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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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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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Reinforcement learning-based optimal control for stochastic opinion dynamics [PDF]
Scientific ReportsThis 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 +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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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 $L^0$ cost functional, in general, the value function is not differentiable in the domain.
Kaito Ito, Takuya Ikeda, Kenji Kashima
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Stochastic Optimal Control of a Sailboat [PDF]
IEEE Control Systems Letters, 2022 In match race sailing, competitors must steer their boats upwind in the presence of unpredictably evolving weather. Combined with the tacking motion necessary to make upwind progress, this makes it natural to model their path-planning as a hybrid stochastic optimal control problem.
Cole Miles, Alexander Vladimirsky
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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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Stochastic Control of Optimized Certainty Equivalents
SIAM Journal on Financial Mathematics, 2022 Optimized certainty equivalents (OCEs) is a family of risk measures widely used by both practitioners and academics. This is mostly due to its tractability and the fact that it encompasses important examples, including entropic risk measures and average value at risk.
Julio D. Backhoff Veraguas +2 more
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