Optimal bilinear control of nonlinear stochastic Schr\"odinger equations driven by linear multiplicative noise

Viorel Barbu; Michael Röckner; Deng Zhang

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arXiv · 1607.06652

Optimal bilinear control of nonlinear stochastic Schr\"odinger equations driven by linear multiplicative noise

Viorel Barbu·Michael Röckner·Deng Zhang

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Abstract

Here is investigated the bilinear optimal control problem of quantum mechanical systems with final observation governed by a stochastic nonlinear Schr\"odinger equation perturbed by a linear multiplicative Wiener process. The existence of an open loop optimal control and first order Lagrange optimality conditions are derived, via Skorohod's representation theorem, Ekeland's variational principle and the existence for the linearized dual backward stochastic equation. Moreover, our approach in particular applies to the deterministic case.

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Viorel Barbu, Michael Röckner, Deng Zhang. 2016-07-22. Optimal bilinear control of nonlinear stochastic Schr\"odinger equations driven by linear multiplicative noise. https://arxiv.org/abs/1607.06652

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