Related papers: A Dynamic Programming Approach to Finite-horizon C…
We study in this paper the linear quadratic optimal control (linear quadratic regulation, LQR for short) for discrete-time complex-valued linear systems, which have shown to have several potential applications in control theory. Firstly, an…
We consider the problem of stochastic optimal control, where the state-feedback control policies take the form of a probability distribution and where a penalty on the entropy is added. By viewing the cost function as a Kullback- Leibler…
This paper is concerned with the coherent quantum filtering (CQF) problem, where a quantum observer is cascaded in a measurement-free fashion with a linear quantum plant so as to minimize a mean square error of estimating the plant…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…
We present a general theoretical framework for finding the time-optimal unitary evolution of the quantum systems when the Hamiltonian is subject to arbitrary constraints. Quantum brachistochrone (QB) is such a framework based on the…
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…
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
The Linear Quadratic Regulator (LQR), which is arguably the most classical problem in control theory, was recently related to kernel methods in (Aubin-Frankowski, SICON, 2021) for finite dimensional systems. We show that this result extends…
We explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation we use the Hamilton--Jacobi--Bellman…
Robustness and reliability are two key requirements for developing practical quantum control systems. The purpose of this paper is to design a coherent feedback controller for a class of linear quantum systems suffering from Markovian…
We analyze a sequential quadratic programming algorithm for solving a class of abstract optimization problems. Assuming that the initial point is in an $L^2$ neighborhood of a local solution that satisfies no-gap second-order sufficient…
Explicit solutions to optimal control problems are rarely obtainable. Of particular interest are the explicit solutions derived for minimax problems, providing a framework to address adversarial conditions and uncertainty. This work…
We study the global linear convergence of policy gradient (PG) methods for finite-horizon continuous-time exploratory linear-quadratic control (LQC) problems. The setting includes stochastic LQC problems with indefinite costs and allows…
The linear quadratic Gaussian (LQG) control problem for the linear wave equation on the unit circle with fully distributed actuation and partial state measurements is considered. An analytical solution to a spatial discretization of the…
Quantum versions of control problems are often more difficult than their classical counterparts because of the additional constraints imposed by quantum dynamics. For example, the quantum LQG and quantum H infinity optimal control problems…
The Linear Quadratic Gaussian (LQG) controller is known to be inherently fragile to model misspecifications common in real-world situations. We consider discrete-time partially observable stochastic linear systems and provide a…
We revisit the linear programming approach to deterministic, continuous time, infinite horizon discounted optimal control problems. In the first part, we relax the original problem to an infinite-dimensional linear program over a measure…
We apply the methodology of optimal control theory to the problem of implementing quantum gates in continuous variable systems with quadratic Hamiltonians. We demonstrate that it is possible to define a fidelity measure for continuous…
Optimal control of two-qubit quantum systems attracts high interest due to applications ranging from two-qubit gate generation to optimization of receiver for transferring coherence matrices along spin chains. State preparation and…
An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…