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This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where the final cost is continuous or lower semi-continuous. In the…

Optimization and Control · Mathematics 2017-07-21 Daria Ghilli , Zhiping Rao , Hasnaa Zidani

This paper addresses the numerical solution of backward stochastic differential equations (BSDEs) arising in stochastic optimal control. Specifically, we investigate two BSDEs: one derived from the Hamilton-Jacobi-Bellman equation and the…

Optimization and Control · Mathematics 2025-03-12 Yuhang Mei , Amirhossein Taghvaei

In this work, we extend the quantum optimal control theory of molecules subject to ultrashort laser pulses to the case of solvated systems, explicitly including the solvent dielectric properties in the system Hamiltonian. A reliable…

Chemical Physics · Physics 2019-12-23 Marta Rosa , Gabriel Gil , Stefano Corni , Roberto Cammi

Quantum holonomic gates hold built-in resilience to local noises and provide a promising approach for implementing fault-tolerant quantum computation. We propose to realize high-fidelity holonomic $(N+1)$-qubit controlled gates using…

Quantum Physics · Physics 2021-11-18 Jin-Lei Wu , Yan Wang , Jin-Xuan Han , Yongyuan Jiang , Jie Song , Yan Xia , Shi-Lei Su , Weibin Li

This paper addresses planning and control of robot motion under uncertainty that is formulated as a continuous-time, continuous-space stochastic optimal control problem, by developing a topology-guided path integral control method. The path…

Robotics · Computer Science 2022-08-01 Jung-Su Ha , Soon-Seo Park , Han-Lim Choi

Optimal control theory aims to find an optimal protocol to steer a system between assigned boundary conditions while minimizing a given cost functional in finite time. Equations arising from these types of problems are often non-linear and…

Optimization and Control · Mathematics 2025-02-21 Julia Sanders , Paolo Muratore-Ginanneschi

In this manuscript, we present a comprehensive theoretical and numerical framework for the control of production-destruction differential systems. The general finite horizon optimal control problem is formulated and addressed through the…

Numerical Analysis · Mathematics 2026-01-06 Simone Cacace , Alessio Oliviero , Mario Pezzella

In this paper we focus on energy flows in simple quantum systems. This is achieved by concentrating on the quantum Hamilton-Jacobi equation. We show how this equation appears in the standard quantum formalism in essentially three different…

Quantum Physics · Physics 2014-12-01 B. J. Hiley , D. Robson

A three-level system can be used in a $\Lambda$-type configuration in order to construct a universal set of quantum gates through the use of non-Abelian non-adiabatic geometrical phases. Such construction allows for high-speed operation…

Quantum Physics · Physics 2022-09-13 Gabriel O. Alves , Erik Sjöqvist

We study a discounted singular stochastic control problem driven by a general L\'evy process, where the objective is to minimize a cost functional composed of a running cost and a control cost that depends on the current state of the…

Optimization and Control · Mathematics 2026-05-18 Mordecki Ernesto , Muler Nora , Oliú Facundo

Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case.…

Optimization and Control · Mathematics 2020-05-19 Sudeep Kundu , Karl Kunisch

We propose a novel scheme for high fidelity photonic controlled phase gates using Rydberg blockade in an ensemble of atoms in an optical cavity. The gate operation is obtained by first storing a photonic pulse in the ensemble and then…

This paper introduces a notion of viscosity solutions for second order elliptic Hamilton-Jacobi-Bellman (HJB) equations with infinite delay associated with infinite-horizon optimal control problems for stochastic differential equations with…

Optimization and Control · Mathematics 2021-12-28 Jianjun Zhou

The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…

Optimization and Control · Mathematics 2021-09-14 Jun Ohkubo

A new framework for formulating reachability problems with competing inputs, nonlinear dynamics and state constraints as optimal control problems is developed. Such reach-avoid problems arise in, among others, the study of safety problems…

Optimization and Control · Mathematics 2009-11-25 Kostas Margellos , John Lygeros

We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove…

Optimization and Control · Mathematics 2013-10-11 Philip Jameson Graber

In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…

Portfolio Management · Quantitative Finance 2013-07-25 Sona Kilianova , Daniel Sevcovic

Hybrid quantum-classical algorithms hold great promise for solving quantum control problems on near-term quantum computers. In this work, we employ the hybrid framework that integrates digital quantum simulation with classical optimization…

Quantum Physics · Physics 2025-07-01 Tangyou Huang , Jing-Jun Zhu , Zhong-Yi Ni

Constructing high-fidelity control fields that are robust to control, system, and/or surrounding environment uncertainties is a crucial objective for quantum information processing. Using the two-state Landau-Zener model for illustrative…

Quantum Physics · Physics 2012-05-23 Matthew D. Grace , Jason Dominy , Wayne M. Witzel , Malcolm S. Carroll

An abstract framework guaranteeing the local continuous differentiability of the value function associated with optimal stabilization problems subject to abstract semilinear parabolic equations subject to a norm constraint on the controls…

Optimization and Control · Mathematics 2023-05-19 Karl Kunisch , Buddhika Priyasad
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