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By the methods of probability and duality technique, we give some comparison theorems for the solutions of infinite horizon forward-backwad stochastic differential equations.

Probability · Mathematics 2010-05-25 Liangquan Zhang , Yufeng Shi

We address a broad class of optimization problems of finding quantum measurements, which includes the problems of finding an optimal measurement in the Bayes criterion and a measurement maximizing the average success probability with a…

Quantum Physics · Physics 2015-06-23 Kenji Nakahira , Kentaro Kato , Tsuyoshi Sasaki Usuda

In this work, solution of the finite horizon hybrid optimal control problem as the central element of the receding horizon optimal control (model predictive control) is investigated based on the indirect approach. The response of a hybrid…

Systems and Control · Computer Science 2020-09-24 Babak Tavassoli

The quantum approximate optimisation algorithm was proposed as a heuristic method for solving combinatorial optimisation problems on near-term quantum computers and may be among the first algorithms to perform useful computations in the…

Quantum Physics · Physics 2022-11-10 David Headley , Thorge Müller , Ana Martin , Enrique Solano , Mikel Sanz , Frank K. Wilhelm

This paper presents methodological improvements to variational quantum algorithms (VQAs) for solving multicriteria optimization problems. We introduce two key contributions. First, we reformulate the parameter optimization task of VQAs as a…

The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Luis Lehner , Oscar Reula , Manuel Tiglio

Markov control algorithms that perform smooth, non-greedy updates of the policy have been shown to be very general and versatile, with policy gradient and Expectation Maximisation algorithms being particularly popular. For these algorithms,…

Systems and Control · Computer Science 2012-02-20 Thomas Furmston , David Barber

We give a necessary and sufficient condition for the existence of a local solution of the inverse problem of calculus of variations in terms of the identical vanishing of the variation of a functional on an extended space (with the number…

Differential Geometry · Mathematics 2019-01-08 Theodore Voronov

We obtain the cohomology of the variational bicomplex on the infinite order jet space of a smooth fiber bundle in the class of exterior forms of finite jet order. This provides a solution of the global inverse problem of the calculus of…

Differential Geometry · Mathematics 2007-05-23 G. Giachetta , L. Mangiarotti , G. Sardanashvily

We study optimality conditions for various types of control problems like the standard optimal control problem, optimal multiprocesses, problems with infinite horizon or the control of Volterra integral equations. To derive necessary…

Optimization and Control · Mathematics 2025-03-13 Nico Tauchnitz

Quantum optimization algorithms hold the promise of solving classically hard, discrete optimization problems in practice. The requirement of encoding such problems in a Hamiltonian realized with a finite -- and currently small -- number of…

Quantum Physics · Physics 2023-07-10 Yifeng Rocky Zhu , David Joseph , Cong Ling , Florian Mintert

We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality…

Optimization and Control · Mathematics 2013-10-03 Tatiana Odzijewicz , Agnieszka B. Malinowska , Delfim F. M. Torres

We introduce basic aspects of new operator method, which is very suitable for practical solving differential equations of various types. The main advantage of the method is revealed in opportunity to find compact exact operator solutions of…

Mathematical Physics · Physics 2007-05-23 Yu. N. Kosovtsov

The fundamental laws of physics can be derived from the requirement of invariance under suitable classes of transformations on the one hand, and from the need for a well-posed mathematical theory on the other hand. As a part of this…

High Energy Physics - Theory · Physics 2016-12-28 Giampiero Esposito

We establish necessary conditions of optimality for discrete-time infinite-horizon optimal control in presence of constraints at infinity. These necessary conditions are in form of weak and strong Pontryagin principles. We use a functional…

Dynamical Systems · Mathematics 2015-11-09 Joel Blot , Thoi Ngo

This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a…

Optimization and Control · Mathematics 2023-01-19 Jacob Knaup , Panagiotis Tsiotras

We derive Heisenberg equations for arbitrary high order moments of creation and annihilation operators in the case of the quantum master equation with a multimode generator which is quadratic in creation and annihilation operators and…

Quantum Physics · Physics 2022-10-04 Iu. A. Nosal , A. E. Teretenkov

This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…

Systems and Control · Computer Science 2018-11-16 Siddharth H. Nair , Ravi N. Banavar

We investigate numerical solutions of high order curl problems with various formulations and finite elements. We show that several classical conforming finite elements lead to spurious solutions, while mixed formulations with finite…

Numerical Analysis · Mathematics 2021-11-12 Kaibo Hu , Qian Zhang , Jiayu Han , Lixiu Wang , Zhimin Zhang

A construction of prismatic Hardy space infinite elements to discretize wave equations on unbounded domains $\Omega$ in $H^1_{loc}(\Omega)$, $H_{loc}(curl;\Omega)$ and $H_{loc}(div;\Omega)$ is presented. As our motivation is to solve…

Numerical Analysis · Mathematics 2015-04-01 Lothar Nannen , Thorsten Hohage , Achim Schädle , Joachim Schöberl