Time-Minimal Control of Dissipative Two-level Quantum Systems: the Generic Case

The objective of this article is to complete preliminary results concerning the time-minimal control of dissipative two-level quantum systems whose dynamics is governed by Lindblad equations. The extremal system is described by a 3D-Hamiltonian depending upon three parameters. We combine geometric techniques with numerical simulations to deduce the optimal solutions.Comment: 24 pages, 16 figures. submitted to IEEE transactions on automatic contro

A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon

A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by the discussion of the well-posedness of the LQ problem. The optimal control can be expressed as a linear state feedback involving the state and its mean, through the solutions of two algebraic Riccati equations. The solvability of such kind of Riccati equations is investigated by means of semi-definite programming method.Comment: 40 page

Time-minimal control of dissipative two-level quantum systems: The Integrable case

The objective of this article is to apply recent developments in geometric optimal control to analyze the time minimum control problem of dissipative two-level quantum systems whose dynamics is governed by the Lindblad equation. We focus our analysis on the case where the extremal Hamiltonian is integrable.Comment: 24 pages, 6 figure

Dynamic programming approach to principal-agent problems

We consider a general formulation of the Principal-Agent problem with a lump-sum payment on a finite horizon, providing a systematic method for solving such problems. Our approach is the following: we first find the contract that is optimal among those for which the agent's value process allows a dynamic programming representation, for which the agent's optimal effort is straightforward to find. We then show that the optimization over the restricted family of contracts represents no loss of generality. As a consequence, we have reduced this non-zero sum stochastic differential game to a stochastic control problem which may be addressed by the standard tools of control theory. Our proofs rely on the backward stochastic differential equations approach to non-Markovian stochastic control, and more specifically, on the recent extensions to the second order case

Asymptotic control theory for a system of linear oscillators

We present an asymptotic control theory for a system of an arbitrary number of linear oscillators under a common bounded control. We suggest a design method of a feedback control for this system. By using the DiPerna-Lions theory of singular ODEs, we prove that the suggested control law correctly defines the motion of the system. The obtained control is asymptotically optimal: the ratio of the motion time to zero under this control to the minimum one is close to 1 if the initial energy of the system is large. The results are partially based on a new perturbation theory of observable linear systems.Comment: 34 pages; published versio