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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
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An approximate stochastic optimal control framework to simulate nonlinear neuro-musculoskeletal models in the presence of noise. [PDF]
PLoS Computational Biology, 2022 Optimal control simulations have shown that both musculoskeletal dynamics and physiological noise are important determinants of movement. However, due to the limited efficiency of available computational tools, deterministic simulations of movement focus
Tom Van Wouwe +2 more
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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 +2 more
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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
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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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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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On a Stochastic Fundamental Lemma and Its Use for Data-Driven Optimal Control [PDF]
IEEE Transactions on Automatic Control, 2021 Data-driven control based on the fundamental lemma by Willems et al. is frequently considered for deterministic linear time invariant (LTI) systems subject to measurement noise.
Guanru Pan, Ruchuan Ou, T. Faulwasser
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Maximum principle for discrete-time stochastic optimal control problem and stochastic game
Mathematical Control and Related Fields, 2021 This paper is first concerned with one kind of discrete-time stochastic optimal control problem with convex control domains, for which necessary condition in the form of Pontryagin's maximum principle and sufficient condition of optimality are derived ...
Zhen Wu, Feng Zhang
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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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bioRxiv, 2021 Optimal control simulations have shown that both musculoskeletal dynamics and physiological noise are important determinants of movement. However, due to the limited efficiency of available computational tools, deterministic simulations of movement focus
Tom Van Wouwe, L. Ting, F. De Groote
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