The cost of stochastic resetting

TL;DR

This paper investigates the impact of resetting costs on stochastic processes, analyzing how different cost functions influence the optimal resetting rate and the total expected cost, revealing complex behaviors including divergence and power-law tails.

Contribution

It introduces a comprehensive framework for quantifying resetting costs and derives analytical results for their statistics, highlighting how cost functions alter optimal resetting strategies.

Findings

Mean total cost is finite for linear cost functions at zero resetting rate.

Mean total cost diverges for super-linear cost functions as resetting rate approaches zero.

For exponential cost functions, the mean total cost diverges at a finite resetting rate.

Abstract

Resetting a stochastic process has been shown to expedite the completion time of some complex tasks, such as finding a target for the first time. Here we consider the cost of resetting by associating to each reset a cost, which is a function of the distance travelled during the reset event. We compute the Laplace transform of the joint probability of first passage time $t_f$, number of resets $N$ and total resetting cost $C$, and use this to study the statistics of the total cost and also the time to completion ${\mathcal T} = C + t_f$. We show that in the limit of zero resetting rate, the mean total cost is finite for a linear cost function, vanishes for a sub-linear cost function and diverges for a super-linear cost function. This result contrasts with the case of no resetting where the cost is always zero. We also find that the resetting rate which optimizes the mean time to completion may be increased or decreased with respect to the case of no resetting cost according to the choice of cost function. For the case of an exponentially increasing cost function, we show that the mean total cost diverges at a finite resetting rate. We explain this by showing that the distribution of the cost has a power-law tail with a continuously varying exponent that depends on the resetting rate.