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Related papers: Optimal Control in Stochastic Thermodynamics

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Turnpikes have recently gained significant research interest in optimal control, since they allow for pivotal insights into the structure of solutions to optimal control problems. So far, mainly steady state solutions which serve as optimal…

Systems and Control · Electrical Eng. & Systems 2020-02-12 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Karl Worthmann

A stochastic procedure is developed which allows one to express Pontryagin's maximum principle for dissipative quantum system solely in terms of stochastic wave functions. Time-optimal controls can be efficiently computed without computing…

Quantum Physics · Physics 2020-11-09 Chungwei Lin , Dries Sels , Yanting Ma , Yebin Wang

The complete physical understanding of the optimization of the thermodynamic work still is an important open problem in stochastic thermodynamics. We address this issue using the Hamiltonian approach of linear response theory in finite time…

Statistical Mechanics · Physics 2022-08-18 Pierre Nazé , Sebastian Deffner , Marcus V. S. Bonança

An optimal control of a steady state thermistor problem is considered, where the convective boundary coefficient is taken as the control variable. A distinctive feature of this paper is that the problem is considered in arbitrary…

Optimization and Control · Mathematics 2019-02-06 Volodymyr Hrynkiv , Sergiy Koshkin

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

Optimization and Control · Mathematics 2025-06-24 Václav E. Beneš , Georgy Gaitsgori , Ioannis Karatzas

Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…

Optimization and Control · Mathematics 2022-03-10 Samuel Daudin

We investigate a stochastic heat engine based on an over-damped particle diffusing on the positive real axis in an externally driven time-periodic log-harmonic potential. The periodic driving is composed of two isothermal and two adiabatic…

Statistical Mechanics · Physics 2014-05-28 Viktor Holubec

We study the optimal control of a steady-state dead oil isotherm problem. The problem is described by a system of nonlinear partial differential equations resulting from the traditional modelling of oil engineering within the framework of…

Optimization and Control · Mathematics 2013-10-03 Moulay Rchid Sidi Ammi , Agnieszka B. Malinowska , Delfim F. M. Torres

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Prakash Mallick , Zhiyong Chen

We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…

Optimization and Control · Mathematics 2025-05-29 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael Heinrich Baumann , Lars Grüne

Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…

Machine Learning · Computer Science 2020-04-23 Joe Watson , Hany Abdulsamad , Jan Peters

The paper is mostly devoted to applications of a novel optimal control theory for perturbed sweeping/Moreau processes to two practical dynamical models. The first model addresses mobile robot dynamics with obstacles, and the second one…

Optimization and Control · Mathematics 2018-11-06 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

The fluctuation-dissipation theorem is a fundamental result in statistical physics that establishes a connection between the response of a system subject to a perturbation and the fluctuations associated with observables in equilibrium.…

Quantum Physics · Physics 2022-08-03 Tanmoy Biswas , A. de Oliveira Junior , Michał Horodecki , Kamil Korzekwa

This paper considers the relaxed version of the transport problem for general nonlinear control systems, where the objective is to design time-varying feedback laws that transport a given initial probability measure to a target probability…

Systems and Control · Computer Science 2018-07-27 Karthik Elamvazhuthi , Piyush Grover , Spring Berman

This paper presents analyses for the maximum hands-off control using the geometric methods developed for the theory of turnpike in optimal control. First, a sufficient condition is proved for the existence of the maximum hands-off control…

Optimization and Control · Mathematics 2020-05-01 Noboru Sakamoto , Masaaki Nagahara

We study stochastic optimal control problems for (possibly degenerate) McKean-Vlasov controlled diffusions and obtain discrete-time as well as finite interacting particle approximations. (i) Under mild assumptions, we first prove the…

Optimization and Control · Mathematics 2025-10-27 Somnath Pradhan , Serdar Yuksel

This work is focused on optimal control of mechanical compression refrigeration systems. A reduced-order state-space model based on the moving boundary approach is proposed for the canonical cycle, which eases the controller design. The…

Optimization and Control · Mathematics 2024-02-08 G. Bejarano , M. G. Ortega , J. E. Normey-Rico , F. R Rubio

We consider the singular optimal control problem of minimizing the energy supply of linear dissipative port-Hamiltonian descriptor systems subject to control and terminal state constraints. To this end, after reducing the problem to an ODE…

Optimization and Control · Mathematics 2022-02-16 Timm Faulwasser , Bernhard Maschke , Friedrich Philipp , Manuel Schaller , Karl Worthmann

A formalism based on Pontryagin's maximum principle is applied to determine the time-optimal protocol that drives a general initial state to a target state by a Hamiltonian with limited control, i.e., there is a single control field with…

Quantum Physics · Physics 2020-02-19 Chungwei Lin , Dries Sels , Yebin Wang

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

Statistical Mechanics · Physics 2015-06-05 Udo Seifert