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We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…

Optimization and Control · Mathematics 2017-07-14 Robert Kipka , Rohit Gupta

Hybrid classical quantum optimization methods have become an important tool for efficiently solving problems in the current generation of NISQ computers. These methods use an optimization algorithm executed in a classical computer, fed with…

Quantum Physics · Physics 2023-08-02 J. Gidi , B. Candia , A. D. Muñoz-Moller , A. Rojas , L. Pereira , M. Muñoz , L. Zambrano , A. Delgado

In this two-part study we develop a general approach to the design and analysis of exact penalty functions for various optimal control problems, including problems with terminal and state constraints, problems involving differential…

Optimization and Control · Mathematics 2020-01-10 M. V. Dolgopolik , A. V. Fominyh

Approximate dynamic programming has been investigated and used as a method to approximately solve optimal regulation problems. However, the extension of this technique to optimal tracking problems for continuous time nonlinear systems has…

Systems and Control · Computer Science 2017-07-25 Rushikesh Kamalapurkar , Huyen Dinh , Shubhendu Bhasin , Warren Dixon

Round Robin, considered as the most widely adopted CPU scheduling algorithm, undergoes severe problems directly related to quantum size. If time quantum chosen is too large, the response time of the processes is considered too high. On the…

Operating Systems · Computer Science 2011-11-24 Abbas Noon , Ali Kalakech , Seifedine Kadry

Recent works on quantum algorithms for solving semidefinite optimization (SDO) problems have leveraged a quantum-mechanical interpretation of positive semidefinite matrices to develop methods that obtain quantum speedups with respect to the…

Quantum Physics · Physics 2025-06-06 Brandon Augustino , Giacomo Nannicini , Tamás Terlaky , Luis Zuluaga

This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…

Optimization and Control · Mathematics 2020-11-11 Kai Du , Qingxin Meng , Fu Zhang

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

Optimization and Control · Mathematics 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

We describe new implementations of quantum error correction that are continuous in time, and thus described by continuous dynamical maps. We evaluate the performance of such schemes using numerical simulations, and comment on the…

Quantum Physics · Physics 2009-11-11 Mohan Sarovar , G. J. Milburn

The literature on continuous-time stochastic optimal control seldom deals with the case of discrete state spaces. In this paper, we provide a general framework for the optimal control of continuous-time Markov chains on finite graphs. In…

Optimization and Control · Mathematics 2019-12-05 Olivier Guéant , Iuliia Manziuk

This paper is concerned with a partially observed hybrid optimal control problem, where continuous dynamics and discrete events coexist and in particular, the continuous dynamics can be observed while the discrete events, described by a…

Optimization and Control · Mathematics 2023-03-14 Siyu Lv , Jie Xiong , Wen Xu

We present a novel framework for optimal control in both classical and quantum systems. Our approach leverages the Dirac--Bergmann algorithm: a systematic method for formulating and solving constrained dynamical systems. In contrast to the…

Quantum Physics · Physics 2025-11-25 Davit Aghamalyan , Aleek Maity , Varun Narasimhachar , V V Sreedhar

We implement a quantum optimal control algorithm based on automatic differentiation and harness the acceleration afforded by graphics processing units (GPUs). Automatic differentiation allows us to specify advanced optimization criteria and…

Quantum Physics · Physics 2017-04-19 Nelson Leung , Mohamed Abdelhafez , Jens Koch , David I. Schuster

The challenge of mastering computational tasks of enormous size tends to frequently override questioning the quality of the numerical outcome in terms of accuracy. By this we do not mean the accuracy within the discrete setting, which…

Numerical Analysis · Mathematics 2019-10-17 Markus Bachmayr , Wolfgang Dahmen

For Markov processes over discrete configurations, an asymptotic bound on the uncertainty of stochastic fluxes is derived in terms of the harmonic mean of decay rates with respect to the stationary distribution. This bound is necessarily…

Statistical Mechanics · Physics 2024-07-16 Katarzyna Macieszczak

The paper proposes a new stochastic intervention control model conducted in various commodity and stock markets. The essence of the phenomenon of intervention is described in accordance with current economic theory. A review of papers on…

General Finance · Quantitative Finance 2018-11-28 Peter Shnurkov , Daniil Novikov

Discrete-time stochastic systems are an essential modelling tool for many engineering systems. We consider stochastic control systems that are evolving over continuous spaces. For this class of models, methods for the formal verification…

Systems and Control · Computer Science 2018-11-29 Sofie Haesaert , Sadegh Soudjani

It has been found that stochastic algorithms often find good solutions much more rapidly than inherently-batch approaches. Indeed, a very useful rule of thumb is that often, when solving a machine learning problem, an iterative technique…

Machine Learning · Computer Science 2013-08-19 Andrew Cotter

The dynamics of a quantum system driven by an external field is well described by a unitary transformation generated by a time dependent Hamiltonian. The inverse problem of finding the field that generates a specific unitary transformation…

Quantum Physics · Physics 2009-11-10 Jose P. Palao , R. Kosloff

An operational description of the controlled Markov dynamics of quantum-mechanical system is introduced. The feedback control strategies with regard to the dynamical reduction of quantum states in the course of quantum real-time…

Quantum Physics · Physics 2007-05-23 V P Belavkin