Related papers: Second order necessary conditions for quantum stoc…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…