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Application of quantum stochastic calculus to optimal control

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Abstract

Given a “plant” whose output is described by a Hudson-Parthasarathy quantum stochastic differential equation [1–3] driven by standard quantum Brownian motion, we compute explicitly the control process that rapidly makes the size of the plant's output small, and keeps the energy used at a minimum. The solution to the quantum stochastic analogue of the linear regulator problem of classical stochastic control theory ([4], [5]) follows as a special case.

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Authors and Affiliations

  1. Department of Mathematics, American College of Greece, 6 Gravis Street, Aghia Paraskevi, GR, 15342, Athens, Greece

    A. Boukas

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  1. A. Boukas
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Published in Matematicheskie Zametki, Vol. 53, No. 5, pp. 48–56, May, 1993.

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Boukas, A. Application of quantum stochastic calculus to optimal control. Math Notes 53, 489–494 (1993). https://doi.org/10.1007/BF01208543

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  • DOI: https://doi.org/10.1007/BF01208543

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