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In this paper, we consider the problem of controlling a diffusion process pertaining to an opioid epidemic dynamical model with random perturbation so as to prevent it from leaving a given bounded open domain. Here, we assume that the…

Optimization and Control · Mathematics 2018-06-26 Getachew K. Befekadu , Quanyan Zhu

We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…

Analysis of PDEs · Mathematics 2020-02-25 Manh-Khang Dao , Boualem Djehiche

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…

Optimization and Control · Mathematics 2020-09-29 Jeongho Kim , Insoon Yang

We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton-Jacobi-Bellman (HJB) type associated to stochastic control problem, which is based on the Feynman-Kac representation in [12] by means of control…

Probability · Mathematics 2019-06-28 Idris Kharroubi , Nicolas Langrené , Huyên Pham

Individually trapped Rydberg atoms show significant promise as a platform for scalable quantum simulation and for development of programmable quantum computers. In particular, the Rydberg blockade effect can be used to facilitate both fast…

Quantum Physics · Physics 2023-10-02 Valerio Crescimanna , Jacob Taylor , Aaron Z. Goldberg , Khabat Heshami

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

In this paper, we study a time-inconsistent stochastic optimal control problem with a recursive cost functional by a multi-person hierarchical differential game approach. An equilibrium strategy of this problem is constructed and a…

Optimization and Control · Mathematics 2016-06-13 Qingmeng Wei , Jiongmin Yong , Zhiyong Yu

We consider finite-dimensional Markovian open quantum systems, and characterize the extent to which time-independent Hamiltonian control may allow to stabilize a target quantum state or subspace and optimize the resulting convergence speed.…

Quantum Physics · Physics 2015-03-17 Francesco Ticozzi , Riccardo Lucchese , Paola Cappellaro , Lorenza Viola

By controlling the temporal and spatial features of light, we propose a novel protocol to prepare two-qubit entangling gates on atoms trapped at close distance, which could potentially speed up the operation of the gate from the sub-micro…

Quantum Physics · Physics 2023-04-28 Ignacio R. Sola , Vladimir S. Malinovsky , Jaewook Ahn , Seokmin Shin , Bo Y. Chang

In quantum control, quantum speed limits provide fundamental lower bounds on the time that is needed to implement certain unitary transformations. Using Lie algebraic methods, we link these speed limits to symmetries of the control…

Quantum Physics · Physics 2026-02-12 Marco Wiedmann , Daniel Burgarth

In this article, we develop a numerical method to find optimal control pulses that accounts for the separation of timescales between the variation of the input control fields and the applied Hamiltonian. In traditional numerical…

Quantum Physics · Physics 2011-09-19 F. Motzoi , J. M. Gambetta , S. T. Merkel , F. K. Wilhelm

In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is…

Optimization and Control · Mathematics 2018-07-16 Jinniao Qiu

We apply advanced methods of control theory to open quantum systems and we determine finite-time processes which are optimal with respect to thermodynamic performances. General properties and necessary conditions characterizing optimal…

Quantum Physics · Physics 2018-08-01 Vasco Cavina , Andrea Mari , Alberto Carlini , Vittorio Giovannetti

Analog quantum simulators with global control fields have emerged as powerful platforms for exploring complex quantum phenomena. Despite these advances, a fundamental theoretical question remains unresolved: to what extent can such systems…

Optimal control techniques provide a means to tailor the control pulses required to generate customized quantum gates, which helps to improve the resilience of quantum simulations to gate errors and device noise. However, the significant…

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

Optimization and Control · Mathematics 2023-07-04 Antoine Oustry , Matteo Tacchi

We study a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes some problems arising in economics, in particular the so-called models with time to…

Optimization and Control · Mathematics 2009-07-09 Salvatore Federico , Ben Goldys , Fausto Gozzi

The paper deals with a Bolza optimal control problem for a dynamical system which motion is described by a delay differential equation under an initial condition defined by a piecewise continuous function. For the value functional in this…

Optimization and Control · Mathematics 2020-10-20 Anton Plaksin

Extracting useful work from quantum systems is a fundamental problem in quantum thermodynamics. In scenarios where rapid protocols are desired -- whether due to practical constraints or deliberate design choices -- a fundamental trade-off…

Quantum Physics · Physics 2026-04-23 Shoki Sugimoto , Takahiro Sagawa , Ryusuke Hamazaki

We consider a stochastic optimal control problem where the controller can anticipate the evolution of the driving noise over some dynamically changing time window. The controlled state dynamics are understood as a rough differential…

Optimization and Control · Mathematics 2025-10-07 Peter Bank , Franziska Bielert