ORION project (Optimality & Resetting: Investigation On Nonequilibrium) poses three different problems, relevant at both the fundamental and applied level. Apart from their independent relevance, the solution of all three problems will serve to a greater purpose: providing a solid basis for the innovative use of optimal control theory to push the boundaries of knowledge within the general field of Nonequilibrium Statistical Mechanics. This action will involve the integration of the researcher in the very active group of Interdisciplinary and Nonequilibrium Physics (FINE) at University of Seville, with a strong background on the theory of mesoscopic systems—e.g. colloidal particles, for which fluctuations are important and the dynamics is thus stochastic. More specifically, the research objectives of ORION splits into: (i) the generalization of optimal control theory to connecting nonequilibrium steady states; (ii) the optimization of stochastic heat engines; and (iii) the minimization of first passage time in resetting systems with stochastic return. The achievement of these objectives will provide not only specific answers to pertinent questions for the above hot topics in the field, but also shed light on the future of investigation on nonequilibrium systems. Remarkably, the impact of our research transcends the purely theoretical interest, focusing on problems with future technological potential like the optimization of nanodevices—maximizing their power and/or efficiency.