Quantum-mechanical representations of nonlinear filtering and stochastic optimal control

DOI10.1016/0167-6911(89)90012-1zbMath0674.93062OpenAlexW2074793311MaRDI QIDQ1121846

Akira Ohsumi

Publication date: 1989

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(89)90012-1

zbMATH Keywords

stochastic optimal controlnonlinear filteringItô-Schrödinger equationsquantum-mechanical wave equationsSchrödinger-Langevin

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics (81Q05) Optimal stochastic control (93E20)

Related Items (1)

An interpretation of the Schrödinger equation in quantum mechanics from the control-theoretic point of view

Cites Work

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• A random wave process
• Stochastic quantization: A review
• Stochastic calculus of variations and mechanics
• Dynamical equations for optimal nonlinear filtering
• Hamilton's principal function for the Brownian motion of a particle and the Schrödinger–Langevin equation
• Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes

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