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Change of measures has been an effective method in stochastic control and analysis; in continuous-time control this follows Girsanov's theorem applied to both fully observed and partially observed models, in decentralized stochastic control…

Optimization and Control · Mathematics 2022-01-20 Ian Hogeboom-Burr , Serdar Yüksel

We study the time-bounded reachability problem for continuous-time Markov decision processes (CTMDPs) and games (CTMGs). Existing techniques for this problem use discretisation techniques to break time into discrete intervals, and optimal…

Computer Science and Game Theory · Computer Science 2011-07-11 John Fearnley , Markus Rabe , Sven Schewe , Lijun Zhang

Optimizing quantum circuits is critical for enhancing computational speed and mitigating errors caused by quantum noise. Effective optimization must be achieved without compromising the correctness of the computations. This survey explores…

Quantum Physics · Physics 2025-01-03 Krishnageetha Karuppasamy , Varun Puram , Stevens Johnson , Johnson P Thomas

It is known that quantum computers yield a speed-up for certain discrete problems. Here we want to know whether quantum computers are useful for continuous problems. We study the computation of the integral of functions from the classical…

Quantum Physics · Physics 2013-04-16 Erich Novak

We consider the problem of robotic planning under uncertainty in this paper. This problem may be posed as a stochastic optimal control problem, a solution to which is fundamentally intractable owing to the infamous "curse of…

Systems and Control · Electrical Eng. & Systems 2019-09-19 Mohamed Naveed Gul Mohamed , Suman Chakravorty , Dylan A. Shell

The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While…

Optimization and Control · Mathematics 2013-08-14 Gene A. Bunin , Grégory François , Dominique Bonvin

Combining quantum computers with classical compute power has become a standard means for developing algorithms that are eventually supposed to beat any purely classical alternatives. While in-principle advantages for solution quality or…

Quantum Physics · Physics 2026-01-23 Simon Thelen , Wolfgang Mauerer

Trajectory optimization is a fundamental problem in robotics. While optimization of continuous control trajectories is well developed, many applications require both discrete and continuous, i.e., hybrid, controls. Finding an optimal…

Robotics · Computer Science 2017-03-03 Joni Pajarinen , Ville Kyrki , Michael Koval , Siddhartha Srinivasa , Jan Peters , Gerhard Neumann

Automated synthesis of correct-by-construction controllers for autonomous systems is crucial for their deployment in safety-critical scenarios. Such autonomous systems are naturally modeled as stochastic dynamical models. The general…

Systems and Control · Electrical Eng. & Systems 2023-11-17 Thom Badings , Nils Jansen , Licio Romao , Alessandro Abate

We present a new formulation of monotonically convergent algorithms which allows to optimize both the control duration and the field fluence. A standard algorithm designs a control field of fixed duration which both brings the system close…

Quantum Physics · Physics 2012-03-13 M. Lapert , J. Salomon , D. Sugny

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

The problem of sequential change diagnosis is considered, where observations are obtained on-line, an abrupt change occurs in their distribution, and the goal is to quickly detect the change and accurately identify the post-change…

Statistics Theory · Mathematics 2022-11-24 Austin Warner , Georgios Fellouris

Optimal control synthesis in stochastic systems with respect to quantitative temporal logic constraints can be formulated as linear programming problems. However, centralized synthesis algorithms do not scale to many practical systems. To…

Systems and Control · Computer Science 2015-03-26 Jie Fu , Shuo Han , Ufuk Topcu

Optimal Control Theory is a powerful mathematical tool, which has known a rapid development since the 1950s, mainly for engineering applications. More recently, it has become a widely used method to improve process performance in quantum…

Quantum Physics · Physics 2021-09-16 U. Boscain , M. Sigalotti , D. Sugny

Reliable long-time storage of arbitrary quantum states is a key element for quantum information processing. In order to dynamically decouple a spin or quantum bit from a dephasing environment, we introduce an optimized sequence of $N$…

Quantum Physics · Physics 2010-04-08 Götz S. Uhrig , Stefano Pasini

Quantum control refers to our ability to manipulate quantum systems. This tutorial-style chapter focuses on the use of classical electromagnetic fields to steer the system dynamics. In this approach, the quantum nature of the control stems…

Quantum Physics · Physics 2025-12-05 Christiane P. Koch

Quantum algorithms can deliver asymptotic speedups over their classical counterparts. However, there are few cases where a substantial quantum speedup has been worked out in detail for reasonably-sized problems, when compared with the best…

Quantum Physics · Physics 2019-07-24 Earl Campbell , Ankur Khurana , Ashley Montanaro

We develop a novel iterative algorithm for locally optimal experimental design under constraints, like budget or performance constraints. It is an adaptive discretization algorithm. In every iteration, a discretized version of the…

Optimization and Control · Mathematics 2026-04-21 Jochen Schmid , Philipp Seufert , Jan Schwientek , Tobias Seidel , Karl-Heinz Küfer

We develop dynamical programming methods for the purpose of optimal control of quantum states with convex constraints and concave cost and bequest functions of the quantum state. We consider both open loop and feedback control schemes,…

Quantum Physics · Physics 2009-03-06 Viacheslav P. Belavkin , Antonio Negretti , Klaus Molmer

We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…

Optimization and Control · Mathematics 2025-06-11 Qi Feng , Gu Wang