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This article considers some control problems for closed and open two-level quantum systems. The closed system's dynamics is governed by the Schr\"odinger equation with coherent control. The open system's dynamics is governed by the…

Quantum Physics · Physics 2023-12-01 Oleg V. Morzhin , Alexander N. Pechen

This paper studies a class of partially observed Linear Quadratic Gaussian (LQG) problems with unknown dynamics. We establish an end-to-end sample complexity bound on learning a robust LQG controller for open-loop stable plants. This is…

Optimization and Control · Mathematics 2021-07-14 Yang Zheng , Luca Furieri , Maryam Kamgarpour , Na Li

A study of the linear quadratic (LQ) control problem on a finite time interval for a model equation in Hilbert spaces which comprehends the memory of the inputs was performed recently by the authors. The outcome included a closed-loop…

Optimization and Control · Mathematics 2025-03-19 Paolo Acquistapace , Francesca Bucci

We study linear quadratic Gaussian (LQG) control design for linear port-Hamiltonian systems. To this end, we exploit the freedom in choosing the weighting matrices and propose a specific choice which leads to an LQG controller which is…

Optimization and Control · Mathematics 2021-07-27 Tobias Breiten , Riccardo Morandin , Philipp Schulze

This paper deals with a class of time inconsistent stochastic linear quadratic (SLQ) optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium controls/strategies, open-loop equilibrium controls and their…

Optimization and Control · Mathematics 2018-02-06 Tianxiao Wang

This paper investigates a conditional mean-field type linear quadratic (LQ) optimal control problem with partial observation and regime switching, where the conditional expectations of the state and control given the history of Markov chain…

Optimization and Control · Mathematics 2025-12-22 Zhongbin Guo , Guangchen Wang

Efficient control of qubits plays a key role in quantum information processing. In the current work, an alternative set of differential equations are derived for an optimal quantum control of single or multiple qubits with or without…

Quantum Physics · Physics 2020-11-26 Ding Wang , Haowei Shi , Yueheng Lan

This paper investigates a model-free solution to the stochastic linear quadratic regulation (LQR) problem for linear discrete-time systems with both multiplicative and additive noises. We formulate the stochastic LQR problem as a nonconvex…

Optimization and Control · Mathematics 2025-12-25 Jing Guo , Xiushan Jiang , Weihai Zhang

The objective of this work is to study time-minimum and energy-minimum global optimal control for dissipative open quantum systems whose dynamics is governed by the Lindblad equation. The controls appear only in the Hamiltonian. Using…

Optimization and Control · Mathematics 2017-03-16 William Clark , Anthony Bloch , Leonardo Colombo , Patrick Rooney

We investigate a time and energy minimization optimal control problem for open quantum systems, whose dynamics is governed through the Lindblad (or Gorini-Kossakowski-Sudarshan-Lindblad) master equation. The dissipation is Markovian…

Quantum Physics · Physics 2023-06-06 Nahid Binandeh Dehaghani , A. Pedro Aguiar , Rafal Wisniewski

In this paper, the solvability of discrete-time stochastic linear-quadratic (LQ) optimal control problem in finite horizon is considered. Firstly, it shows that the closed-loop solvability for the LQ control problem is optimal if and only…

Optimization and Control · Mathematics 2025-02-25 Yue Sun , Xianping Wu , Xun Li

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum…

Mathematical Finance · Quantitative Finance 2017-04-05 Mauricio Contreras , Rely Pellicer , Marcelo Villena

This paper is concerned with a linear quadratic (LQ, for short) optimal control problem with fixed terminal states and integral quadratic constraints. A Riccati equation with infinite terminal value is introduced, which is uniquely solvable…

Optimization and Control · Mathematics 2017-05-11 Jingrui Sun

We propose a framework to solve non-linear and history-dependent mechanical problems based on a hybrid classical computer -- quantum annealer approach. Quantum Computers are anticipated to solve particular operations exponentially faster.…

Computational Engineering, Finance, and Science · Computer Science 2024-02-20 Van-Dung Nguyen , Ling Wu , Françoise Remacle , Ludovic Noels

Inspired by the successes of stochastic algorithms in the training of deep neural networks and the simulation of interacting particle systems, we propose and analyze a framework for randomized time-splitting in linear-quadratic optimal…

Optimization and Control · Mathematics 2022-06-02 Daniel Veldman , Enrique Zuazua

In this paper, we investigate a model-free optimal control design that minimizes an infinite horizon average expected quadratic cost of states and control actions subject to a probabilistic risk or chance constraint using input-output data.…

Systems and Control · Electrical Eng. & Systems 2024-11-11 Arunava Naha , Subhrakanti Dey

We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…

Optimization and Control · Mathematics 2019-12-19 Yves Achdou , Mathieu Laurière , Pierre-Louis Lions

In this paper, the problem of finite horizon inverse optimal control (IOC) is investigated, where the quadratic cost function of a dynamic process is required to be recovered based on the observation of optimal control sequences. We propose…

Optimization and Control · Mathematics 2018-11-02 Yibei Li , Yu Yao , Xiaoming Hu

The quantum harmonic oscillator is one of the most fundamental objects in physics. We consider the case where it is extended to an arbitrary number modes and includes all possible terms that are bilinear in the annihilation and creation…

Quantum Physics · Physics 2024-01-26 Mattias T. Johnsson , Daniel Burgarth

This paper investigates the stochastic linear-quadratic control problems with affine constraints, in which both equality and inequality constraints are involved. With the help of the Pontryagin maximum principle and Lagrangian duality…

Optimization and Control · Mathematics 2024-04-17 Zhun Gou , Nan-jing Huang , Xian-jun Long , Jian-hao Kang
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