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math.OC2022★ 1 cited
Optimal control for stochastic nonlinear Schrodinger equation on graph
Jianbo Cui, Shu Liu, Haomin Zhou
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…
math.OC2022
Wasserstein Hamiltonian flow with common noise on graph
Jianbo Cui, Shu Liu, Haomin Zhou
We study the Wasserstein Hamiltonian flow with a common noise on the density manifold of a finite graph. Under the framework of stochastic variational principle, we first develop t…