Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise

Citation
Barbu, Viorel et al., Optimal bilinear control of nonlinear stochastic Schrödinger equations driven by linear multiplicative noise, Annals of probability (Online) , 46(4), 2018, pp. 1957-1999
ISSN journal
2168894X
Volume
46
Issue
4
Year of publication
2018
Pages
1957 - 1999
Database
ACNP
SICI code
Abstract
We analyze the bilinear optimal control problem of quantum mechanical systems with final observation governed by a stochastic nonlinear Schrödinger 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.