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This paper investigates the optimal control problems for the finite-horizon continuous-time Markov decision processes with delay-dependent control policies. We develop compactification methods in decision processes, and show that the…

Probability · Mathematics 2023-07-06 Zhong-Wei Liao , Jinghai Shao

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

In this paper we consider the numerical approximation of infinite horizon problems via the dynamic programming approach. The value function of the problem solves a Hamilton-Jacobi-Bellman (HJB) equation that is approximated by a fully…

Numerical Analysis · Mathematics 2024-11-06 Javier de Frutos , Bosco Garcia-Archilla , Julia Novo

Connected and automated vehicles (CAVs) technologies promise to attenuate undesired traffic disturbances. However, in mixed traffic where human-driven vehicles (HDVs) also exist, the nonlinear human-driving behavior has brought critical…

Systems and Control · Electrical Eng. & Systems 2023-09-19 Jie Li , Jiawei Wang , Shengbo Eben Li , Keqiang Li

The optimal \(H_{\infty}\) control problem over an infinite time horizon, which incorporates a performance function with a discount factor \(e^{-\alpha t}\) (\(\alpha > 0\)), is important in various fields. Solving this optimal…

Optimization and Control · Mathematics 2024-10-04 Guoyuan Chen , Yi Wang , Qinglong Zhou

Reachability analysis is an important method in providing safety guarantees for systems with unknown or uncertain dynamics. Due to the computational intractability of exact reachability analysis for general nonlinear, high-dimensional…

Systems and Control · Electrical Eng. & Systems 2025-09-12 Elizabeth Dietrich , Rosalyn Devonport , Stephen Tu , Murat Arcak

We present a method for optimal coordination of multiple vehicle teams when multiple endpoint configurations are equally desirable, such as seen in the autonomous assembly of formation flight. The individual vehicles' positions in the…

Robotics · Computer Science 2021-04-20 Matthew R. Kirchner , Mark J. Debord , João P. Hespanha

We establish a linear programming formulation for the solution of joint chance constrained optimal control problems over finite time horizons. The joint chance constraint may represent an invariance, reachability or reach-avoid…

Optimization and Control · Mathematics 2024-05-21 Niklas Schmid , Marta Fochesato , Tobias Sutter , John Lygeros

An optimal control problem described by the Hamilton-Jacobi-Bellman equation can be developed into a problem that can be solved by general computational fluid dynamics packages. We describe how this formulation would allow a classical…

Fluid Dynamics · Physics 2025-10-22 J. Pratt , M. Schneider , A. Perloff

Digital control has become increasingly prevalent in modern systems, making continuous-time plants controlled by discrete-time (digital) controllers ubiquitous and crucial across industries, including aerospace, automotive, and…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Taoran Wu , Dejin Ren , Shuyuan Zhang , Lei Wang , Bai Xue

We consider the problem of learning Nash equilibrial policies for two-player risk-sensitive collision-avoiding interactions. Solving the Hamilton-Jacobi-Isaacs equations of such general-sum differential games in real time is an open…

Robotics · Computer Science 2025-03-21 Lei Zhang , Siddharth Das , Tanner Merry , Wenlong Zhang , Yi Ren

The Hamilton-Jacobi-Bellman equation (HJB) associated with the time inhomogeneous singular control problem is a parabolic partial differential equation, and the existence of a classical solution is usually difficult to prove. In this paper,…

Optimization and Control · Mathematics 2014-10-14 Yipeng Yang

Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…

Optimization and Control · Mathematics 2025-11-27 Akash Vyas , Shreyas Kumar , Jayant Kumar Mohanta , Ravi Prakash

Presented is a new method for calculating the time-optimal guidance control for a multiple vehicle pursuit-evasion system. A joint differential game of k pursuing vehicles relative to the evader is constructed, and a Hamilton-Jacobi-Isaacs…

Optimization and Control · Mathematics 2018-02-07 Matthew R. Kirchner , Robert Mar , Gary Hewer , Jérôme Darbon , Stanley Osher , Y. T. Chow

We propose a neural network approach for solving high-dimensional optimal control problems. In particular, we focus on multi-agent control problems with obstacle and collision avoidance. These problems immediately become high-dimensional,…

Optimization and Control · Mathematics 2022-05-05 Derek Onken , Levon Nurbekyan , Xingjian Li , Samy Wu Fung , Stanley Osher , Lars Ruthotto

Autonomous systems operating in close proximity with each other to cover a specified area has many potential applications, but to achieve effective coordination, two key challenges need to be addressed: coordination and safety. For…

Systems and Control · Electrical Eng. & Systems 2019-11-18 Juan Chacon , Mo Chen , Razvan C. Fetecau

In this paper, we describe a constrained Lagrangian and Hamiltonian formalism for the optimal control of nonholonomic mechanical systems. In particular, we aim to minimize a cost functional, given initial and final conditions where the…

Optimization and Control · Mathematics 2014-12-24 Anthony Bloch , Leonardo Colombo , Rohit Gupta , David Martin de Diego

We consider the problem of optimally controlling stochastic, Markovian systems subject to joint chance constraints over a finite-time horizon. For such problems, standard Dynamic Programming is inapplicable due to the time correlation of…

Optimization and Control · Mathematics 2024-11-22 Niklas Schmid , Marta Fochesato , Sarah H. Q. Li , Tobias Sutter , John Lygeros

We survey the main numerical techniques for finite-dimensional nonlinear optimal control. The chapter is written as a guide to practitioners who wish to get rapidly acquainted with the main numerical methods used to efficiently solve an…

Optimization and Control · Mathematics 2022-12-07 Jean-Baptiste Caillau , Roberto Ferretti , Emmanuel Trélat , Hasnaa Zidani

We address the problem of optimal path planning for a simple nonholonomic vehicle in the presence of obstacles. Most current approaches are either split hierarchically into global path planning and local collision avoidance, or neglect some…

Optimization and Control · Mathematics 2020-05-08 Christian Parkinson , Andrea L. Bertozzi , Stanley Osher