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...[Show more]
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