Leveraging Stochasticity for Open Loop and Model Predictive Control of Spatio-Temporal Systems

Entropy (Basel). 2021 Jul 23;23(8):941. doi: 10.3390/e23080941.

Abstract

Stochastic spatio-temporal processes are prevalent across domains ranging from the modeling of plasma, turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by describing them as evolutionary processes on Hilbert spaces, and in doing so, derives a framework for spatio-temporal manipulation from fundamental thermodynamic principles. This approach yields a variational optimization framework for controlling stochastic fields. The resulting scheme is applicable to a wide class of spatio-temporal processes and can be used for optimizing parameterized control policies. Our simulated experiments explore the application of two forms of this approach on four stochastic spatio-temporal processes, with results that suggest new perspectives and directions for studying stochastic control problems for spatio-temporal systems.

Keywords: optimization in Hilbert space; stochastic control; stochastic partial differential equations; stochastic spatio-temporal systems; variational optimization.