Due to the tiny energy involved, small physical devices are highly sensitive to environmental noise sources. Hence, the conception, the manufacturing and ultimately the operation of small physical devices systematically rely on mastering the various influences due to noise. Noise can either hinder and/or favor specific aspects of small devices operations. This leads both Nature and engineers to conceive devices able to not only to filter out but and somehow less intuitive, to also scavenge energy from the environment noise in a very efficient way. Efficiency is a keyword which opens wide the doors to optimization, optimal control and decision issues subject to random environment. Optimal stochastic control is mandatory to master both the understanding and the conception of new small physical devices.
The goal of the proposed workshop is to convene a distinguished and multi- disciplinary attendance, ranging from mathematics, operational research, game theory and statistical physics. The participants will share, via a selected series of invited and contributed talks, their Optimal Stochastic Control re- search experiences, with view to transfer disciplinary concepts into the small devices physics area. To ensure success of the meeting, the participants will explicitly be asked to pay a strong effort on delivering didactic contributions accessible to present trans-disciplinary audience. This didactic aspect should also be beneficial for a few, carefully selected doctoral students, which should be partly sponsored - (see the details in the proposal). Ultimately, the orga- nizers hope this workshop to trigger the formation of new research networks in the EPSD area.

The Centro de Ciencias Matematicas- Madeira (CCM) presently headed by Prof. José-Luis da Silva, (co-organizer of the proposed workshop) animates, since more than 15 years, a steady flow of very high quality workshops devo- ted to pure, applied mathematics and mathematical physics to which Prof. M.-O. Hongler, (organizer of the workshop) took an active part since 2000). This long CCM experience and skills in workshop organization, the privi- leged contacts existing between the organizers, would definitely contribute to the success of the proposed workshop. In adddition, thanks to Prof. J.- L. da Silva specific contacts and high competences regarding local logistics aspects, we are able to offer an exceptionally low quality/fare rate for the accommodation of the participants.