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Optimal control in stochastic thermodynamics [PDF]

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
doaj   +4 more sources

Sparse optimal stochastic control [PDF]

Automatica, 2021
In this paper, we investigate a sparse optimal control of continuous-time stochastic systems.We adopt the dynamic programming approach and analyze the optimal control via the value function. Due to the non-smoothness of the L cost functional, in general,
Kaito Ito, Takuya Ikeda, K. Kashima
semanticscholar   +4 more sources

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
doaj   +4 more sources

Stochastic Optimal Control Matching

Advances in Neural Information Processing Systems 37, 2023
Stochastic optimal control, which has the goal of driving the behavior of noisy systems, is broadly applicable in science, engineering and artificial intelligence.
Carles Domingo-Enrich, Jiequn Han, Brandon Amos, Joan Bruna, Ricky T. Q. Chen   +4 more
semanticscholar   +4 more sources

A Maximum Principle for Controlled Time-Symmetric Forward-Backward Doubly Stochastic Differential Equation with Initial-Terminal Sate Constraints

Abstract and Applied Analysis, 2012
We study the optimal control problem of a controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints. Applying the terminal perturbation method and Ekeland’s variation principle, a necessary
Shaolin Ji, Qingmeng Wei, Xiumin Zhang
doaj   +3 more sources

Singularly Perturbed Forward-Backward Stochastic Differential Equations: Application to the Optimal Control of Bilinear Systems [PDF]

Computation, 2018
We study linear-quadratic stochastic optimal control problems with bilinear state dependence where the underlying stochastic differential equation (SDE) has multiscale features.
Omar Kebiri, Lara Neureither, Carsten Hartmann   +2 more
doaj   +4 more sources

Reinforcement learning-based optimal control for stochastic opinion dynamics [PDF]

Scientific Reports
This paper proposes a integrated framework for optimal control of opinion dynamics in social networks, addressing three progressively challenging scenarios: Model-based stochastic control, where agent interactions follow known probability distributions ...
Yajin Chen, Hongwei Gao, Vladimir V. Mazalov, Yanshan Liu   +3 more
doaj   +2 more sources

Optimal stochastic tracking control for brain network dynamics [PDF]

Communications Biology
Network control theory (NCT) has recently been utilized in neuroscience to facilitate our understanding of brain stimulation effects and explore optimal paradigms.
Kangli Dong, Siya Chen, Ying Dan, Lu Zhang, Xinyi Li, Wei Liang, Yue Zhao, Yu Sun   +7 more
doaj   +2 more sources

Stochastic optimal control [PDF]

Zeitschrift für Operations Research, 1990
Bagchi, A.
core   +4 more sources

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, Kumar Lalji, Keswani Mamta   +2 more
doaj   +1 more source