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In standard nonrelativistic quantum mechanics the expectation of the energy is a conserved quantity. It is possible to extend the dynamical law associated with the evolution of a quantum state consistently to include a nonlinear stochastic…

Quantum Physics · Physics 2007-05-23 Dorje C. Brody , Lane P. Hughston

The ability to characterise a Hamiltonian with high precision is crucial for the implementation of quantum technologies. In addition to the well-developed approaches utilising optimal probe states and optimal measurements, the method of…

Quantum Physics · Physics 2022-12-14 Shushen Qin , Marcus Cramer , Christiane P. Koch , Alessio Serafini

The linear-quadratic-Gaussian (LQG) control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is known and where it is estimated through an observer. The…

Systems and Control · Computer Science 2018-12-10 Hildo Bijl , Thomas B. Schön

We present an optimal control-based strategy to enhance the estimation of impulse-like disturbances in continuously monitored linear classical and quantum systems by exploiting non-equilibrium states. Using optimal estimation techniques for…

Quantum Physics · Physics 2026-05-13 Kaspar Schmerling , Andreas Kugi , Andreas Deutschmann-Olek

Quantum mechanical systems exhibit an inherently probabilistic nature upon measurement which excludes in principle the singular direct observability continual case. Quantum theory of time continuous measurements and quantum prediction…

Mathematical Physics · Physics 2007-05-23 V. P. Belavkin

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

In this paper an optimal control problem for a large system of interacting agents is considered using a kinetic perspective. As a prototype model we analyze a microscopic model of opinion formation under constraints. For this problem a…

Optimization and Control · Mathematics 2014-01-31 Giacomo Albi , Michael Herty , Lorenzo Pareschi

For a general class of dynamical systems (of which the canonical continuous and uniform discrete versions are but special cases), we prove that there is a state feedback gain such that the resulting closed-loop system is uniformly…

Optimization and Control · Mathematics 2009-10-19 Billy J. Jackson , John M. Davis , Ian A. Gravagne , Robert J. Marks

We study the problem of optimal estimation and control of linear systems using quantized measurements, with a focus on applications over sensor networks. We show that the state conditioned on a causal quantization of the measurements can be…

Information Theory · Computer Science 2015-03-13 Ravi Teja Sukhavasi , Babak Hassibi

Stabilizing feedback operators are presented which depend only on the orthogonal projection of the state onto the finite-dimensional control space. A class of monotone feedback operators mapping the finite-dimensional control space into…

Optimization and Control · Mathematics 2025-03-10 Karl Kunisch , Sérgio S. Rodrigues , Daniel Walter

We develop a Euclidean path-integral control to characterize optimal firm behavior in an economy governed by Walrasian equilibrium, Pareto efficiency, and non-cooperative Markovian feedback Nash equilibrium. The approach recasts the problem…

Theoretical Economics · Economics 2026-03-27 Paramahansa Pramanik

We study the dynamics of classical and quantum systems undergoing a continuous measurement of position by schematizing the measurement apparatus with an infinite set of harmonic oscillators at finite temperature linearly coupled to the…

Quantum Physics · Physics 2008-11-26 Carlo Presilla , Roberto Onofrio , Marco Patriarca

This paper develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically on the optimal stabilizing rate, which characterizes the…

Optimization and Control · Mathematics 2025-12-15 Hui Jia , Yuan-Hua Ni , Guangchen Wang

In this paper, we consider the closed-loop control problem of nonlinear robotic systems in the presence of probabilistic uncertainties and disturbances. More precisely, we design a state feedback controller that minimizes deviations of the…

Robotics · Computer Science 2023-08-15 Weiqiao Han , Ashkan Jasour , Brian Williams

We study the problem of the minimum-time damping of a closed string under a bounded load, applied at a single fixed point. A constructive feedback control law is designed, which allows bringing the system to a bounded neighbourhood of the…

Optimization and Control · Mathematics 2017-05-19 Alexander Ovseevich , Aleksey Fedorov

This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

This paper studies a class of continuous-time scalar-state stochastic Linear-Quadratic (LQ) optimal control problem with the linear control constraints. Applying the state separation theorem induced from its special structure, we develop…

Portfolio Management · Quantitative Finance 2018-06-12 Weiping Wu , Jianjun Gao , Junguo Lu , Xun Li

A mechanical system can be optimally controlled through continuous measurements of its position followed by feedback. We revisit the complete formalism for predicting the performance of such as system without invoking the standard rotating…

Quantum Physics · Physics 2023-03-01 Frederik Werner Isaksen , Ulrik Lund Andersen

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

We consider a controlled quantum system whose finite dimensional state is governed by a discrete-time nonlinear Markov process. In open-loop, the measurements are assumed to be quantum non-demolition (QND). The eigenstates of the measured…

Optimization and Control · Mathematics 2015-03-19 Hadis Amini , Abhinav Somaraju , Igor Dotsenko , Clement Sayrin , Mazyar Mirrahimi , Pierre Rouchon
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