Optimal feedback control in first-passage resetting - Inria - Institut national de recherche en sciences et technologies du numérique
Article Dans Une Revue Journal of Physics A: Mathematical and Theoretical Année : 2020

Optimal feedback control in first-passage resetting

Résumé

We study a diffusion process on a finite interval under the influence of a controllable drift where the particle resets to the left-hand side upon reaching the right-hand side. Assigning a pay-off for being nearer the right-hand side, but a penalty for reaching it, induces an inherent trade-off. We seek the drift feedback that maximises the long-term reward. By reducing the problem to a constrained variational problem we deduce that, for a wide class of problems, the optimal feedback law is remarkably straightforward: below a threshold state exert maximum drift; beyond the threshold exert minimum drift.
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Dates et versions

hal-03287816 , version 1 (15-07-2021)

Identifiants

Citer

Davin Lunz. Optimal feedback control in first-passage resetting. Journal of Physics A: Mathematical and Theoretical, 2020, 53 (44), pp.44LT01. ⟨10.1088/1751-8121/abbc7c⟩. ⟨hal-03287816⟩
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