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Optimal control in stochastic thermodynamics
Journal of Physics Communications, 2023 We review recent progress in optimal control in stochastic thermodynamics. Theoretical advances provide in-depth insight into minimum-dissipation control with either full or limited (parametric) control, and spanning the limits from slow to fast driving ...
Steven Blaber, David A Sivak
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Resetting in stochastic optimal control
Physical Review Research, 2023 “When in a difficult situation, it is sometimes better to give up and start all over again.” While this empirical truth has been regularly observed in a wide range of circumstances, quantifying the effectiveness of such a heuristic strategy remains an ...
Benjamin De Bruyne, Francesco Mori
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Fundamental Research, 2023 In this paper, we investigate a backward doubly stochastic recursive optimal control problem wherein the cost function is expressed as the solution to a backward doubly stochastic differential equation.
Yunhong Li +3 more
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Optimal stochastic tracking control for brain network dynamics [PDF]
Communications BiologyNetwork control theory (NCT) has recently been utilized in neuroscience to facilitate our understanding of brain stimulation effects and explore optimal paradigms.
Kangli Dong +7 more
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A stochastic inventory model with price-sensitive demand, restricted shortage and promotional efforts [PDF]
Yugoslav Journal of Operations Research, 2023 This paper is attempt to develop a stochastic inventory model with quadratic price-sensitive demand. Objective function is developed by incorporating promotional efforts to boost the market demand, preservation technology to reduce the rate of ...
Khedlekar Uttam Kumar +2 more
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Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model
Risks, 2021 Consider an insurance company whose surplus is modelled by an arithmetic Brownian motion of not necessarily positive drift. Additionally, the insurer has the possibility to invest in a stock modelled by a geometric Brownian motion independent of the ...
Leonie Violetta Brinker
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Optimal Stochastic Control in the Interception Problem of a Randomly Tacking Vehicle
Mathematics, 2021 This article considers the mathematical aspects of the problem of the optimal interception of a mobile search vehicle moving along random tacks on a given route and searching for a target, which travels parallel to this route.
Andrey A. Galyaev +2 more
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Optimal control for controllable stochastic linear systems [PDF]
ESAIM: Control, Optimisation and Calculus of Variations, 2020 This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of stochastic linear systems is studied.
Xiuchun Bi, Jingrui Sun, Jie Xiong
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Computational and Mathematical Biophysics, 2023 This article consists of a detailed and novel stochastic optimal control analysis of a coupled non-linear dynamical system. The state equations are modelled as an additional food-provided prey–predator system with Holling type III functional response for
Prakash Daliparthi Bhanu +1 more
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Stochastic optimal control analysis for the hepatitis B epidemic model
Results in Physics, 2021 Mathematical formulation of a stochastic hepatitis B virus (HBV) model with the application of optimal control and randomly noise transmission has been focused in this paper. For the ease of understanding, the model is divided into four different classes
Peijiang Liu +3 more
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