The solution classical and quantum feedback optimal control problem without the Bellman Equation
Jaykov Foukzon
TL;DR
This paper introduces a novel method for constructing the Bellman function and optimal control directly, bypassing the Bellman equation, by leveraging large deviations principles for Colombeau-Ito SDEs in classical and quantum feedback control.
Contribution
It presents a new approach to optimal control that avoids the Bellman equation, using large deviations for Colombeau-Ito SDEs, applicable to classical and quantum feedback systems.
Findings
Direct construction of Bellman function without Bellman equation
Application to classical and quantum feedback control
Utilization of large deviations principle for SDEs
Abstract
A new approach, which is proposed in this paper allows one to construct the Bellman function V(t,x) and optimal control u(t) directly,i.e.,without any reference to the Bellman equation, by way of using strong large deviations principle for the solutions Colombeau-Ito's SDE.
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