The importance of feedback control is being increasingly appreciated in quantum physics and applications. This paper describes the use of optimal control methods in the design of quantum feedback control systems, and in particular the paper formulates and solves a risk-sensitive optimal control problem. The resulting risk-sensitive optimal control is given in terms of an unnormalized conditional state, whose dynamics include the cost function used to specify the performance objective. The risk-sensitive conditional dynamic equation describes the evolution of our knowledge of the quantum system tempered by our purpose for the controlled quantum system. Robustness properties of risk-sensitive controllers are discussed and an example is provided.
In this paper we formulate a risk-sensitive optimal control problem for continuously monitored open quantum systems modelled by quantum Langevin equations. The optimal controller is expressed in terms of a modified conditional state, which we call a risk-sensitive state, that represents measurement knowledge tempered by the control purpose. One of the two components of the optimal controller is dynamic, a filter that computes the risk-sensitive state. The second component is an optimal control feedback function that is found by solving the dynamic programming equation. The optimal controller can be implemented using classical electronics. The ideas are illustrated using an example of feedback control of a two-level atom.