Related papers: The solution classical and quantum feedback optima…
We consider a stochastic control problem with the assumption that the system is controlled until the state process breaks the fixed barrier. Assuming some general conditions, it is proved that the resulting Hamilton Jacobi Bellman equations…
Direct optimal control theory for quantum dynamical problems presents itself as an interesting alternative to the traditional indirect optimal control. The method relies on the first discretize and then optimize paradigm, where a…
We introduce a new approach to assess the error of control problems we aim to optimize. The method offers a strategy to define new control pulses that are not necessarily optimal but still able to yield an error not larger than some fixed a…
Quantum optimal control has numerous important applications ranging from pulse shaping in magnetic-resonance imagining to laser control of chemical reactions and quantum computing. Our objective is to address two major challenges that have…
We consider a class of optimal control problems of stochastic delay differential equations (SDDE) that arise in connection with optimal advertising under uncertainty for the introduction of a new product to the market, generalizing…
We derive the equations of motion describing the feedback control of quantum systems in the regime of "good control", in which the control is sufficient to keep the system close to the desired state. One can view this regime as the quantum…
This paper presents a novel value iteration (VI) algorithm for finding the optimal control for a kind of infinite-horizon stochastic linear quadratic (SLQ) problem with unknown systems. First, an off-line algorithm is estabilished to obtain…
In this paper, we study the optimal control of a discrete-time stochastic differential equation (SDE) of mean-field type, where the coefficients can depend on both a function of the law and the state of the process. We establish a new…
In this article, we analyse the existence of an optimal feedback controller of stochastic optimal control problems governed by SDEs which have the control in the diffusion part. To this end, we consider the underlying Fokker-Planck equation…
In this letter, we discuss the problem of optimal control for affine systems in the context of data-driven linear programming. First, we introduce a unified framework for the fixed point characterization of the value function, Q-function…
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochastic differential equations (FBDSDEs in short) in the global form is obtained, under the assumptions that the diffusion coefficients do not…
A New theoretical formalism for the optimal quantum control has been presented. The approach stems from the consideration of describing the time-dependent quantum system in terms of the real physical observables, viz., the probability…
H-infinity optimal control and estimation are addressed for a class of systems governed by partial differential equations with bounded input and output operators. Diffusion equations are an important example in this class. Explicit formulas…
In this paper, we present a novel method for computing the optimal feedback gain of the infinite-horizon Linear Quadratic Regulator (LQR) problem via an ordinary differential equation. We introduce a novel continuous-time Bellman error,…
An optimal control problem described by the Hamilton-Jacobi-Bellman equation can be developed into a problem that can be solved by general computational fluid dynamics packages. We describe how this formulation would allow a classical…
We formulate a very general framework for optimal dynamic stochastic control problems which allows for a control-dependent informational structure. The issue of informational consistency is investigated. Bellman's principle is formulated…
We develop Bellman equation based approach for infinite time horizon optimal impulsive control problems. Both discounted and time average criteria are considered. We establish very general and at the same time natural conditions under which…
In this paper, we investigate the closed-loop solvability of the quantum stochastic linear quadratic optimal control problem. We derive the Pontryagin maximum principle for the linear quadratic control problem of infinite-dimensional…
We report on a systematic geometric procedure, built up on solutions designed in the absence of dissipation, to mitigate the effects of dissipation in the control of open quantum systems. Our method addresses a standard class of open…
The ability to characterise a Hamiltonian with high precision is crucial for the implementation of quantum technologies. In addition to the well-developed approaches utilising optimal probe states and optimal measurements, the method of…