English
Related papers

Related papers: Optimal Control in Stochastic Thermodynamics

200 papers

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…

Optimization and Control · Mathematics 2025-04-22 Yanzhao Cao , Hongjiang Qian , George Yin

We study Mean Field stochastic control problems where the cost function and the state dynamics depend upon the joint distribution of the controlled state and the control process. We prove suitable versions of the Pontryagin stochastic…

Optimization and Control · Mathematics 2018-06-26 Beatrice Acciaio , Julio Backhoff-Veraguas , Rene Carmona

We analyze the problem of stochastic optimal control of SDEs where the driver includes a self-exciting stochastic process. Due to the non-Markovian nature of the problem, we apply the stochastic maximum principle approach. We derive a…

Optimization and Control · Mathematics 2026-05-13 Heidar Eyjolfsson , Kristina Rognlien Dahl

A fundamental result of thermodynamic geometry is that the optimal, minimal-work protocol that drives a nonequilibrium system between two thermodynamic states in the slow-driving limit is given by a geodesic of the friction tensor, a…

Statistical Mechanics · Physics 2024-10-24 Adrianne Zhong , Michael R. DeWeese

Squeezing is a non-classical feature of quantum states that is a useful resource, for example in quantum sensing of mechanical forces. Here, we show how to use optimal control theory to maximize squeezing in an optomechanical setup with two…

Quantum Physics · Physics 2024-07-19 Anton Halaski , Matthias G. Krauss , Daniel Basilewitsch , Christiane P. Koch

We study the convergence to equilibrium of an underdamped Langevin equation that is controlled by a linear feedback force. Specifically, we are interested in sampling the possibly multimodal invariant probability distribution of a Langevin…

Optimization and Control · Mathematics 2022-01-12 Tobias Breiten , Carsten Hartmann , Lara Neureither , Upanshu Sharma

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

The paper proposes first steps towards the formalization and characterization of time-varying turnpikes in optimal control of mechanical systems. We propose the concepts of velocity steady states, which can be considered as partial steady…

Optimization and Control · Mathematics 2019-07-04 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Karl Worthmann

This paper presents first results for near optimality in expectation of the closed-loop solutions for stochastic economic MPC. The approach relies on a recently developed turnpike property for stochastic optimal control problems at an…

Optimization and Control · Mathematics 2025-04-02 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael H. Baumann , Lars Grüne

The paper is concerned with a kind of minimal time control problem for the heat equation with impulse controls. The purpose of such a problem is to find an optimal impulse control (among certain control constraint set) steering the solution…

Optimization and Control · Mathematics 2018-06-19 Yueliang Duan , Lijuan Wang , Can Zhang

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

In this paper, we consider a geometric formalism for optimal control of underactuated mechanical systems. Our techniques are an adaptation of the classical Skinner and Rusk approach for the case of Lagrangian dynamics with higher-order…

Mathematical Physics · Physics 2015-05-14 L. Colombo , D. Martin de Diego , M. Zuccalli

This work is concerned with a hierarchical framework of optimal control problems connecting interacting particle systems, the mean field limit equations, and associated hydrodynamic models. By assuming the existence of solutions, we…

Optimization and Control · Mathematics 2025-10-20 Michael Herty , Yizhou Zhou

We study feedback control of coupled nonlinear stochastic oscillators in a force field. We first consider the problem of asymptotically driving the system to a desired {\em steady state} corresponding to reduced thermal noise. Among the…

Mathematical Physics · Physics 2015-07-02 Yongxin Chen , Tryphon Georgiou , Michele Pavon

We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…

Optimization and Control · Mathematics 2023-03-13 Jeremy Chichportich , Idris Kharroubi

The objective of this article is to complete preliminary results concerning the time-minimal control of dissipative two-level quantum systems whose dynamics is governed by Lindblad equations. The extremal system is described by a…

Mathematical Physics · Physics 2016-11-17 B. Bonnard , M. Chyba , D. Sugny

We experimentally and theoretically study the thermodynamically optimal control of interacting multiple-particle systems, focusing on collections of colloidal particles individually confined in optical traps. We investigate protocols that…

Soft Condensed Matter · Physics 2026-03-19 Samuel Monter , Lars T. Stutzer , Sarah A. M. Loos , Clemens Bechinger

In this paper, we identify a class of time-varying port-Hamiltonian systems that is suitable for studying problems at the intersection of statistical mechanics and control of physical systems. Those port-Hamiltonian systems are able to…

Statistical Mechanics · Physics 2015-06-16 Jean-Charles Delvenne , Henrik Sandberg

A stochastic optimal control problem for incompressible Newtonian channel flow past a circular cylinder is used as a prototype optimal control problem for the stochastic Navier-Stokes equations. The inlet flow and the rotation speed of the…

Optimization and Control · Mathematics 2024-03-13 Liuhong Chen , Ju Ming , Max D. Gunzburger

Recent low-thrust space missions have highlighted the importance of designing trajectories that are robust against uncertainties. In its complete form, this process is formulated as a nonlinear constrained stochastic optimal control…

Optimization and Control · Mathematics 2022-02-25 Naoya Ozaki , Stefano Campagnola , Ryu Funase