Related papers: On Lock-down Control of a Pandemic Model
We consider a stochastic optimal exit time feedback control problem. The Bellman equation is solved approximatively via the Policy Iteration algorithm on a polynomial ansatz space by a sequence of linear equations. As high degree…
We consider a general class of stochastic optimal control problems, where the state process lives in a real separable Hilbert space and is driven by a cylindrical Brownian motion and a Poisson random measure; no special structure is imposed…
We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…
In this work, we provide a general mathematical formalism to study the optimal control of an epidemic, such as the COVID-19 pandemic, via incentives to lockdown and testing. In particular, we model the interplay between the government and…
We consider a behavioral-feedback SIR epidemic model, in which the infection rate depends in feedback on the fractions of susceptible and infected agents, respectively. The considered model allows one to account for endogenous adaptation…
In this paper, we develop a novel method for deriving a global optimal control strategy for stochastic attitude kinematics on the special orthogonal group SO(3). We first introduce a stochastic Lie-Hamilton-Jacobi-Bellman (SL-HJB) equation…
An adaptive controller is proposed and analyzed for the class of infinite-horizon optimal control problems in positive linear systems presented in (Ohlin et al., 2024b). This controller is derived from the solution of a "data-driven…
This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…
We introduce two novel numerical approaches for computing Feynman integrals based on their complete monotonicity (CM) and Stieltjes properties. The first method uses that scalar Feynman integrals are CM, meaning that all their derivatives…
A re-entrant manufacturing system producing a large number of items and involving many steps can be approximately modeled by a hyperbolic partial differential equation (PDE) according to mass conservation law with respect to a continuous…
The derivation of path integrals is reconsidered. It is shown that the expression for the discretized action is not unique, and the path integration domain can be deformed so that at least Gaussian path integrals become probabillistic. This…
We generalize a semi-classical path integral approach originally introduced by Giachetti and Tognetti [Phys. Rev. Lett. 55, 912 (1985)] and Feynman and Kleinert [Phys. Rev. A 34, 5080 (1986)] to time-dependent Hamiltonians, thus extending…
This paper analyses the optimal control of infectious disease propagation using a classic susceptible-infected-recovered (SIR) model characterised by permanent immunity and the absence of available vaccines. The control is performed over a…
Safe control designs for robotic systems remain challenging because of the difficulties of explicitly solving optimal control with nonlinear dynamics perturbed by stochastic noise. However, recent technological advances in computing devices…
We propose a classical simulation method for quantum circuits based on decomposing unitary gates into a sum of stabilizer projectors. By only decomposing the non-Clifford gates, we take advantage of the Gottesman-Knill theorem and build a…
In this paper, we present a novel algorithm named synchronous integral Q-learning, which is based on synchronous policy iteration, to solve the continuous-time infinite horizon optimal control problems of input-affine system dynamics. The…
We exploit the separation of the filtering and control aspects of quantum feedback control to consider the optimal control as a classical stochastic problem on the space of quantum states. We derive the corresponding Hamilton-Jacobi-Bellman…
We study the heat statistics of a quantum Brownian motion described by the Caldeira-Leggett model. By using the path integral approach, we introduce a novel concept of the quantum heat functional along every pair of Feynman paths. This…
One of the key elements of Feynman's formulation of non-relativistic quantum mechanics is a so-called Feynman path integral. It plays an important role in the theory, but it appears as a postulate based on intuition rather than a…
We study the problem of estimating the value function of discrete-time switched systems under arbitrary switching. Unlike the switched LQR problem, where both inputs and mode sequences are optimized, we consider the case where switching is…