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.

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