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We propose a reformulation of the problem of optimally controlled transitions in stochastic thermodynamics. We impose that any terminal cost specified by a thermodynamic functional should depend only on state variables and not on control…

Statistical Mechanics · Physics 2025-10-03 Julia Sanders , Paolo Muratore-Ginanneschi

We consider a dynamical system with finitely many equilibria and perturbed by small noise, in addition to being controlled by an `expensive' control. The controlled process is optimal for an ergodic criterion with a running cost that…

Probability · Mathematics 2019-03-20 Ari Arapostathis , Anup Biswas , Vivek S. Borkar

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

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

Optimization and Control · Mathematics 2018-12-19 Asgar Jamneshan , Michael Kupper , José Miguel Zapata

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…

Optimization and Control · Mathematics 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

Optimal control of levitated nanoparticles subjected to thermal fluctuations is a challenging problem, both theoretically and experimentally. In this Letter, we compute the time-dependent harmonic confining potential that steers, in a…

We propose an analysis of the time-optimal control of a dissipative two-level quantum system whose dynamics is governed by the Lindblad equation. This simple system allows one to use tools of geometric control theory and to construct its…

Quantum Physics · Physics 2007-08-29 D. Sugny , C. Kontz , H. R. Jauslin

This paper focuses on the energy-time optimal control of wheeled mobile robots undergoing point-to-point transitions in an obstacles free space. Two interchangeable models are used to arrive at the necessary conditions for optimality. The…

Robotics · Computer Science 2022-06-07 Youngjin Kim , Tarunraj Singh

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Sifeddine Benahmed , Romain Postoyan , Mathieu Granzotto , Lucian Buşoniu , Jamal Daafouz , Dragan Nešić

Accelerating controlled thermodynamic processes requires an auxiliary Hamiltonian to steer the system into instantaneous equilibrium states. An extra energy cost is inevitably needed in such finite-time operation. We recently develop a…

Statistical Mechanics · Physics 2023-01-18 Geng Li , C. P. Sun , Hui Dong

We consider a two-level quantum system prepared in an arbitrary initial state and relaxing to a steady state due to the action of a Markovian dissipative channel. We study how optimal control can be used for speeding up or slowing down the…

This paper studies optimal time-bounded control in multi-mode systems with discrete costs. Multi-mode systems are an important subclass of linear hybrid systems, in which there are no guards on transitions and all invariants are global.…

Logic in Computer Science · Computer Science 2017-06-30 Mahmoud A. A. Mousa , Sven Schewe , Dominik Wojtczak

We study the nonstationary solutions of Fokker-Planck equations associated to either stationary or nonstationary quantum states. In particular we discuss the stationary states of quantum systems with singular velocity fields. We introduce a…

Quantum Physics · Physics 2009-10-31 N. Cufaro Petroni , S. De Martino , S. De Siena , F. Illuminati

An isoperimetric optimal control problem with non-convex cost is considered for a class of nonlinear control systems with periodic boundary conditions. This problem arises in chemical engineering as the maximization of the product of…

Optimization and Control · Mathematics 2022-01-19 Peter Benner , Andreas Seidel-Morgenstern , Alexander Zuyev

In this study, we propose a varying terminal time structure for the optimal control problem under state constraints, in which the terminal time follows the varying of the control via the constrained condition. Focusing on this new optimal…

Optimization and Control · Mathematics 2020-06-17 Shuzhen Yang

Progress in miniaturized technology allows us to control physical systems at nanoscale with remarkable precision. Experimental advancements have sparked interest in control problems in stochastic thermodynamics, typically concerning a…

Statistical Mechanics · Physics 2025-03-26 Julia Sanders , Marco Baldovin , Paolo Muratore-Ginanneschi

We study ergodic quadratic optimal stochastic control problems for an affine state equation with state and control dependent noise and with stochastic coefficients. We assume stationarity of the coefficients and a finite cost condition. We…

Probability · Mathematics 2013-04-10 Giuseppina Guatteri , Federica Masiero

We consider damped stochastic systems in a controlled (time-varying) quadratic potential and study their transition between specified Gibbs-equilibria states in finite time. By the second law of thermodynamics, the minimum amount of work…

Statistical Mechanics · Physics 2018-03-23 Yongxin Chen , Tryphon Georgiou , Allen Tannenbaum

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

In this paper, we investigate a distributed optimal control problem for a convective viscous Cahn-Hilliard system with dynamic boundary conditions. Such systems govern phase separation processes between two phases taking place in an…

Analysis of PDEs · Mathematics 2017-09-08 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels
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