Abstract: |
In this talk we consider the optimal bilinear control problem of quantum mechanical systems with final observation governed by a stochastic nonlinear Schroedinger equation with linear multiplicative noise. 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. The approach in particular applies to the deterministic case. This is a joint work with Viorel Barbu and Michael Roeckner. |
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