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Constructing optimal thermodynamic processes in quantum systems relies on managing the balance between the average excess work and its stochastic fluctuations. Recently it has been shown that two different quantum generalisations of…

Quantum Physics · Physics 2021-12-06 Mohammad Mehboudi , Harry J. D. Miller

We present the stochastic thermodynamics analysis of an open quantum system weakly coupled to multiple reservoirs and driven by a rapidly oscillating external field. The analysis is built on a modified stochastic master equation in the…

Statistical Mechanics · Physics 2015-05-12 Gregory Bulnes Cuetara , Andreas Engel , Massimiliano Esposito

In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…

Optimization and Control · Mathematics 2023-08-22 Yueyang Zheng , Yaozhong Hu

The context of the present paper is stochastic thermodynamics - an approach to nonequilibrium thermodynamics rooted within the broader framework of stochastic control. In contrast to the classical paradigm of Carnot engines, we herein…

Systems and Control · Electrical Eng. & Systems 2021-01-08 Rui Fu , Olga Movilla Miangolarra , Amirhossein Taghvaei , Yongxin Chen , Tryphon T. Georgiou

In this paper, we study the stochastic optimal control problem for control system with time-varying delay. The corresponding stochastic differential equation is a kind of stochastic differential delay equation. We prove the existence and…

Optimization and Control · Mathematics 2024-01-17 Yuhang Li , Yuecai Han

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

Advances in experimental techniques enable the precise manipulation of a large variety of active systems, which constantly dissipate energy to sustain nonequilibrium phenomena without any equilibrium equivalent. To design novel materials…

Statistical Mechanics · Physics 2025-06-03 Artur Soriani , Elsen Tjhung , Étienne Fodor , Tomer Markovich

Among various rare events, the effective computation of transition paths connecting metastable states in a stochastic model is an important problem. This paper proposes a stochastic optimal control formulation for transition path problems…

Optimization and Control · Mathematics 2023-11-15 Yuan Gao , Jian-Guo Liu , Oliver Tse

Stochastic resetting is a driving mechanism that is known to minimize the first passage time to reach a target, at the cost of energy expenditure. The choice of the physical implementation of each resetting event determines the tradeoff…

Statistical Mechanics · Physics 2025-07-29 Rémi Goerlich , Kristian Stølevik Olsen , Hartmut Löwen , Yael Roichman

In this paper, we consider optimal control problems derived by stochastic systems with delay, where control domains are non-convex and the diffusion coefficients depend on control variables. By an estimate of the integral of…

Optimization and Control · Mathematics 2022-10-25 Qixia Zhang

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…

Statistical Mechanics · Physics 2026-04-10 Emanuele Panizon

Stochastic thermodynamics is formulated under the assumption of perfect knowledge of all thermodynamic parameters. However, in any real-world experiment, there is non-zero uncertainty about the precise value of temperatures, chemical…

Statistical Mechanics · Physics 2024-01-11 Jan Korbel , David H. Wolpert

In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied. The general concept of the model is formulated and its…

Optimization and Control · Mathematics 2019-06-27 P. V. Shnurkov

Thermodynamics serves as a universal means for studying physical systems from an energy perspective. In recent years, with the establishment of the field of stochastic and quantum thermodynamics, the ideas of thermodynamics have been…

Statistical Mechanics · Physics 2023-02-07 Tan Van Vu , Keiji Saito

We study the thermodynamic cost associated with driving systems between different non-equilibrium steady states. In particular, we combine a linear-response framework for non-equilibrium Markov systems with Lagrangian techniques to minimize…

Statistical Mechanics · Physics 2025-06-18 Dana Kamp , Karel Proesmans

The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…

Optimization and Control · Mathematics 2021-01-27 Qi Lü , Xu Zhang

Optical techniques have been employed to coherently control the quantum transport through nanojunctions. Conventional works on optical control of quantum transport usually applied a tailored electrical pulses to perform specific tasks. In…

Mesoscale and Nanoscale Physics · Physics 2015-10-13 Yu Zhang

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

The pursuit of achieving the maximum power in microscopic thermal engines has gained increasing attention in recent studies of stochastic thermodynamics. We employ the optimal control theory to study the performance of Brownian heat engines…

Statistical Mechanics · Physics 2024-10-31 Jin-Fu Chen , H. T. Quan