On the Mean-Field Belavkin Filtering Equation
Résumé
Following Kolokoltsov (2022), we present an extension of mean-field control theory in quantum framework. In particular such an extension is done naturally by considering the Belavkin quantum filtering and control theory in a mean-field setting. In this setting, the dynamics is described by a controlled Belavkin equation of McKean-Vlasov type. We prove the well-posedness of such an equation under imperfect measurement records. Furthermore, we show under purification assumption the propagation of chaos for perfect measurements. Finally, we apply particle methods to simulate the mean-field Belavkin equation and we provide numerical simulations showing the stabilization of the mean-field Belavkin equation by a feedback control strategy towards a chosen target state.