procedure can be used…

Quantum Physics · Physics 2009-01-23 Lorenza Viola , Seth Lloyd , Emanuel Knill

This paper is concerned with optimal control of stochastic fully coupled forward-backward linear quadratic (FBLQ) problems with indefinite control weight costs. In order to obtain the state feedback representation of the optimal control, we…

Optimization and Control · Mathematics 2019-02-27 Mingshang Hu , Shaolin Ji , Xiaole Xue

We investigate the quantum computing paradigm consisted of obtaining a target state that encodes the solution of a certain computational task by evolving the system with a combination of the problem-Hamiltonian and the driving-Hamiltonian.…

Quantum Physics · Physics 2022-06-14 Marllos E. F. Fernandes , Emanuel F. de Lima , Leonardo K. Castelano

The development of quantum control methods is an essential task for emerging quantum technologies. In general, the process of optimizing quantum controls scales very unfavorably in system size due to the exponential growth of the Hilbert…

Quantum Physics · Physics 2019-10-07 Jun Li

In this work, we propose a feedback control based temporal discretization for linear quadratic optimal control problems (LQ problems) governed by controlled mean-field stochastic differential equations. We firstly decompose the original…

Optimization and Control · Mathematics 2023-02-08 Yanqing Wang

We study the optimal control of a rate-independent system that is driven by a convex, quadratic energy. Since the associated solution mapping is non-smooth, the analysis of such control problems is challenging. In order to derive optimality…

Optimization and Control · Mathematics 2016-11-04 Ulisse Stefanelli , Gerd Wachsmuth , Daniel Wachsmuth

This paper is concerned with the development and use of duality theory for a nonlinear filtering model with white noise observations. The main contribution of this paper is to introduce a stochastic optimal control problem as a dual to the…

Optimization and Control · Mathematics 2022-08-16 Jin Won Kim , Prashant G. Mehta

We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman…

Optimization and Control · Mathematics 2022-10-19 Alessandro Alla , Marta D'Elia , Christian Glusa , Hugo Oliveira

The purpose of this paper is to describe the numerical solution of the Hamilton-Jacobi-Bellman (HJB) for an optimal control problem for quantum spin systems. This HJB equation is a first order nonlinear partial differential equation defined…

Quantum Physics · Physics 2011-10-05 Srinivas Sridharan , Matthew R. James

Quantum control is concerned with active manipulation of physical and chemical processes on the atomic and molecular scale. This work presents a perspective of progress in the field of control over quantum phenomena, tracing the evolution…

Quantum Physics · Physics 2010-07-20 Constantin Brif , Raj Chakrabarti , Herschel Rabitz

A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable, as well as linear unbounded operators, acts in both drift and diffusion terms, and the control set need…

Optimization and Control · Mathematics 2013-12-30 Kai Du , Qingxin Meng

We consider a generic, suitable class of optimal control problems under a constraint given by a finite-dimensional SDE-ODE system, describing a system of two interacting species of particles: the herd, described by SDEs, and the herders,…

Optimization and Control · Mathematics 2025-05-23 Giuseppe La Scala

Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…

Optimization and Control · Mathematics 2014-02-13 Matanya B. Horowitz , Joel W. Burdick

We introduce and discuss the problem of quantum feedback control in the context of established formulations of classical control theory, examining conceptual analogies and essential differences. We describe the application of state-observer…

Quantum Physics · Physics 2016-09-08 Andrew C. Doherty , Salman Habib , Kurt Jacobs , Hideo Mabuchi , Sze M. Tan

This paper introduces a framework for solving time-autonomous nonlinear infinite horizon optimal control problems, under the assumption that all minimizers satisfy Pontryagin's necessary optimality conditions. In detail, we use methods from…

Optimization and Control · Mathematics 2020-03-04 Mario E. Villanueva , Colin Jones , Boris Houska

High fidelity state preparation represents a fundamental challenge in the application of quantum technology. While the majority of optimal control approaches use feedback to improve the controller, the controller itself often does not…

Quantum Physics · Physics 2021-11-22 Ethan N. Evans , Ziyi Wang , Adam G. Frim , Michael R. DeWeese , Evangelos A. Theodorou

For an optimal control problem of an It\^o's type stochastic differential equation, the control process could be taken as open-loop or closed-loop forms. In the standard literature, provided appropriate regularity, the value functions under…

Optimization and Control · Mathematics 2021-03-09 Jiongmin Yong , Jianfeng Zhang

We propose a quantum machine learning algorithm for efficiently solving a class of problems encoded in quantum controlled unitary operations. The central physical mechanism of the protocol is the iteration of a quantum time-delayed equation…

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