Related papers: Optimal Control of Underdamped Systems: An Analyti…
For a small system like a colloidal particle or a single biomolecule embedded in a heat bath, the optimal protocol of an external control parameter minimizes the mean work required to drive the system from one given equilibrium state to…
In this paper, we establish a general stochastic maximum principle for optimal control for systems described by a continuous-time Markov regime-switching stochastic recursive utilities model. The control domain is postulated not to be…
In this study, we consider an optimal control problem driven by a stochastic differential equation with state constraints. Here, the state constraints mean the constraints about the path of state. In order to show the maximum principe for…
We apply advanced methods of control theory to open quantum systems and we determine finite-time processes which are optimal with respect to thermodynamic performances. General properties and necessary conditions characterizing optimal…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
We characterize finite-time thermodynamic processes of multidimensional quadratic overdamped systems. Analytic expressions are provided for heat, work, and dissipation for any evolution of the system covariance matrix. The Bures-Wasserstein…
This paper is devoted to an optimal control problem of fully coupled forward-backward stochastic differential equations driven by sub-diffusion, whose solutions are not Markov processes. The stochastic maximum principle is obtained, where…
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…
This paper investigates the near optimal control for a kind of linear stochastic control systems governed by the forward backward stochastic differential equations, where both the drift and diffusion terms are allowed to depend on controls…
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…
We consider a class of stochastic control problems which has been widely used in optimal foraging theory. The state processes have two distinct dynamics, characterized by two pairs of drift and diffusion coefficients, depending on whether…
Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…
We study an optimal control problem in which both the objective function and the dynamic constraint contain an uncertain parameter. Since the distribution of this uncertain parameter is not exactly known, the objective function is taken as…
We propose nearly-optimal control strategies for changing states of a quantum system. We argue that quantum control optimization can be studied analytically within some protocol families that depend on a small set of parameters for…
The development of efficient artificial nanodevices poses challenges which are of fundamental and technological nature. Recent progress has been made in the context of finite-time thermodynamics. A central question in finite-time…
We analytically solve the finite-time control problem of driving an overdamped particle via an optical trap under costly measurement. By formulating this mesoscopic information engine within the Partially Observable Markov Decision Process…
In this paper, we propose a unified stochastic optimal control framework that integrates time-optimal control problems with classical stochastic optimal control formulations. Unlike conventional deterministic time-optimal control models,…
Nonequilibrium physics encompasses a broad range of natural and synthetic small-scale systems. Optimizing transitions of such systems will be crucial for the development of nanoscale technologies and may reveal the physical principles…
This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…
In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…