Optimal control for stochastic nonlinear Schrodinger equation on graph

09/12/2022

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by   Jianbo Cui, et al.

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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.