Related papers: Dynamic Programming for Finite Ensembles of Nanoma…
In this paper, we study a stochastic recursive optimal control problem in which the cost functional is described by the solution of a backward stochastic differential equation driven by G-Brownian motion. Under standard assumptions, we…
Active many-body systems composed of many interacting degrees of freedom often operate out of equilibrium, giving rise to non-trivial emergent behaviors which can be functional in both evolved and engineered contexts. This naturally…
In this paper, we present a novel maximum entropy formulation of the Differential Dynamic Programming algorithm and derive two variants using unimodal and multimodal value functions parameterizations. By combining the maximum entropy…
This paper proposes a new framework to model control systems in which a dynamic friction occurs. The model consists in a controlled differential inclusion with a discontinuous right hand side, which still preserves existence and uniqueness…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
We consider the design of structure-preserving discretization methods for the solution of systems of boundary controlled Partial Differential Equations (PDEs) thanks to the port-Hamiltonian formalism. We first provide a novel general…
In this manuscript, we study optimal control problems for stochastic delay differential equations using the dynamic programming approach in Hilbert spaces via viscosity solutions of the associated Hamilton-Jacobi-Bellman equations. We show…
We survey the main numerical techniques for finite-dimensional nonlinear optimal control. The chapter is written as a guide to practitioners who wish to get rapidly acquainted with the main numerical methods used to efficiently solve an…
Maximum entropy reinforcement learning (RL) methods have been successfully applied to a range of challenging sequential decision-making and control tasks. However, most of existing techniques are designed for discrete-time systems. As a…
Within the framework of viscosity solution, we study the relationship between the maximum principle (MP) in [9] and the dynamic programming principle (DPP) in [10] for a fully coupled forward-backward stochastic controlled system (FBSCS)…
We study a stochastic optimal control problem for a partially observed diffusion. By using the control randomization method in [4], we prove a corresponding randomized dynamic programming principle (DPP) for the value function, which is…
In this work we study the stochastic recursive control problem, in which the aggregator (or called generator) of the backward stochastic differential equation describing the running cost is continuous but not necessarily Lipschitz with…
The Hamiltonian dynamics of a single particle in a rotating plasma column, interacting with an magnetic multipole is perturbatively solved for up to second order, using the method of Lie transformations. First, the exact Hamiltonian is…
This paper focuses on energy management in buildings with phase change material (PCM), which is primarily used to improve thermal performance, but can also serve as an energy storage system. In this setting, optimal scheduling of an HVAC…
We study a specific class of finite-horizon mean field optimal stopping problems by means of the dynamic programming approach. In particular, we consider problems where the state process is not affected by the stopping time. Such problems…
The simulation of quantum dynamics on a digital quantum computer with parameterized circuits has widespread applications in fundamental and applied physics and chemistry. In this context, using the hybrid quantum-classical algorithm,…
We introduce a strategy to develop optimally designed fields for continuous dynamical decoupling. Using our methodology, we obtain the optimal continuous field configuration to maximize the fidelity of a general one-qubit quantum gate. To…
We study the interplay between rotating wave approximation and optimal control. In particular, we show that for a wide class of optimal control problems one can choose the control field such that the Hamiltonian becomes time-independent…
In recent experiments on ultracold matter, molecules have been produced from ultracold atoms by photoassociation, Feshbach resonances, and three-body recombination. The created molecules are translationally cold, but vibrationally highly…
The preparation of highly entangled many-body systems is one of the central challenges of both basic and applied science. The complexity of interparticle interaction and environment coupling increases rapidly with the number of…