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Related papers: Quadratic control of quantum processes

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This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…

Optimization and Control · Mathematics 2020-11-11 Kai Du , Qingxin Meng , Fu Zhang

The main purpose of this paper is to discuss detailed the stochastic LQ control problem with random coefficients where the linear system is a multidimensional stochastic differential equation driven by a multidimensional Brownian motion and…

Optimization and Control · Mathematics 2011-02-18 Meng Qingxin

This paper studies uniform stabilization and social optimality for linear quadratic (LQ) mean field control problems with multiplicative noise, where agents are coupled via dynamics and individual costs. The state and control weights in…

Optimization and Control · Mathematics 2022-03-31 Bingchang Wang , Huanshui Zhang

An enduring challenge in computer science is reducing the runtime required to solve computational problems. Quantum computing has attracted significant attention due to its potential to deliver asymptotically faster solutions to certain…

Quantum Physics · Physics 2025-03-25 Mischa P. Woods

This paper aims to establish second order necessary conditions for optimal control in quantum stochastic systems. We employ a variational approach, analogous to methods in classical stochastic control, to analyze systems governed by quantum…

Optimization and Control · Mathematics 2026-03-17 Penghui Wang , Shan Wang

In realistic hardware for quantum computation that possesses fault-tolerance, non-stationary noise and stochastic drift lead to logical failure from the temporal accumulation of errors, not from independent events. Static decoding and fixed…

Quantum Physics · Physics 2026-03-17 Tirtha Haque

We derive the quantum filter for a quantum open system undergoing quadrature measurements (homodyning) where the input field is in a general quasi-free state. This extends previous work for thermal input noise and allows for squeezed…

Quantum Physics · Physics 2026-05-04 John Gough , Dylon Rees

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…

Quantum Physics · Physics 2024-04-12 Hari Krovi

This paper investigates the stochastic linear-quadratic (LQ, for short) optimal control problems with non-Markovian regime switching in a finite time horizon where the state equation is multi-dimensional. Similar to the classical stochastic…

Optimization and Control · Mathematics 2023-07-18 Yuyang Chen , Peng Luo

A model of a system driven by quantum white noise with singular quadratic self--interaction is considered and an exact solution for the evolution operator is found. It is shown that the renormalized square of the squeezed classical white…

Quantum Physics · Physics 2007-05-23 L. Accardi , I. V. Volovich

A brief presentation of the basic concepts in quantum probability theory is given in comparison to the classical one. The notion of quantum white noise, its explicit representation in Fock space, and necessary results of noncommutative…

Quantum Physics · Physics 2007-05-23 V. P. Belavkin

A general backward stochastic linear-quadratic optimal control problem is studied, in which both the state equation and the cost functional contain the nonhomogeneous terms. The main feature of the problem is that the weighting matrices in…

Optimization and Control · Mathematics 2022-03-01 Jingrui Sun , Jiaqiang Wen , Jie Xiong

This paper thoroughly investigates stochastic linear-quadratic optimal control problems with the Markovian regime switching system, where the coefficients of the state equation and the weighting matrices of the cost functional are random.…

Optimization and Control · Mathematics 2022-08-03 Jiaqiang Wen , Xun Li , Jie Xiong , Xin Zhang

One of the difficulties in adiabatic quantum computation is the limit on the computation time. Here we propose two schemes to speed-up the adiabatic evolution. To apply this controlled adiabatic evolution to adiabatic quantum computation,…

Quantum Physics · Physics 2015-05-14 W. Wang , S. C. Hou , X. X. Yi

In this paper, we continue our study on a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in [6]. We derive a necessary and sufficient condition for equilibrium controls via a flow of…

Portfolio Management · Quantitative Finance 2015-05-27 Ying Hu , Hanqing Jin , Xun Yu Zhou

The purpose of this paper is to close the remaining gaps in the understanding of the role that the constrained generalized continuous algebraic Riccati equation plays in singular linear-quadratic (LQ) optimal control. Indeed, in spite of…

Optimization and Control · Mathematics 2014-04-08 Augusto Ferrante , Lorenzo Ntogramatzidis

A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…

Mathematical Finance · Quantitative Finance 2021-10-13 Hongyan Cai , Danhong Chen , Yunfei Peng , Wei Wei

We introduce the Random Quadratic Form (RQF): a stochastic differential equation which formally corresponds to the gradient flow of a random quadratic functional on a sphere. While the one-point dynamics of the system is a Brownian motion…

Probability · Mathematics 2026-03-09 Maximilian Engel , Anna Shalova

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…

Optimization and Control · Mathematics 2015-03-18 Yongxin Chen , Tryphon Georgiou , Michele Pavon