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We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

Optimization and Control · Mathematics 2018-01-08 Xuefeng Gao , Yingdong Lu , Mayank Sharma , Mark S. Squillante , Joost W. Bosman

Resetting, in which a system is regularly returned to a given state after a fixed or random duration, has become a useful strategy to optimize the search performance of a system. While earlier theoretical frameworks focused on instantaneous…

Statistical Mechanics · Physics 2024-10-14 Prashant Singh

The energetic optimization problem, e.g., searching for the optimal switch- ing protocol of certain system parameters to minimize the input work, has been extensively studied by stochastic thermodynamics. In current work, we study this…

Statistical Mechanics · Physics 2010-01-07 Linchen Gong , Ming Li , Zhong-can Ou-yang

In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…

Statistical Mechanics · Physics 2020-12-08 Carlos A. Plata , Deepak Gupta , Sandro Azaele

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

Statistical Mechanics · Physics 2017-08-15 Édgar Roldán , Shamik Gupta

Stochastic resetting has attracted significant attention in recent years due to its wide-ranging applications across physics, biology, and search processes. In most existing studies, however, resetting events are governed by an external…

Statistical Mechanics · Physics 2026-03-31 Arup Biswas , Satya N Majumdar , Arnab Pal

Many techniques originally developed in the context of deterministic control theory have been recently applied to the quest for optimal protocols in stochastic processes. Given a system subject to environmental fluctuations, one may ask…

Statistical Mechanics · Physics 2025-01-15 Dario Lucente , Alessandro Manacorda , Andrea Plati , Alessandro Sarracino , Marco Baldovin

We explore the thermodynamics of stochastic heat engines in presence of stochastic resetting. The set-up comprises an engine whose working substance is a Brownian particle undergoing overdamped Langevin dynamics in a harmonic potential with…

Statistical Mechanics · Physics 2024-01-24 Sourabh Lahiri , Shamik Gupta

Stochastic thermodynamics lays down a broad framework to revisit the venerable concepts of heat, work and entropy production for individual stochastic trajectories of mesoscopic systems. Remarkably, this approach, relying on stochastic…

Statistical Mechanics · Physics 2023-01-31 David Guéry-Odelin , Christopher Jarzynski , Carlos A. Plata , Antonio Prados , Emmanuel Trizac

We investigate an optimal stopping problem for the expected value of a discounted payoff on a regime-switching geometric Brownian motion under two constraints on the possible stopping times: only at exogenous random times and only during a…

Probability · Mathematics 2024-11-20 Takuji Arai , Masahiko Takenaka

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…

Statistical Mechanics · Physics 2009-11-13 Tim Schmiedl , Udo Seifert

Optimal control theory deals with finding protocols to steer a system between assigned initial and final states, such that a trajectory-dependent cost function is minimized. The application of optimal control to stochastic systems is an…

Statistical Mechanics · Physics 2024-09-18 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

In this paper, we aim to obtain the optimal delay-power tradeoff and the corresponding optimal scheduling policy for an arbitrary i.i.d. arrival process and adaptive transmissions. The number of backlogged packets at the transmitter is…

Information Theory · Computer Science 2017-11-01 Xiang Chen , Wei Chen , Joohyun Lee , Ness B. Shroff

Stochastic resetting is a powerful strategy known to accelerate the first-passage time statistics of stochastic processes. While its effects on Markovian systems are well understood, a general framework for non-Markovian dynamics is still…

Statistical Mechanics · Physics 2025-09-16 Debasish Saha , Rati Sharma

The tradeoff relation between speed and cost is a central issue in designing fast and efficient information processing devices. We derive an achievable bound on thermodynamic cost for obtaining information through finite-time…

Statistical Mechanics · Physics 2024-05-16 Rihito Nagase , Takahiro Sagawa

Physical systems driven away from equilibrium by an external controller dissipate heat to the environment; the excess entropy production in the thermal reservoir can be interpreted as a "cost" to transform the system in a finite time. The…

Statistical Mechanics · Physics 2024-12-31 Jérémie Klinger , Grant M. Rotskoff

This paper addresses the trade-off between time- and energy-efficiency for the problem of loading and unloading a ship. Container height constraints and energy consumption and regeneration are dealt with. We build upon a previous work that…

Systems and Control · Electrical Eng. & Systems 2023-04-20 Filipe Marques Barbosa , Anton Kullberg , Johan Löfberg

The strategy of stochastic resetting is known to expedite the first passage to a target, in diffusive systems. Consequently, the mean first passage time is minimized at an optimal resetting parameter. With Poisson resetting, vanishing…

Soft Condensed Matter · Physics 2023-03-08 Saeed Ahmad , Dibyendu Das

In many physical situations, there appears the problem of reaching a single target that is spatially distributed. Here we analyse how stochastic resetting, also spatially distributed, can be used to improve the search process when the…

Statistical Mechanics · Physics 2023-11-22 Gregorio García-Valladares , Carlos A. Plata , Antonio Prados , Alessandro Manacorda

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