Finite Horizon H-infinity Control for a Class of Linear Quantum Measurement Delayed Systems: A Dynamic Game Approach

In this work, a finite horizon  control problem is solved for a class of linear quantum systems using a dynamic game approach for the case of delayed measurements. The methodology adopted involves an equivalence between the quantum problem and an auxiliary classical stochastic problem. Then, the finite horizon H-infinity control problem for the class of linear quantum systems under consideration is solved for the case of delayed measurements by solving the finite horizon H-infinity control problem for an equivalent stochastic H-infinity control problem following a dynamic game approach.  This research has been supported by the Australian Research Council under the Discovery Projects and Laureate Fellowships funding schemes. The results of this work have been published in [A. I. Maalouf and I. R. Petersen. Finite horizon H-infinity control for a class of linear quantum measurement delayed systems: A dynamic game approach. SIAM Journal on Control and Optimization, 52(3), 2014.]