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This paper considers the problem of partially observed optimal control for forward stochastic systems which are driven by Brownian motions and an independent Poisson random measure with a feature that the cost functional is of mean-field…

Probability · Mathematics 2014-03-19 Yaozhong Hu , David Nualart , Qing Zhou

A colloidal particle embedded in a fluid can be used as a microscopic heat engine by means of a sequence of cyclic transformations imposed by an optical trap. We investigate a model for the operation of such kind of Brownian engines when…

Soft Condensed Matter · Physics 2021-03-30 Juan Ruben Gomez-Solano

With a model for two-dimensional (2D) Brownian rotary ratchets being capable of producing a net torque under athermal random forces, its optimization for mean angular momentum ($L$), mean angular velocity ($\omega$), and efficiency ($\eta$)…

Statistical Mechanics · Physics 2017-06-06 Hiroki Tutu , Katsuya Ouchi , Takehiko Horita

Aiming for more realistic optimal dividend policies, we consider a stochastic control problem with linearly bounded control rates using a performance function given by the expected present value of dividend payments made up to ruin. In a…

Probability · Mathematics 2020-07-14 Jean-François Renaud , Clarence Simard

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

Robotics · Computer Science 2022-10-31 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

The efficiency at maximum power has been investigated extensively, yet the practical control scheme to achieve it remains elusive. We fill such gap with a stepwise Carnot-like cycle, which consists the discrete isothermal process (DIP) and…

Quantum Physics · Physics 2018-08-29 Yu-Han Ma , Dazhi Xu , Hui Dong , Chang-Pu Sun

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

A predictive control scheme for a permanent-magnet synchronous machine (PMSM) is presented. It is based on a suboptimal method for computationally efficient trajectory generation based on continuous parameterization and linear programming.…

Systems and Control · Computer Science 2012-12-04 Jean-Francois Stumper , Alexander Doetlinger , Janos Jung , Ralph Kennel

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…

Quantum Physics · Physics 2018-08-01 Vasco Cavina , Andrea Mari , Alberto Carlini , Vittorio Giovannetti

We address the problem of optimizing the performance of a dynamic system while satisfying hard safety constraints at all times. Implementing an optimal control solution is limited by the computational cost required to derive it in real…

Systems and Control · Electrical Eng. & Systems 2020-08-19 Wei Xiao , Christos G. Cassandras , Calin A. Belta

We obtain a maximum principle for stochastic control problem of general controlled stochastic differential systems driven by fractional Brownian motions (of Hurst parameter $H>1/2$). This maximum principle specifies a system of equations…

Optimization and Control · Mathematics 2012-03-15 Yuecai Han , Yaozhong Hu , Jian Song

We review recent progress in optimal control in stochastic thermodynamics. Theoretical advances provide in-depth insight into minimum-dissipation control with either full or limited (parametric) control, and spanning the limits from slow to…

Statistical Mechanics · Physics 2023-04-13 Steven Blaber , David A. Sivak

Brownian motors, i.e. devices able to produce useful work out of thermal forces with the help of other unbiased forces, provide an ideal benchmark for the investigation of quantum dissipative systems, for two reasons. First, the interaction…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 J. Peguiron

Unpredictable and complex aerodynamic effects pose significant challenges to achieving precise flight control, such as the downwash effect from upper vehicles to lower ones. Conventional methods often struggle to accurately model these…

Robotics · Computer Science 2024-09-30 Yuan Gao , Yinyi Lai , Jun Wang , Yini Fang

We consider an entropy-regularized version of optimal density control of deterministic discrete-time linear systems. Entropy regularization, or a maximum entropy (MaxEnt) method for optimal control has attracted much attention especially in…

Optimization and Control · Mathematics 2023-08-15 Kaito Ito , Kenji Kashima

Adiabatic quantum computation employs a slow change of a time-dependent control function (or functions) to interpolate between an initial and final Hamiltonian, which helps to keep the system in the instantaneous ground state. When the…

Quantum Physics · Physics 2014-06-26 Constantin Brif , Matthew D. Grace , Mohan Sarovar , Kevin C. Young

Optimal control theory is applied to analyze the time-optimal solution with a single scalar control knob in a two-level quantum system without quantum decoherence. Emphasis is \change{placed} on the dependence on the maximum control…

Quantum Physics · Physics 2025-04-03 Chungwei Lin , Qi Ding , Petros T. Boufounos , Yanting Ma , Yebin Wang , Dries Sels , Chih-Chun Chien

We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…

Optimization and Control · Mathematics 2017-07-07 Erhan Bayraktar , Christopher W. Miller

Microscopic particle separation plays vital role in various scientific and industrial domains. In this Letter, we propose a universal non-equilibrium thermodynamic approach, employing the concept of Shortcuts to Isothermality, to realize…

Statistical Mechanics · Physics 2026-05-19 Xiu-Hua Zhao , Z. C. Tu , Yu-Han Ma

We study the problem of minimising the connection time between non-equilibrium steady states of the Brownian Gyrator. This is a paradigmatic model in non-equilibrium statistical mechanics, an overdamped Brownian particle trapped in a…

Statistical Mechanics · Physics 2025-03-25 A. Patrón , C. A. Plata , A. Prados