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Stochastic programming can be applied to consider uncertainties in energy system optimization models for capacity expansion planning. However, these models become increasingly large and time-consuming to solve, even without considering…

Optimization and Control · Mathematics 2025-08-15 Shima Sasanpour , Manuel Wetzel , Karl-Kiên Cao , Hans Christian Gils , Andrés Ramos

The optimal control problem of stochastic systems is commonly solved via robust or scenario-based optimization methods, which are both challenging to scale to long optimization horizons. We cast the optimal control problem of a stochastic…

Machine Learning · Computer Science 2025-09-17 Etienne Buehrle , Christoph Stiller

Though switched dynamical systems have shown great utility in modeling a variety of physical phenomena, the construction of an optimal control of such systems has proven difficult since it demands some type of optimal mode scheduling. In…

Optimization and Control · Mathematics 2014-02-04 Ramanarayan Vasudevan , Humberto Gonzalez , Ruzena Bajcsy , S. Shankar Sastry

We investigate a model of a stochastic engine operating cyclically at constant bath temperature, which consists of an overdamped Brownian harmonic oscillator that plays the role of working substance and is elastically coupled to an active…

Statistical Mechanics · Physics 2025-09-16 Erick Efrain Cote-Valencia , Juan Ruben Gomez-Solano

Learning-based control methods for industrial processes leverage the repetitive nature of the underlying process to learn optimal inputs for the system. While many works focus on linear systems, real-world problems involve nonlinear…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Samuel Balula , Efe C. Balta , Dominic Liao-McPherson , Alisa Rupenyan , John Lygeros

This work presents a control-oriented structural design approach for a 2-DOF underactuated mechanical system, with the purpose of generating an optimal oscillatory behavior of the end-effector. To achieve the desired periodic motion, we…

Systems and Control · Electrical Eng. & Systems 2021-05-18 Andrea Tilli , Elena Ruggiano , Alessandro Bosso , Alessandro Samorì

This paper explores stochastic control models in the context of decarbonization within the energy market. We study three progressively complex scenarios: (1) a single firm operating with two technologies-one polluting and one clean,(2)two…

General Finance · Quantitative Finance 2025-06-18 Benhao Du , Thomas Treillard , Francois Wang

Combinatorial decision problems arise in many different domains such as scheduling, routing, packing, bioinformatics, and many more. Despite recent advances in developing scalable solvers, there are still many problems which are often very…

Artificial Intelligence · Computer Science 2016-05-24 Barry Hurley , Deepak Mehta , Barry O'Sullivan

Parallel-elastic joints can improve the efficiency and strength of robots by assisting the actuators with additional torques. For these benefits to be realized, a spring needs to be carefully designed. However, designing robots is an…

Robotics · Computer Science 2023-01-10 Filip Bjelonic , Joonho Lee , Philip Arm , Dhionis Sako , Davide Tateo , Jan Peters , Marco Hutter

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

Dynamical Systems · Mathematics 2013-08-20 Darya Kastsian , Martin Mönnigmann

Electrical circuits with transient elements can be good examples of systems where non--steady irreversible processes occur, so in the same way as a steady state energy converter, we use the formal construction of the first order…

Statistical Mechanics · Physics 2017-08-04 G. Valencia-Ortega , L. A. Arias-Hernandez

We present dynamical effects on conformation in a simple bead-spring model consisting of three beads connected by two stiff springs. The conformation defined by the bending angle between the two springs is determined not only by a given…

Chaotic Dynamics · Physics 2022-06-15 Yoshiyuki Y. Yamaguchi , Tatsuo Yanagita , Tetsuro Konishi , Mikito Toda

Temporal point processes have been widely applied to model event sequence data generated by online users. In this paper, we consider the problem of how to design the optimal control policy for point processes, such that the stochastic…

Machine Learning · Computer Science 2017-11-13 Yichen Wang , Grady Williams , Evangelos Theodorou , Le Song

We propose a reformulation of the problem of optimally controlled transitions in stochastic thermodynamics. We impose that any terminal cost specified by a thermodynamic functional should depend only on state variables and not on control…

Statistical Mechanics · Physics 2025-10-03 Julia Sanders , Paolo Muratore-Ginanneschi

How systems transit between different stable states under external perturbation is an important practical issue. We discuss here how a recently-developed energy optimization method for identifying the minimal disturbance necessary to reach…

Pattern Formation and Solitons · Physics 2018-05-02 Daniel Lecoanet , Rich R. Kerswell

Energy systems optimization problems are complex due to strongly non-linear system behavior and multiple competing objectives, e.g. economic gain vs. environmental impact. Moreover, a large number of input variables and different variable…

We consider the problem of determining an optimal strategy for electricity injection that faces an uncertain power demand stream. This demand stream is modeled via an Ornstein-Uhlenbeck process with an additional jump component, whereas the…

Optimization and Control · Mathematics 2018-10-15 Simone Göttlich , Ralf Korn , Kerstin Lux

Topology optimization is used to systematically design contact-aided thermo-mechanical regulators, i.e. components whose effective thermal conductivity is tunable by mechanical deformation and contact. The thermo-mechanical interactions are…

Computational Engineering, Finance, and Science · Computer Science 2024-06-04 Anna Dalklint , Joe Alexandersen , Andreas Henrik Frederiksen , Konstantinos Poulios , Ole Sigmund

In the present paper, we study the power output and efficiency of overdamped stochastic thermodynamic engines that are in contact with a heat bath having a temperature that varies periodically with time. This is in contrast to most of the…

Statistical Mechanics · Physics 2022-07-13 Rui Fu , Olga Movilla Miangolarra , Amirhossein Taghvaei , Yongxin Chen , Tryphon T. Georgiou

This article presents a constrained policy optimization approach for the optimal control of systems under nonstationary uncertainties. We introduce an assumption that we call Markov embeddability that allows us to cast the stochastic…

Optimization and Control · Mathematics 2026-05-11 Sungho Shin , François Pacaud , Emil Contantinescu , Mihai Anitescu
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