Quantum stochastic linear quadratic control theory: Closed-loop solvability

Fuente: arXiv
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Autori principali: Penghui, Wang, Shan, Wang, Shengkai, Zhao
Natura: Preprint
Pubblicazione: 2025
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author Penghui, Wang
Shan, Wang
Shengkai, Zhao
author_facet Penghui, Wang
Shan, Wang
Shengkai, Zhao
contents In this paper, we investigate the closed-loop solvability of the quantum stochastic linear quadratic optimal control problem. We derive the Pontryagin maximum principle for the linear quadratic control problem of infinite-dimensional quantum stochastic systems. The equivalence between unique closed-loop solvability for quantum stochastic linear quadratic optimal control problems and the well-posedness of the corresponding quantum Riccati equations is established. Notably, although the quantum Riccati equation is an infinite-dimensional deterministic operator-valued ordinary differential equation, classical methods are not applicable. Inspired by Lü and Zhang's approach [Q. Lü and X. Zhang, Probability Theory and Stochastic Modelling, 101. Springer, Cham, (2021) \& Mem. Amer. Math. Soc. 294 (2024)] to stochastic Riccati equations, we prove the existence and uniqueness of its solutions. The results provide a theoretical foundation for the optimal design of quantum control.
format Preprint
id arxiv_https___arxiv_org_abs_2502_19666
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Quantum stochastic linear quadratic control theory: Closed-loop solvability
Penghui, Wang
Shan, Wang
Shengkai, Zhao
Optimization and Control
Functional Analysis
46L53, 49N10, 81S25, 93E20
In this paper, we investigate the closed-loop solvability of the quantum stochastic linear quadratic optimal control problem. We derive the Pontryagin maximum principle for the linear quadratic control problem of infinite-dimensional quantum stochastic systems. The equivalence between unique closed-loop solvability for quantum stochastic linear quadratic optimal control problems and the well-posedness of the corresponding quantum Riccati equations is established. Notably, although the quantum Riccati equation is an infinite-dimensional deterministic operator-valued ordinary differential equation, classical methods are not applicable. Inspired by Lü and Zhang's approach [Q. Lü and X. Zhang, Probability Theory and Stochastic Modelling, 101. Springer, Cham, (2021) \& Mem. Amer. Math. Soc. 294 (2024)] to stochastic Riccati equations, we prove the existence and uniqueness of its solutions. The results provide a theoretical foundation for the optimal design of quantum control.
title Quantum stochastic linear quadratic control theory: Closed-loop solvability
topic Optimization and Control
Functional Analysis
46L53, 49N10, 81S25, 93E20
url https://arxiv.org/abs/2502.19666