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Many applications -- including power systems, robotics, and economics -- involve a dynamical system interacting with a stochastic and hard-to-model environment. We adopt a reinforcement learning approach to control such systems.…

Optimization and Control · Mathematics 2025-08-26 Abed AlRahman Al Makdah , Oliver Kosut , Lalitha Sankar , Shaofeng Zou

The question of how systems respond to perturbations is ubiquitous in physics. Predicting this response for large classes of systems becomes particularly challenging if many degrees of freedom are involved and linear response theory cannot…

Statistical Mechanics · Physics 2024-01-10 Lennart Dabelow , Peter Reimann

Irreversible processes accomplished in a fixed time involve nonlinearly coupled flows of matter, energy, and information. Here, using entropy production as an example, we show how thermodynamic uncertainty relations and speed limits on…

Statistical Mechanics · Physics 2021-05-12 Schuyler B. Nicholson , Jason R. Green

We propose an optimization strategy to control the dynamics of a stochastic system transferred from one thermal equilibrium to another and apply it experimentally to a Brownian particle in an optical trap under compression. Based on a…

Nonadiabatic unitary evolution with tailored time-dependent Hamiltonians can prepare systems of cold atomic gases with various desired properties. For a system of two one-dimensional quasicondensates coupled with a time-varying tunneling…

Quantum Gases · Physics 2013-04-09 Armin Rahmani , Takuya Kitagawa , Eugene Demler , Claudio Chamon

We consider an optimal control problem with tracking-type cost functional constrained by the Cattaneo equation, which is a well-known model for delayed heat transfer. In particular, we are interested the asymptotic behaviour of the optimal…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth , René Pinnau , Matthias Andres , Claudia Totzeck

This paper presents a convex reformulation of a nonlinear constrained optimization problem for Markov decision processes, and applies the technical findings to optimal control problems for an ensemble of thermostatically controlled loads…

Systems and Control · Electrical Eng. & Systems 2019-08-27 Emilio Benenati , Marcello Colombino , Emiliano Dall'Anese

Recent work [Ran22] formulated a class of optimal control problems involving positive linear systems, linear stage costs, and elementwise constraints on control. It was shown that the problem admits linear optimal cost and the associated…

Optimization and Control · Mathematics 2023-09-27 Yuchao Li , Anders Rantzer

The first-order optimality conditions for a generic nonlinear optimization problem are generated as part of the terminal transversality conditions of an optimal control problem. It is shown that the Lagrangian of the optimization problem is…

Optimization and Control · Mathematics 2022-03-17 I. M. Ross

Finite-dimensional dissipative dynamical systems with multiple time-scales are obtained when modeling chemical reaction kinetics with ordinary differential equations. Such stiff systems are computationally hard to solve and therefore,…

Optimization and Control · Mathematics 2019-07-03 Marcus Heitel , Robin Verschueren , Moritz Diehl , Dirk Lebiedz

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

We consider the actuator placement problem for linear systems. Specifically, we aim to identify an actuator which requires the least amount of control energy to drive the system from an arbitrary initial condition to the origin in the worst…

Systems and Control · Computer Science 2017-07-24 Xudong Chen , M. -A. Belabbas

The study of thermal heat engines was pivotal to establishing the principles of equilibrium thermodynamics, with implications far wider than only engine optimization. For nonequilibrium systems, which by definition dissipate energy even at…

Statistical Mechanics · Physics 2021-05-18 Étienne Fodor , Michael E. Cates

In this paper, we design a controller for an interconnected system where a linear Stochastic Differential Equation (SDE) is actuated through a linear parabolic heat equation. These dynamics arise in various applications, such as coupled…

Analysis of PDEs · Mathematics 2025-04-03 Gabriel Velho , Jean Auriol , Islam Boussaada , Riccardo Bonalli

The maximality principle has been a valuable tool in identifying the free-boundary functions that are associated with the solutions to several optimal stopping problems involving one-dimensional time-homogeneous diffusions and their running…

Probability · Mathematics 2025-05-27 Neofytos Rodosthenous , Mihail Zervos

We consider damped stochastic systems in a controlled (time-varying) quadratic potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work…

Statistical Mechanics · Physics 2018-03-23 Yongxin Chen , Tryphon Georgiou , Allen Tannenbaum

Accelerating controlled thermodynamic processes requires an auxiliary Hamiltonian to steer the system into instantaneous equilibrium states. An extra energy cost is inevitably needed in such finite-time operation. We recently develop a…

Statistical Mechanics · Physics 2023-01-18 Geng Li , C. P. Sun , Hui Dong

Conditions are established under which the optimal control of processes having both absolutely continuous and singular (with respect to time) controls are equivalent to linear programs over a space of measures on the state and control…

Probability · Mathematics 2017-07-31 Thomas G. Kurtz , Richard H. Stockbridge

We establish universal relations between pattern formation and dissipation with a geometric approach to nonequilibrium thermodynamics of deterministic reaction-diffusion systems. We first provide a way to systematically decompose the…

Statistical Mechanics · Physics 2026-05-04 Ryuna Nagayama , Kohei Yoshimura , Artemy Kolchinsky , Sosuke Ito

We consider the optimal control problem of minimizing some quadratic functional over all possible solutions of an internally controlled multi-dimensional heat equation with a periodic terminal state constraint. This problem has a unique…

Optimization and Control · Mathematics 2015-09-22 Emmanuel Trélat , Lijuan Wang , Yubiao Zhang
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