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Systems & Control Letters

Quantum-mechanical representations of nonlinear filtering and stochastic optimal control

Akira Ohsumi

Published Feb 1, 1989• 3 citations
Publisher
DOI
10.1016/0167-6911(89)90012-1

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In this paper, the relations between theories of the quantum mechanics and the stochastic control are briefly surveyed based on the recent works of the author (Ohsumi, $1989a(Ohsumi, $ ,$ $1989b(Ohsumi, $ $ , 1992)).Concretely, two types of (nonlinear) Schr\"odinger eqations from the stochsatic control theory by introducing wavefunctions which connect two solutions of nonlinear filtering equation and stochastic optimal control problem.Furthermore, an inverse prob- lem is investigated to derive the optimal control problem from a given Schr\"odinger equation.