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We study a stochastic optimal control problem with the state constrained to a smooth, compact domain. The control influences both the drift and a possibly degenerate, control-dependent dispersion matrix, leading to a fully nonlinear,…

最优化与控制 · 数学 2025-08-08 Anderson O. Calixto , Bernardo Freitas Paulo da Costa , Glauco Valle

An exact stochastic model for the thermalisation of quantum states is proposed. The model has various physically appealing properties. The dynamics are characterised by an underlying Schrodinger evolution, together with a nonlinear term…

量子物理 · 物理学 2009-10-30 D. C. Brody , L. P. Hughston

The theory of controlled mechanical systems of [6, 3, 4] is extended to the case of ideal incompressible fluids consisting of charged particles in the presence of an external magnetic field. The resulting control is of feedback type and…

数学物理 · 物理学 2021-03-10 Simon Hochgerner

The path-integral control, which stems from the stochastic Hamilton-Jacobi-Bellman equation, is one of the methods to control stochastic nonlinear systems. This paper gives a new insight into nonlinear stochastic optimal control problems…

最优化与控制 · 数学 2021-09-14 Jun Ohkubo

In classical dynamical systems, stochastic feedback can stabilize otherwise unstable periodic orbits, giving rise to distinct controlled and uncontrolled phases as the rate of control application is varied. In this work, we apply these…

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…

量子物理 · 物理学 2022-03-30 Nahid Binandeh Dehaghani , Fernando Lobo Pereira

We firstly extend the interpretation of feedback communication over stationary finite dimensional Gaussian channels as feedback control systems by showing that, the problem of finding stabilizing feedback controllers with maximal reliable…

信息论 · 计算机科学 2015-12-01 Chong Li , Nicola Elia

Robust control of complex engineered and biological systems hinges on the integration of feedforward and feedback mechanisms. This is exemplified in neural motor control, where feedforward muscle co-contraction complements sensory-driven…

最优化与控制 · 数学 2026-03-06 Bastien Berret , Frédéric Jean

In this paper, we consider the problem of distributed optimal control of linear dynamical systems with a quadratic cost criterion. We study the case of output feedback control for two interconnected dynamical systems, and show that the…

最优化与控制 · 数学 2012-04-18 Ather Gattami , Omid Khorsand

In this paper, we study the optimal control system driven by stochastic differential equations (SDEs) of mean-field type, in which the control variable has two components, the first being absolutely continuous and the second singular. On…

最优化与控制 · 数学 2012-11-02 Liangquan Zhang

We study the interplay between rotating wave approximation and optimal control. In particular, we show that for a wide class of optimal control problems one can choose the control field such that the Hamiltonian becomes time-independent…

量子物理 · 物理学 2016-03-21 Maximilian Keck , Matthias M. Müller , Tommaso Calarco , Simone Montangero

In this paper, we study an optimal control problem of linear backward stochastic differential equation (BSDE) with quadratic cost functional under partial information. This problem is solved completely and explicitly by using a stochastic…

最优化与控制 · 数学 2020-12-16 Guangchen Wang , Wencan Wang , Zhiguo Yan

We analyze structure-preserving model order reduction methods for Ornstein-Uhlenbeck processes and linear S(P)DEs with multiplicative noise based on balanced truncation. For the first time, we include in this study the analysis of non-zero…

最优化与控制 · 数学 2022-03-18 Simon Becker , Carsten Hartmann , Martin Redmann , Lorenz Richter

Recently, there has been a surge of research on a class of methods called feedback optimization. These are methods to steer the state of a control system to an equilibrium that arises as the solution of an optimization problem. Despite the…

最优化与控制 · 数学 2026-02-18 Giannis Delimpaltadakis , Pol Mestres , Jorge Cortés , W. P. M. H. Heemels

Linear time-invariant control systems can be considered as finitely generated modules over the commutative principal ideal ring $\mathbb{R}[\frac{d}{dt}]$ of linear differential operators with respect to the time derivative. The Kalman…

最优化与控制 · 数学 2025-12-15 Cédric Join , Emmanuel Delaleau , Michel Fliess

We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…

系统与控制 · 计算机科学 2017-09-19 Weipin Wu , Jianjun Gao , Duan Li , Yun Shi

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a…

综合物理 · 物理学 2009-11-11 H. J. Kappen

This paper is concerned with optimal control of stochastic fully coupled forward-backward linear quadratic (FBLQ) problems with indefinite control weight costs. In order to obtain the state feedback representation of the optimal control, we…

最优化与控制 · 数学 2019-02-27 Mingshang Hu , Shaolin Ji , Xiaole Xue

We develop a variational principle to determine the quantum controls and initial state which optimizes the quantum Fisher information, the quantity characterizing the precision in quantum metrology. When the set of available controls is…

量子物理 · 物理学 2022-04-27 Jing Yang , Shengshi Pang , Zekai Chen , Andrew N. Jordan , Adolfo del Campo

Linear quadratic regulator with unmeasurable states and unknown system matrix parameters better aligns with practical scenarios. However, for this problem, balancing the optimality of the resulting controller and the leniency of the…

最优化与控制 · 数学 2025-09-04 Jun Xie , Yuan-Hua Ni , Yiqin Yang , Bo Xu