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We theoretically and experimentally study finite-time optimal control of a colloidal particle steered through a spatially inhomogeneous environment, modeled by a position-dependent energetic cost at the final state. The competition between this state-dependent penalty and path-dependent dissipation gives rise to a sharp transition in the control strategy at a critical control duration. We further show that this transition can be linked to a dynamical phase transition in nonequilibrium relaxation after a quench, where the control cost maps onto the rate function governing rare trajectories.

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