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The numerical realization of the dynamic programming principle for continuous-time optimal control leads to nonlinear Hamilton-Jacobi-Bellman equations which require the minimization of a nonlinear mapping over the set of admissible…

Optimization and Control · Mathematics 2015-02-26 Dante Kalise , Axel Kröner , Karl Kunisch

Dualization is a key discrete enumeration problem. It is not known whether or not this problem is polynomial-time solvable. Asymptotically optimal dualization algorithms are the fastest among the known dualization algorithms, which is…

Discrete Mathematics · Computer Science 2016-06-01 Elena V. Djukova , Andrey G. Nikiforov , Petr A. Prokofyev

In this article, we discuss two algorithms tailored to discrete-time deterministic finite-horizon nonlinear optimal control problems or so-called deterministic trajectory optimization problems. Both algorithms can be derived from an…

Optimization and Control · Mathematics 2024-12-10 Mohammad Mahmoudi Filabadi , Tom Lefebvre , Guillaume Crevecoeur

This paper extends applications of the quantum small gain and Popov methods from existing results on robust stability to performance analysis results for a class of uncertain quantum systems. This class of systems involves a nominal linear…

Systems and Control · Computer Science 2016-03-22 Chengdi Xiang , Ian R. Petersen , Daoyi Dong

This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

Algorithms for continuous optimization problems have a rich history of design and innovation over the past several decades, in which mathematical analysis of their convergence and complexity properties plays a central role. Besides their…

Optimization and Control · Mathematics 2025-12-03 Stephen J. Wright

Despite significant progress in theoretical and laboratory quantum control, engineering quantum systems remains principally challenging due to manifestation of noise and uncertainties associated with the field and Hamiltonian parameters. In…

Quantum Physics · Physics 2021-12-15 Andrew Koswara , Vaibhav Bhutoria , Raj Chakrabarti

Sequential Convex Programming (SCP) has recently gained significant popularity as an effective method for solving optimal control problems and has been successfully applied in several different domains. However, the theoretical analysis of…

Optimization and Control · Mathematics 2022-09-07 Riccardo Bonalli , Thomas Lew , Marco Pavone

Two characteristics that make convex decomposition algorithms attractive are simplicity of operations and generation of parallelizable structures. In principle, these schemes require that all coordinates update at the same time, i.e., they…

Optimization and Control · Mathematics 2018-03-07 Giorgos Stathopoulos , Colin N. Jones

Portfolio optimization is one of the most studied optimization problems at the intersection of quantum computing and finance. In this work, we develop the first quantum formulation for a portfolio optimization problem with higher-order…

Quantum Physics · Physics 2026-01-28 Valter Uotila , Julia Ripatti , Bo Zhao

We present a continuous-time equivalent to the well-known iterative linear-quadratic algorithm including an implementation of a backtracking line-search policy and a novel regularization approach based on the necessary conditions in the…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Juraj Lieskovský , Jaroslav Bušek , Tomáš Vyhlídal

Dual control denotes a class of control problems where the parameters governing the system are imperfectly known. The challenge is to find the optimal balance between probing, i.e. exciting the system to understand it more, and caution,…

Optimization and Control · Mathematics 2020-04-29 Martin Péron , Christopher M. Baker , Barry D. Hughes , Iadine Chadès

Scenario reduction algorithms can be an effective means to provide a tractable description of the uncertainty in optimal control problems. However, they might significantly compromise the performance of the controlled system. In this paper,…

Optimization and Control · Mathematics 2024-04-12 Francesco Cordiano , Bart De Schutter

We present deterministic algorithms for the simultaneous control of an arbitrary number of quantum observables. Unlike optimal control approaches based on cost function optimization, quantum multiobservable tracking control (MOTC) is…

Quantum Physics · Physics 2009-11-13 Raj Chakrabarti , Rebing Wu , Herschel Rabitz

We introduce an algorithm to compute Hamiltonian dynamics on digital quantum computers that requires only a finite circuit depth to reach an arbitrary precision, i.e. achieves zero discretization error with finite depth. This finite number…

Quantum Physics · Physics 2024-09-10 Etienne Granet , Henrik Dreyer

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

Systems and Control · Computer Science 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

Ref.[BCOW17] introduced a pioneering quantum approach (coined BCOW algorithm) for solving linear differential equations with optimal error tolerance. Originally designed for a specific class of diagonalizable linear differential equations,…

Quantum Physics · Physics 2024-08-06 Xiaojing Dong , Yizhe Peng , Qili Tang , Yin Yang , Yue Yu

In this work, we develop a framework aiming at designing quantum algorithms for combinatorial optimization problems while providing theoretical guarantees on their approximation ratios. The principal innovative aspect of our work is the…

Quantum Physics · Physics 2025-12-29 Shengminjie Chen , Ziyang Li , Hongyi Zhou , Jialin Zhang , Wenguo Yang , Xiaoming Sun

A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…

Probability · Mathematics 2018-06-11 Martin G. Vieten , Richard H. Stockbridge

Toward scalable quantum computing, the control of quantum systems needs to be robust against both coherent errors induced by parametric uncertainties and incoherent errors induced by environmental decoherence. This poses significant…

Quantum Physics · Physics 2025-07-11 Yidian Fan , Re-Bing Wu
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