What should I return, if the pointer I'm trying to return doesn't exist?

I have this class, the object manager, it looks like this:

Code:

class Object_Manager
{
public:
	Object_Manager(){}
	~Object_Manager(){}

	typedef boost::shared_ptr<Object> Raw_Object;
	typedef std::map<std::string, Raw_Object> Objects;
	typedef boost::weak_ptr<Object> Data_Observer;

	Data_Observer Access_Object(std::string Filename)
	{
		Objects::iterator it = Managed_Objects.find(Filename);
		// check if the manager exists in the map
		if (it == Managed_Objects.end())
		{
			// if not throw an error
			std::cout << "Object does not exist!" << std::endl;
		}
		else
		{
			// if so return a pointer to the manager
			return Data_Observer(it->second);
		}
	}

	int Add_Object(std::string Filename, Object * Obj)
	{
		Objects::iterator it = Managed_Objects.find(Filename);
		if(it == Managed_Objects.end())
		{
			Managed_Objects.insert(std::make_pair(Filename, Obj));
		}
		else
		{
			std::cout << "Object already exists" << std::endl;
		}

	}

	void Remove_Object(std::string Filename)
	{
		Objects::iterator it = Managed_Objects.find(Filename);
		if(it == Managed_Objects.end())
		{
			std::cout << "Object does not exist, can't remove!" << std::endl;
		}
		else
		{
			Managed_Objects.erase(it);
		}
	}

private:
	friend class boost::serialization::access;
    template<class Archive>
	void serialize(Archive & ar, const unsigned int version)
    {
        // serialize base class information
        ar & Managed_Objects;
    }
	Objects Managed_Objects;
};

My question is, what should I return if the object doesn't exist in the manager, what can my utility class use to determine a different course of action in case this happens?

Can you return null?

If it's very rarely supposed to happen then throwing an exception might also be appropriate.

If it is truly never supposed to happen then an assert might be best. Given that its based on a filename I doubt this will be the case, though.