Related papers: The solution classical and quantum feedback optima…
This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…
A novel approach to design the feedback control based on past states is proposed for hybrid stochastic differential equations (HSDEs). This new theorem builds up the connection between the delay feedback control and the control function…
The quadratic optimal state feedback (LQR) is one of the most popular designs for linear systems and succeeds via the solution of the algebraic Riccati equation. The situation is different in the case of non-linear systems: the Riccati…
Feedback control of quantum systems via continuous measurement involves complex nonlinear dynamics. Except in very special cases, even for a single qubit optimal feedback protocols are unknown. Not even do intuitive candidates exist for…
This paper is concerned with a kind of linear-quadratic (LQ) optimal control problem of backward stochastic differential equation (BSDE) with partial information. The cost functional includes cross terms between the state and control, and…
We study the optimal control of path-dependent McKean-Vlasov equations valued in Hilbert spaces motivated by non Markovian mean-field models driven by stochastic PDEs. We first establish the well-posedness of the state equation, and then we…
In this paper, we solve the long-standing fundamental problem of irregular linear--quadratic (LQ) optimal control, which has received significant attention since the 1960s. We derive the optimal controllers via the key technique of finding…
Optimizing the controls of quantum systems plays a crucial role in advancing quantum technologies. The time-varying noises in quantum systems and the widespread use of inhomogeneous quantum ensembles raise the need for high-quality quantum…
Feedback-based control is the de-facto standard when it comes to controlling classical stochastic systems and processes. However, standard feedback-based control methods are challenged by quantum systems due to measurement induced…
A compact version of the variation evolving method (VEM) is developed in the primal variable space for optimal control computation. Following the idea that originates from the Lyapunov continuous-time dynamics stability theory in the…
No quantum measurement can give full information on the state of a quantum system; hence any quantum feedback control problem is neccessarily one with partial observations, and can generally be converted into a completely observed control…
Quantum optimal control theory (QOCT) aims at finding an external field that drives a quantum system in such a way that optimally achieves some predefined target. In practice this normally means optimizing the value of some observable, a so…
We investigate local optimality conditions of first and second order for integer optimal control problems with total variation regularization via a finite-dimensional switching point problem. We show the equivalence of local optimality for…
This paper deals with a stochastic optimal feedback control problem for the controlled stochastic partial differential equations. More precisely, we establish the existence of stochastic optimal feedback control for the controlled…
In this paper we investigate parametrization-free solutions of the problem of quantum pure state preparation and subspace stabilization by means of Hamiltonian control, continuous measurement and quantum feedback, in the presence of a…
In this paper, we first introduce a new spatial-temporal interaction operator to describe the space-time dependent phenomena. Then we consider the stochastic optimal control of a new system governed by a stochastic partial differential…
The following optimization problem is considered. For a linear vector Ito equation. it is required to find an optimal deterministic control vector which minimizes a quadratic the functional. A necessary and sufficient condition for the…
It is well known that quantum continuous observations and nonlinear filtering can be developed within the framework of the quantum stochastic calculus of Hudson-Parthasarathy. The addition of real-time feedback control has been discussed by…
This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…
In this work we focus on a recently introduced method [1] to construct the external potential $v$ that, for a given initial state, produces a prescribed time-dependent density in an interacting quantum many-body system. We show how this…