APPLICATION OF QUANTUM STOCHASTIC CALCULUS TO OPTIMAL-CONTROL

被引：4

作者：

BOUKAS, A ^{[1
]}

机构：

[1] AMER COLL GREECE,DEPT MATH,GR-15342 ATHENS,GREECE

来源：

MATHEMATICAL NOTES | 1993年 / 53卷 / 5-6期

关键词：

D O I：

10.1007/BF01208543

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页码：489 / 494

页数：6

共 11 条

[1]

Arnold L., 1974, STOCHASTIC DIFFERENT

[2]

BARCHIELLI A, 1991, QUANTUM PROBABILITY, V6

[3]

Belavkin V., 1989, LECT NOTES CONTROL I, V121, P245

[4]

Belavkin V.P., 1988, PROC 24 KARPACZ WINT