Related papers: Classical LQG's limitation and modification in sto…
We review some recent results on the theory of Lagrangian systems on Lie algebroids. In particular we consider the symplectic and variational formalism and we study reduction. Finally we also consider optimal control systems on Lie…
The comparative evaluation between classical and quantum reinforcement learning (QRL) paradigms was conducted to investigate their convergence behavior, robustness under observational noise, and computational efficiency in a benchmark…
We introduce a generic solver for dynamic portfolio allocation problems when the market exhibits return predictability, price impact and partial observability. We assume that the price modeling can be encoded into a linear state-space and…
Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…
We review progress towards direct simulation of quantum dynamics in many-body systems, using recently developed stochastic gauge techniques. We consider master equations, canonical ensemble calculations and reversible quantum dynamics are…
In this paper, we will deal with a Linear Quadratic Optimal Control problem with unknown dynamics. As a modeling assumption, we will suppose that the knowledge that an agent has on the current system is represented by a probability…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
A general and new stochastic linear quadratic optimal control problem is studied, where the coefficients are allowed to be time-varying, and both state delay and control delay can appear simultaneously in the state equation and the cost…
The generation and storage of spin squeezing is an attracting topic in quantum metrology and the foundations of quantum mechanics. The major models to realize the spin squeezing are the one- and two-axis twisting models. Here, we consider a…
Recently, lower-level constrained bilevel optimization has attracted increasing attention. However, existing methods mostly focus on either deterministic cases or problems with linear constraints. The main challenge in stochastic cases with…
We propose a new risk-constrained formulation of the classical Linear Quadratic (LQ) stochastic control problem for general partially-observed systems. Our framework is motivated by the fact that the risk-neutral LQ controllers, although…
We introduce a general formalism, based on the stochastic formulation of quantum mechanics, to obtain localized quasi-classical wave packets as dynamically controlled systems, for arbitrary anharmonic potentials. The control is in general…
The problem of controller reduction has a rich history in control theory. Yet, many questions remain open. In particular, there exist very few results on the order reduction of general non-observer based controllers and the subsequent…
We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…
This article presents a unified approach to quadratic optimal control for both linear and nonlinear discrete-time systems, with a focus on trajectory tracking. The control strategy is based on minimizing a quadratic cost function that…
We consider the optimal control problem for a linear conditional McKean-Vlasov equation with quadratic cost functional. The coefficients of the system and the weigh-ting matrices in the cost functional are allowed to be adapted processes…
Linear time-varying (LTV) systems are widely used for modeling real-world dynamical systems due to their generality and simplicity. Providing stability guarantees for LTV systems is one of the central problems in control theory. However,…
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…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…
Simulation of realistic classical mechanical systems is of great importance to many areas of engineering such as robotics, dynamics of rotating machinery and control theory. In this work, we develop quantum algorithms to estimate quantities…