Optimal bilinear control of stochastic nonlinear Schrödinger equations driven by linear multiplicative noise
主 题: Optimal bilinear control of stochastic nonlinear Schrödinger equations driven by linear multiplicative noise
报告人: 张登 博士 (上海交通大学)
时 间: 2016-12-02 9:00-11:00
地 点: 304am永利集团理科一号楼 1310
In this talk we consider the optimal bilinear control problem of quantum mechanical systems with final observation governed by a stochastic nonlinear Schr?dinger 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 R?ckner.
