Binary quantum control optimization with uncertain hamiltonians
Year of publication: |
2025
|
---|---|
Authors: | Fei, Xinyu ; Brady, Lucas T. ; Larson, Jeffrey ; Leyffer, Sven ; Shen, Siqian |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 37.2025, 1, p. 86-106
|
Subject: | conditional value-at-risk (CVaR) | gradient-based algorithms | quantum optimal control | stochastic optimization | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure | Kontrolltheorie | Control theory | Stochastischer Prozess | Stochastic process | Dynamische Optimierung | Dynamic programming | Portfolio-Management | Portfolio selection | Algorithmus | Algorithm |
-
Rectangular sets of probability measures
Shapiro, Alexander, (2016)
-
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent, (2023)
-
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio, (2020)
- More ...
-
Fei, Xinyu, (2023)
-
Chen, Gongyu, (2022)
-
Shen, Siqian, (2013)
- More ...