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We provide sufficient conditions that guarantee the existence of relaxed optimal controls in the weak formulation of stochastic control problems for stochastic Volterra equations (SVEs). Our study can be applied to rough processes that…
Quantum optimal control theory is a powerful tool for engineering quantum systems subject to external fields such as the ones created by intense lasers. The formulation relies on a suitable definition for a target functional, that…
The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…
Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…
The traditional framework of quantum metrology commonly assumes unlimited access to resources, overlooking resource constraints in realistic scenarios. As such, the optimal strategies therein can be infeasible in practice. Here, we…
We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…
We provide new answers about the placement of mass on spheres so as to minimize energies of pairwise interactions. We find optimal measures for the $p$-frame energies, i.e. energies with the kernel given by the absolute value of the inner…
We consider a distributed system with persistent memory of a type which is often encountered in viscoelasticity or in the study of diffusion processes with memory. The relaxation kernel, i.e. the kernel of the memory term, is scarcely known…
This paper studies the optimization of observation channels (stochastic kernels) in partially observed stochastic control problems. In particular, existence and continuity properties are investigated mostly (but not exclusively)…
This article clarifies the relationship between pricing kernel monotonicity and the existence of opportunities for stochastic arbitrage in a complete and frictionless market of derivative securities written on a market portfolio. The…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
We consider singular control in inventory management under Knightian uncertainty, where decision makers have a smooth ambiguity preference over Gaussian-generated priors. We demonstrate that continuous-time smooth ambiguity is the…
In the present paper we study the minimization of energy integrals on the sphere with a focus on an interesting clustering phenomenon: for certain types of potentials, optimal measures are discrete or are supported on small sets. In…
We consider the time-optimal control by magnetic fields of a spin 1/2 particle in a dissipative environment. This system is used as an illustrative example to show the role of singular extremals in the control of quantum systems. We analyze…
In this paper we are concerned with a class of stochastic Volterra integro-differential problems with completely monotone kernels, where we assume that the noise enters the system when we introduce a control. We start by reformulating the…
We deal with a singularly perturbed optimal control problem with slow and fast variable depending on a parameter {\epsilon}. We study the asymptotic, as {\epsilon} goes to 0, of the corresponding value functions, and show convergence, in…
An approach is presented for robustness analysis and quantum (unitary) control synthesis based on the classic method of averaging. The result is a multicriterion optimization competing the nominal (uncertainty-free) fidelity with a well…
Feedback control actively dissipates uncertainty from a dynamical system by means of actuation. We develop a notion of "control capacity" that gives a fundamental limit (in bits) on the rate at which a controller can dissipate the…
This paper introduces a framework for quantitative characterization of the controllability of time-varying linear systems (or networks) in terms of input novelty. The motivation for such an approach comes from the study of biophysical…
Observations in Quantum Mechanics are subject to complex restrictions arising from the principle of energy conservation. Determining such restrictions, however, has been so far an elusive task, and only partial results are known. In this…