Related papers: Identifying the maximum entropy method as a specia…
A major goal of stochastic thermodynamics is to estimate the inevitable dissipation that accompanies particular observable phenomena in an otherwise not fully accessible system. Quantitative results are often formulated as lower bounds on…
Recent advances in continuous-time optimal stopping have been driven by entropy-regularized formulations of randomized stopping problems, with most existing approaches relying on partial differential equation methods. In this paper, we…
In arXiv:1004.1407, Flandoli, Gubinelli, and Priola proposed a stochastic variant of the classical point vortex system of Helmholtz and Kirchoff in which multiplicative noise of transport-type is added to the dynamics. An open problem in…
The second law of thermodynamics, which asserts the non-negativity of the average total entropy production of a combined system and its environment, is a direct consequence of applying Jensen's inequality to a fluctuation relation. It is…
This paper studies the time-inconsistent MV optimal stopping problem via a game-theoretic approach to find equilibrium strategies. To overcome the mathematical intractability of direct equilibrium analysis, we propose a vanishing…
We consider the meta-equilibrium state of a composite system made up of independent subsystems satisfying the additive form of external constraints, as recently discussed by Abe [Phys. Rev. E {\bf 63}, 061105 (2001)]. We derive the additive…
The maximum entropy principle determines the values of thermodynamic variables in thermally isolated equilibrium systems. This paper extends the principle to a variational principle that applies to liquid-gas coexistence in heat conduction.…
We introduce a continuous policy-value iteration algorithm where the approximations of the value function of a stochastic control problem and the optimal control are simultaneously updated through Langevin-type dynamics. This framework…
The field-dependent equilibrium thermodynamics is derived with two methods: either by using the potential formalism either by the statistical method. Therefore, Pontrjagin's extremum principle of control theory is applied to an extended…
We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for…
This paper studies a type of rank-based mean field game in which competing agents strategically switch among multiple effort regimes. We propose an entropy regularized auxiliary problem where the switching decisions are randomized to the…
We propose physical interpretations for stochastic methods which have been developed recently to describe the evolution of a quantum system interacting with a reservoir. As opposed to the usual reduced density operator approach, which…
We study the problem of synthesizing a policy that maximizes the entropy of a Markov decision process (MDP) subject to a temporal logic constraint. Such a policy minimizes the predictability of the paths it generates, or dually, maximizes…
The objective of this paper is to weaken the Lipschitz condition to a monotonicity condition and to study the corresponding Pontryagin stochastic maximum principle (SMP) for a mean-field optimal control problem under monotonicity…
The estimation of entropy rates for stationary discrete-valued stochastic processes is a well studied problem in information theory. However, estimating the entropy rate for stationary continuous-valued stochastic processes has not received…
The nonequilibrium thermodynamics feature of a Brownian motor operating between two different heat baths is explored as a function of time $t$. Using the Gibbs entropy and Schnakenberg microscopic stochastic approach, we find exact closed…
A theory for non-equilibrium systems is derived from a maximum entropy approach similar in spirit to the equilibrium theory given by Gibbs. Requiring Hamilton's principle of stationary action to be satisfied on average during a trajectory,…
We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…
Using fluorescence spectroscopy we directly measure entropy production of a single two-level system realized experimentally as an optically driven defect center in diamond. We exploit a recent suggestion to define entropy on the level of a…
We present an analysis of two thermodynamic techniques for determining equilibria of self-gravitating systems. One is the Lynden-Bell entropy maximization analysis that introduced violent relaxation. Since we do not use the Stirling…