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This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

For optimal control problems on finite graphs in continuous time, the dynamic programming principle leads to value functions characterized by systems of nonlinear ordinary differential equations. In this paper, we consider the case of…

Optimization and Control · Mathematics 2022-12-29 Olivier Guéant

The performance of a molecular motor, characterized by its power output and energy efficiency, is investigated in the motor design space spanned by the stepping rate function and the motor-track interaction potential. Analytic results and…

Soft Condensed Matter · Physics 2018-03-14 Yuhai Tu , Yuansheng Cao

The question of characterization of the degree of non-equilibrium activity in active matter systems is studied in the context of a stochastic microswimmer model driven by a chemical cycle. The resulting dynamical properties and entropy…

Statistical Mechanics · Physics 2024-05-27 Michalis Chatzittofi , Jaime Agudo-Canalejo , Ramin Golestanian

Breakability rate of fragile item depends on the accumulated stress of heaped stock level. So breakablility rate can be considered as dependent parameter of stock variable. The unit production cost is a function of production rate and also…

Optimization and Control · Mathematics 2020-06-03 J. N. Roul , K. Maity , S. Kar , M. Maiti

We study risk-aware linear policy approximations for the optimal operation of an energy system with stochastic wind power, storage, and limited fuel. The resulting problem is a sequential decision-making problem with rolling forecasts. In…

Systems and Control · Electrical Eng. & Systems 2024-07-19 Thomas Mortimer , Robert Mieth

By conditioning a stochastic process on the value of an observable, one obtains a new stochastic process with different properties. We apply this idea in the context of active matter, and condition interacting self-propelled particles on…

Statistical Mechanics · Physics 2020-03-04 Francesco Cagnetta , Emil Mallmin

Energy model distortions may unknowingly appear and represent unrealistic and non-physical effects that can mislead optimal model decisions. A prominent misleading effect is unintended storage cycling that was observed in previous…

Physics and Society · Physics 2023-01-10 Maximilian Parzen , Martin Kittel , Daniel Friedrich , Aristides Kiprakis

This study examines a new formulation of non-equilibrium thermodynamics, which gives a conditional derivation of the ``maximum entropy production'' (MEP) principle for flow and/or chemical reaction systems at steady state. The analysis uses…

Populations and Evolution · Quantitative Biology 2009-08-25 Robert K. Niven

This paper deals with the problem of accurately determining guaranteed suboptimal values of an unknown cost function on the basis of noisy measurements. We consider a set-valued variant to regression where, instead of finding a best…

Optimization and Control · Mathematics 2024-07-29 Jaap Eising , Jorge Cortes

The concept of entropy in nonequilibrium macroscopic systems is investigated in the light of an extended equation of motion for the density matrix obtained in a previous study. It is found that a time-dependent information entropy can be…

Statistical Mechanics · Physics 2009-11-10 W. T. Grandy

We relate the information exchange between two stochastic systems to the nonequilibrium entropy production in the whole system. By deriving a general formula that decomposes the total entropy production into the thermodynamic and…

Statistical Mechanics · Physics 2015-06-16 Takahiro Sagawa , Masahito Ueda

We study a two-level system controlled in a discrete feedback loop, modeling both the system and the controller in terms of stochastic Markov processes. We find that the extracted work, which is known to be bounded from above by the mutual…

Statistical Mechanics · Physics 2015-09-02 Jaegon Um , Haye Hinrichsen , Chulan Kwon , Hyunggyu Park

Fluctuations in parameters that are typically treated as fixed play a crucial role in the behavior of complex systems. However, to date, we lack a general non-equilibrium thermodynamic treatment of such a complex system. In this Letter, to…

Statistical Mechanics · Physics 2026-03-31 Tuan Pham , Deepak Gupta

The linear response to temperature changes is derived for systems with overdamped stochastic dynamics. Holding both in transient and steady state conditions, the results allow to compute nonequilibrium thermal susceptibilities from…

Statistical Mechanics · Physics 2016-04-11 Gianmaria Falasco , Marco Baiesi

We consider energy minimization for data-intensive applications run on large number of servers, for given performance guarantees. We consider a system, where each incoming application is sent to a set of servers, and is considered to be…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-19 Ajay Badita , Rooji Jinan , Balajee Vamanan , Parimal Parag

Nonequilibrium processes break time-reversal symmetry and generate entropy. Living systems are driven out-of-equilibrium at the microscopic level of molecular motors that exploit chemical potential gradients to transduce free energy to…

Statistical Mechanics · Physics 2022-12-06 Eden Nitzan , Aishani Ghosal , Gili Bisker

Work fluctuation and total entropy production play crucial roles in small thermodynamic systems subject to large thermal fluctuations. We investigate a trade-off relation between them in a nonequilibrium situation in which a system starts…

Statistical Mechanics · Physics 2016-12-15 Ken Funo , Tomohiro Shitara , Masahito Ueda

We propose a variational formulation for the nonequilibrium thermodynamics of discrete open systems, i.e., discrete systems which can exchange mass and heat with the exterior. Our approach is based on a general variational formulation for…

Mathematical Physics · Physics 2018-12-05 François Gay-Balmaz , Hiroaki Yoshimura

A parameter method is introduced in order to estimate the relationship among the various variables of a system in equilibrium, where the potential energy functions are incompletely known or the quantum mechanical calculations very…

General Physics · Physics 2011-05-12 Walton R. Gutierrez