OPTIMAL CONTROL FOR STOCHASTIC NONLINEAR SCHRODINGER EQUATION ON GRAPH

We study the optimal control formulation for stochastic nonlinear Schrodinger equation (SNLSE) on a finite graph. By viewing the SNLSE as a stochastic Wasserstein Hamiltonian flow on density manifold, we show the global existence of a unique strong solution for SNLSE with a linear drift control or a linear diffusion control on graph. Furthermore, we provide the gradient formula, the existence of the optimal control and a description on the optimal condition via the forward and backward stochastic differential equations.

Automated summary

We study the optimal control formulation for the stochastic nonlinear Schrodinger equation (SNLSE) on a finite graph. By treating the SNLSE as a stochastic Wasserstein Hamiltonian flow on the density manifold, we prove the global existence of a unique strong solution for SNLSE with a linear drift control or a linear diffusion control on the graph. Additionally, we provide the gradient formula, the existence of the optimal control, and a description of the optimal condition through the forward and backward stochastic differential equations.