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This paper investigates the relationship between Pontryagin's maximum principle and dynamic programming principle in the context of stochastic optimal control systems governed by stochastic evolution equations with random coefficients in…

Optimization and Control · Mathematics 2025-11-05 Dingqian Gao , Qi Lü

We establish a Pontryagin maximum principle for discrete time optimal control problems under the following three types of constraints: a) constraints on the states pointwise in time, b) constraints on the control actions pointwise in time,…

Optimization and Control · Mathematics 2019-05-27 Pradyumna Paruchuri , Debasish Chatterjee

In this study, we address a control-constrained optimal control problem pertaining to the transformation of quantum states. Our objective is to navigate a quantum system from an initial state to a desired target state while adhering to the…

Quantum Physics · Physics 2023-10-11 Nahid Binandeh Dehaghani , A. Pedro Aguiar

We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…

Optimization and Control · Mathematics 2018-06-26 Beatrice Acciaio , Julio Backhoff-Veraguas , Rene Carmona

In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…

Optimization and Control · Mathematics 2023-08-22 Yueyang Zheng , Yaozhong Hu

A Markovian master equation describing the evolution of open quantum systems in the presence of a time-dependent external field is derived within the Bloch-Redfield formalism. It leads to a system--bath interaction which depends on the…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 H. Jirari , W. Pötz

We present a general theoretical framework for finding the time-optimal unitary evolution of the quantum systems when the Hamiltonian is subject to arbitrary constraints. Quantum brachistochrone (QB) is such a framework based on the…

Quantum Physics · Physics 2020-07-21 Hiroaki Wakamura , Tatsuhiko Koike

Closed bipartite quantum systems subject to fast local unitary control are studied using quantum optimal control theory and a method of reduced control systems based on the Schmidt decomposition. Particular focus is given to the…

Quantum Physics · Physics 2024-05-31 Emanuel Malvetti , Léo Van Damme

In the present paper, by using the relaxed transposition method[29], we solve the second-order adjoint equations, corresponding to the optimal control of quantum stochastic systems in fermion fields, which plays the fundamental roles in the…

Optimization and Control · Mathematics 2024-09-04 Penghui Wang , Shan Wang

In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…

Optimization and Control · Mathematics 2024-12-25 Yuhang Li , Yuecai Han

We present a gradient-based optimal-control technique for open quantum systems that utilizes quantum trajectories to simulate the quantum dynamics during optimization. Using trajectories allows for optimizing open systems with less…

Quantum Physics · Physics 2019-06-03 Mohamed Abdelhafez , David I. Schuster , Jens Koch

We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t) = (A(t) x(t) + a (t, u(t)) x(t) + b(t, u(t)) dt +…

Probability · Mathematics 2012-02-20 AbdulRahman Al-Hussein

The realization of high-fidelity quantum control is crucial for quantum information processing, particularly in noisy environments where control strategies must simultaneously achieve precise manipulation and effective noise suppression.…

Quantum Physics · Physics 2026-02-05 JunDong Zhong , ZhaoMing Wang

Quantum optimal control represents a powerful technique to enhance the performance of quantum experiments by engineering the controllable parameters of the Hamiltonian. However, the computational overhead for the necessary optimization of…

This paper studies the decay of an objective functional using a new control technique within Pontryagin's framework. Convergence analysis is carried out on the infinite-dimensional space of Tokamak plasma dynamical state as described by…

Optimization and Control · Mathematics 2025-11-10 Slim Jmal , Matteo Tacchi-Bénard , Emmanuel Witrant

We discuss a mathematical framework for analysis of optimal control problems on infinite-dimensional manifolds. Such problems arise in study of optimization for partial differential equations with some symmetry. It is shown that some…

Optimization and Control · Mathematics 2014-05-19 Robert J. Kipka , Yuri S. Ledyaev

We study a stochastic control problem for nonlinear systems governed by stochastic differential equations with irregular drift. The drift coefficient is assumed to decompose as $b(t,x,a)=b_1(t,x)+b_2(x)b_3(t,a)$, where $b_1$ is bounded and…

Optimization and Control · Mathematics 2026-04-02 Antoine Marie Bogso , Rhoss Likibi Pellat , Wilfried Kuissi Kamdem , Olivier Menoukeu Pamen

In this work, we address the problem of maximizing fidelity in a quantum state transformation process controlled in such a way as to keep decoherence within given bounds. We consider a three-level $\Lambda$-type atom subjected to Markovian…

Quantum Physics · Physics 2022-03-30 Nahid Binandeh Dehaghani , Fernando Lobo Pereira

We present a quantum optimal control problem which exhibits a chattering phenomenon. This is the first instance of such a process in quantum control. Using the Pontryagin Maximum Principle and a general procedure due to V. F. Borisov and M.…

Quantum Physics · Physics 2023-01-11 R. Robin , U. Boscain , M. Sigalotti , D. Sugny

Using a recently introduced representation of the second order adjoint state as the solution of a function-valued backward stochastic partial differential equation (SPDE), we calculate the viscosity super- and subdifferential of the value…

Probability · Mathematics 2024-06-27 Wilhelm Stannat , Lukas Wessels