Related papers: Discrete Hamilton-Jacobi Theory
A new framework for formulating reachability problems with competing inputs, nonlinear dynamics and state constraints as optimal control problems is developed. Such reach-avoid problems arise in, among others, the study of safety problems…
We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…
In this paper, we study a time-inconsistent stochastic optimal control problem with a recursive cost functional by a multi-person hierarchical differential game approach. An equilibrium strategy of this problem is constructed and a…
The Hamilton-Jacobi equation on metric spaces has been studied by several authors; following the approach of Gangbo and Swiech, we show that the final value problem for the Hamilton-Jacobi equation has a unique solution even if we add a…
The Hamilton-Jacobi-Bellman equation arising from the optimal portfolio selection problem is studied by means of the maximal monotone operator method. The existence and uniqueness of a solution to the Cauchy problem for the nonlinear…
In this article we provide a Hamilton-Jacobi formalism in locally conformally symplectic manifolds. Our interest in the Hamilton-Jacobi theory comes from the suitability of this theory as an integration method for dynamical systems, whilst…
We consider the homogenization of Hamilton-Jacobi equations and degenerate Bellman equations in stationary, ergodic, unbounded environments. We prove that, as the microscopic scale tends to zero, the equation averages to a deterministic…
We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…
The paper deals with a Bolza optimal control problem for a dynamical system which motion is described by a delay differential equation under an initial condition defined by a piecewise continuous function. For the value functional in this…
In this paper, time-independent Hamiltonian systems are investigated via a Lie-group/algebra formalism. The (unknown) solution linked with the Hamiltonian is considered to be a Lie-group transformation of the initial data, where the group…
The aim of this paper is to develop a Hamilton--Jacobi theory for contact Hamiltonian systems. We find several forms for a suitable Hamilton-Jacobi equation accordingly to the Hamiltonian and the evolution vector fields for a given…
We propose a linear finite-element discretization of Dirichlet problems for static Hamilton-Jacobi equations on unstructured triangulations. The discretization is based on simplified localized Dirichlet problems that are solved by a local…
We study classical Hamiltonian systems in which the intrinsic proper time evolution parameter is related through a probability distribution to the physical time, which is assumed to be discrete. In this way, a physical clock with discrete…
Contraction theory is a recently developed dynamic analysis and nonlinear control system design tool based on an exact differential analysis of convergence. This paper extends contraction theory to local and global stability analysis of…
In this survey, we review the classical Hamilton Jacobi theory from a geometric point of view in different geometric backgrounds. We propose a Hamilton Jacobi equation for different geometric structures attending to one particular…
In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in the optimal control theory with unbounded control set. We use a new method to construct representations for a wide class of…
Diffieties formalize geometrically the concept of differential equations. We introduce and study Hamilton-Jacobi diffieties. They are finite dimensional subdiffieties of a given diffiety and appear to play a special role in the field…
This paper introduces a novel methodology that leverages the Hamilton-Jacobi solution to enhance non-linear model predictive control (MPC) in scenarios affected by navigational uncertainty. Using Hamilton-Jacobi-Theoretic approach, a…
A necessary and sufficient condition for a parameter transformation that leaves invariant the energy of a one dimensional autonomous system is obtained. Using a parameter transformation the Hamilton-Jacobi equation is solved by a…
Convex Q-learning is a recent approach to reinforcement learning, motivated by the possibility of a firmer theory for convergence, and the possibility of making use of greater a priori knowledge regarding policy or value function structure.…