Related papers: Dynamic programming principle in cost-efficient se…
We consider the sequential experimental design problem in the predict-then-optimize paradigm. In this paradigm, the outputs of the prediction model are used as coefficient vectors in a downstream linear optimization problem. Traditional…
Continuous-time measurements are instrumental for a multitude of tasks in quantum engineering and quantum control, including the estimation of dynamical parameters of open quantum systems monitored through the environment. However, such…
Quantum computers, which process information encoded in quantum mechanical systems, hold the potential to solve some of the hardest computational problems. A substantial obstacle for the further development of quantum computers is the fact…
The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…
In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the solution of one reflected backward stochastic differential…
The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…
The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…
In recent years, various means of efficiently detecting changepoints in the univariate setting have been proposed, with one popular approach involving minimising a penalised cost function using dynamic programming. In some situations, these…
Resilience to noise and to decoherence processes is an important ingredient for the implementation of quantum information processing, and quantum technologies. To this end, techniques such as pulsed and continuous dynamical decoupling have…
We provide an overview on how to use the measurable selection techniques to derive the dynamic programming principle for a general stochastic optimal control/stopping problem. By considering its martingale problem formulation on the…
Sequential Bayesian experimental design typically assumes that the number of experiments is fixed before data collection begins. In practical campaigns, however, experimentation may need to terminate early because additional measurements…
An informative measurement is the most efficient way to gain information about an unknown state. We present a first-principles derivation of a general-purpose dynamic programming algorithm that returns an optimal sequence of informative…
High-dimensional self-exciting point processes have been widely used in many application areas to model discrete event data in which past and current events affect the likelihood of future events. In this paper, we are concerned with…
We propose to dynamically control the conductivity of a Josephson junction composed of two weakly coupled one dimensional condensates of ultracold atoms. A current is induced by a periodically modulated potential difference between the…
Building more powerful quantum computers requires manufacturing processes with tight tolerances. To improve the tolerances on Josephson junctions, techniques to fine tune their properties after fabrication have been developed. Understanding…
This paper is concerned with finite-level quantum memory systems for retaining initial dynamic variables in the presence of external quantum noise. The system variables have an algebraic structure, similar to that of the Pauli matrices, and…
We introduce a quantum extension of dynamic programming, a fundamental computational method that efficiently solves recursive problems using memory. Our innovation lies in showing how to coherently generate recursion step unitaries by using…
Dynamic circuits use real-time outcomes of mid-circuit measurements, processed by a classical controller, to adapt subsequent operations during circuit execution. This additional flexibility over static circuits comes at a price.…
We discuss the relaxation and dephasing rates that result from the control and the measurement setup itself in experiments on Josephson persistent-current qubits. For control and measurement of the qubit state, the qubit is inductively…
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a domain. The zeroth-order "coefficient"…