• Open Access

Resetting in stochastic optimal control

Benjamin De Bruyne and Francesco Mori
Phys. Rev. Research 5, 013122 – Published 16 February 2023

Abstract

“When in a difficult situation, it is sometimes better to give up and start all over again.” While this empirical truth has been regularly observed in a wide range of circumstances, quantifying the effectiveness of such a heuristic strategy remains an open challenge. In this paper, we combine the notions of optimal control and stochastic resetting to address this problem. The emerging analytical framework allows one not only to measure the performance of a given restarting policy, but also to obtain the optimal strategy for a wide class of dynamical systems. We apply our technique to a system with a final reward and show that the reward value must be larger than a critical threshold for resetting to be effective. Our approach, analogous to the celebrated Hamilton-Jacobi-Bellman paradigm, provides the basis for the investigation of realistic restarting strategies across disciplines. As an application, we show that the framework can be applied to an epidemic model to predict the optimal lockdown policy.

  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Figure
  • Received 11 May 2022
  • Revised 6 July 2022
  • Accepted 30 October 2022

DOI:https://doi.org/10.1103/PhysRevResearch.5.013122

Published by the American Physical Society under the terms of the Creative Commons Attribution 4.0 International license. Further distribution of this work must maintain attribution to the author(s) and the published article's title, journal citation, and DOI.

Published by the American Physical Society

Physics Subject Headings (PhySH)

Statistical Physics & Thermodynamics

Authors & Affiliations

Benjamin De Bruyne and Francesco Mori

  • LPTMS, CNRS, Université Paris-Sud, Université Paris-Saclay, 91405 Orsay, France

Article Text

Click to Expand

References

Click to Expand
Issue

Vol. 5, Iss. 1 — February - April 2023

Subject Areas
Reuse & Permissions
Author publication services for translation and copyediting assistance advertisement

Authorization Required


×
×

Images

×

Sign up to receive regular email alerts from Physical Review Research

Reuse & Permissions

It is not necessary to obtain permission to reuse this article or its components as it is available under the terms of the Creative Commons Attribution 4.0 International license. This license permits unrestricted use, distribution, and reproduction in any medium, provided attribution to the author(s) and the published article's title, journal citation, and DOI are maintained. Please note that some figures may have been included with permission from other third parties. It is your responsibility to obtain the proper permission from the rights holder directly for these figures.

×

Log In

Cancel
×

Search


Article Lookup

Paste a citation or DOI

Enter a citation
×