Stochastic control and nonequilibrium thermodynamical systems

DOI10.1007/BF01448198zbMath0664.60046MaRDI QIDQ1115004

Michele Pavon

Publication date: 1989

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck equationHamilton-Jacobi theorynonequilibrium thermodynamical systemunique strong solutions

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Classical equilibrium statistical mechanics (general) (82B05) Thermodynamics and heat transfer (80A99)

Related Items (9)

A Trajectorial Approach to the Gradient Flow Properties of Langevin--Smoluchowski Diffusions ⋮ On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint ⋮ A Variational Characterization of Langevin-Smoluchowski Diffusions ⋮ On time-reversal and space-time harmonic processes for Markovian quantum channels ⋮ Maximal power output of a stochastic thermodynamic engine ⋮ Hamilton’s principle in stochastic mechanics ⋮ Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation ⋮ Bayesian learning via neural Schrödinger-Föllmer flows ⋮ Lagrange approach to the optimal control of diffusions

Cites Work

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