Główne pojęcia
The core message of this paper is to develop an optimal control theory for stochastic reaction networks, which is an important problem with significant implications for the control of biological systems. The authors provide a comprehensive analysis of the continuous-time and sampled-data optimal control problems for stochastic reaction networks, deriving the optimal control laws and characterizing them in terms of Hamilton-Jacobi-Bellman equations and Riccati differential equations.
Streszczenie
The paper starts by introducing stochastic reaction networks as a powerful class of models for representing a wide variety of population models, including biochemical systems. The authors then formulate the continuous-time finite-horizon optimal control problem for such networks and provide an explicit solution in the case of unimolecular reaction networks.
Next, the authors address the problems of optimal sampled-data control, continuous H∞ control, and sampled-data H∞ control of stochastic reaction networks. For the unimolecular case, the results take the form of nonstandard Riccati differential equations or differential Lyapunov equations coupled with difference Riccati equations, which can be solved numerically.
The key insights are:
- The Hamilton-Jacobi-Bellman equation for the optimal control of stochastic reaction networks is vastly different from the standard form for continuous-time systems governed by differential equations, as it involves difference operators instead of partial derivatives.
- The Riccati differential equation characterizing the optimal control law for unimolecular stochastic reaction networks has a unique structure, with additional terms compared to the classical Riccati equation for linear time-varying systems.
- The sampled-data optimal control problem is formulated using a hybrid systems approach, which allows the authors to derive the optimal control law in terms of hybrid Hamilton-Jacobi-Bellman equations.
Overall, the paper provides a comprehensive theoretical framework for the optimal control of stochastic reaction networks, with a focus on the unimolecular case, which can have important implications for the control of biological systems.