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In this paper, we formulate a distributed optimal control problem related to the evolution of two isothermal, incompressible, immiscible fluids in a two dimensional bounded domain. The distributed optimal control problem is framed as the…

Optimization and Control · Mathematics 2018-09-28 Tania Biswas , Sheetal Dharmatti , Manil T Mohan

We study a control problem governed by a semilinear parabolic equation with pointwise control and state constraints imposed at every point of the space-time cylinder. We obtain second order sufficient optimality conditions for local…

Optimization and Control · Mathematics 2024-03-04 Eduardo Casas , Mariano Mateos , Arnd Rösch

This paper discusses a method enabling optimal control of nonlinear systems that are subject to parametric uncertainty. A stochastic optimal tracking problem is formulated that can be expressed in function of the first two stochastic…

Optimization and Control · Mathematics 2018-08-22 Tom Lefebvre , Frederik De Belie , Guillaume Crevecoeur

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang

In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…

Optimal control under uncertainty is a prevailing challenge for many reasons. One of the critical difficulties lies in producing tractable solutions for the underlying stochastic optimization problem. We show how advanced approximate…

Machine Learning · Computer Science 2024-10-28 Joe Watson , Hany Abdulsamad , Rolf Findeisen , Jan Peters

This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…

Optimization and Control · Mathematics 2026-03-27 Jingwei Chen , Jun Ye , Feng Chen

In this paper, we first investigate necessary optimality conditions for problems governed by systems describing the flow of an incompressible second grade fluid. Next, we study the asymptotic behavior of the optimal solution when the…

Optimization and Control · Mathematics 2016-01-21 Nadir Arada , Fernanda Cipriano

Optimal control is a central problem in quantum thermodynamics. When minimizing dissipated work and work fluctuations defined via the two-point measurement scheme in open quantum systems, existing approaches largely focus on the rapid- and…

Quantum Physics · Physics 2026-04-08 Yuki Kurokawa , Yoshihiko Hasegawa

We derive and implement a second-order adjoint method to compute exact gradients and Hessians for a prototypical quantum optimal control problem, that of solving for the minimal energy applied electric field that drives a molecule from a…

Quantum Physics · Physics 2025-05-02 Harish S. Bhat

We study methods for solving stochastic control problems of systems of forward-backward mean-field equations with delay, in finite or infinite horizon. Necessary and sufficient maximum principles under partial information are given. The…

Optimization and Control · Mathematics 2016-10-31 Nacira Agram , Elin Engen Rose

We study the problem of optimal inside control of an SPDE (a stochastic evolution equation) driven by a Brownian motion and a Poisson random measure. Our optimal control problem is new in two ways: (i) The controller has access to inside…

Optimization and Control · Mathematics 2016-08-31 Olfa Draouil , Bernt Øksendal

We solve two stochastic control problems in which a player tries to minimize or maximize the exit time from an interval of a Brownian particle, by controlling its drift. The player can change from one drift to another but is subject to a…

Probability · Mathematics 2014-08-19 Robert C. Dalang , Laura Vinckenbosch

We study a stochastic recursive optimal control problem in which the cost functional is described by the solution of a backward stochastic differential equation driven by G-Brownian motion. Some of the economic and financial optimization…

Optimization and Control · Mathematics 2015-09-01 Mingshang Hu , Shaolin Ji

The problem of quantum state preparation is one of the main challenges in achieving the quantum advantage. Furthermore, classically, for multi-level problems, our ability to solve the corresponding quantum optimal control problems is rather…

The importance of feedback control is being increasingly appreciated in quantum physics and applications. This paper describes the use of optimal control methods in the design of quantum feedback control systems, and in particular the paper…

Quantum Physics · Physics 2009-11-10 M. R. James

In this paper we study a Pontryagin type stochastic maximum principle for the optimal control of a system, where the state dynamics satisfy a stochastic partial differential equation (SPDE) driven by a two-parameter (time-space) Brownian…

Optimization and Control · Mathematics 2024-01-03 Nacira Agram , Bernt Øksendal , Frank Proske , Olena Tymoshenko

A New theoretical formalism for the optimal quantum control has been presented. The approach stems from the consideration of describing the time-dependent quantum system in terms of the real physical observables, viz., the probability…

Chemical Physics · Physics 2015-06-26 Bijoy K. Dey

We address a class of backward stochastic differential equations on a bounded interval, where the driving noise is a marked, or multivariate, point process. Assuming that the jump times are totally inaccessible and a technical condition…

Probability · Mathematics 2016-06-28 Fulvia Confortola , Marco Fuhrman , Jean Jacod

In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift…

Computational Finance · Quantitative Finance 2015-03-19 Sören Christensen