We are interested in the interplay between dynamics and thermodynamics to determine the limitations that the latter imposes on the former. We achieve this by studying how a systems interact and exchanges energy. This framework can be applied to the study of a wide range of devices such as heat machines, mesoscopic conductors or quantum computers. It can also be useful for the description of non-equilibrium systems as well as active matter. We are especially interested on the limit where the system is small. In this limit, environmental fluctuations, and quantum effects play an important role.