In the present work, ideas for controlling photochemical reactions in dissipative environments using shaped laser pulses are presented. New time-local control algorithms for the stochastic Schrödinger equation are introduced and compared to their reduced density matrix analog. The numerical schemes rely on time-dependent targets for guiding the reaction along a preferred path. The methods are tested on the vibrational control of adsorbates at metallic surfaces and on the ultrafast electron dynamics in a strong dissipative medium. The selective excitation of the specific states is achieved with improved yield when using the new algorithms. Both methods exhibit similar convergence behavior and results compare well with those obtained using local optimal control for the reduced density matrix. The favorable scaling of the methods allows to tackle larger systems and to control photochemical reactions in dissipative media of molecules with many more degrees of freedom.

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