Related papers: Hamilton-Jacobi formulation for reach-avoid differ…
We consider a finite-time stochastic drift control problem with the assumption that the control is bounded and the system is controlled until the state process leaves the half-line. Assuming general conditions, it is proved that the…
This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…
We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…
In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the solution of one reflected backward stochastic differential…
Optimal control problems are crucial in various domains, including path planning, robotics, and humanoid control, demonstrating their broad applicability. The connection between optimal control and Hamilton-Jacobi (HJ) partial differential…
In this paper, we consider the infinite-horizon reach-avoid zero-sum game problem, where the goal is to find a set in the state space, referred to as the reach-avoid set, such that the system starting at a state therein could be controlled…
This paper is about operator-theoretic methods for solving nonlinear stochastic optimal control problems to global optimality. These methods leverage on the convex duality between optimally controlled diffusion processes and…
We consider surveillance-evasion differential games, where a pursuer must try to constantly maintain visibility of a moving evader. The pursuer loses as soon as the evader becomes occluded. Optimal controls for game can be formulated as a…
We study a family of optimal control problems under a set of controlled-loss constraints holding at different deterministic dates. The characterization of the associated value function by a Hamilton-Jacobi-Bellman equation usually calls for…
This paper presents an optimisation-based approach for an obstacle avoidance problem within an autonomous vehicle racing context. Our control regime leverages online reachability analysis and sensor data to compute the maximal safe…
This paper develops a hierarchical games-in-games control architecture for hybrid stochastic systems governed by regime-switching jump-diffusions. We model the interplay between continuous state dynamics and discrete mode transitions as a…
Hard constraints in reinforcement learning (RL) often degrade policy performance. Lagrangian methods offer a way to blend objectives with constraints, but require intricate reward engineering and parameter tuning. In this work, we extend…
This paper presents a mathematical formulation to perform temporal parallelisation of continuous-time optimal control problems, which can be solved via the Hamilton--Jacobi--Bellman (HJB) equation. We divide the time interval of the control…
We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…
In this paper we study the existence of sufficiently regular representations of Hamilton-Jacobi equations in optimal control theory with the compact control set. We introduce a new method to construct representations for a wide class of…
In the paper we study the following problem: given a Hamilton-Jacobi equation where the Hamiltonian is convex with respect to the last variable, are there any optimal control problems representing it? In other words, we search for an…
We consider the problem of optimizing the trajectory of an Unmanned Aerial Vehicle (UAV). Assuming a traffic intensity map of users to be served, the UAV must travel from a given initial location to a final position within a given duration…
A fundamental concern in progressing Airborne Wind Energy (AWE) operations towards commercial success, is guaranteeing that safety requirements placed on the systems are met. Due to the high dimensional complexity of AWE systems, however,…
In many human-in-the-loop robotic applications such as robot-assisted surgery and remote teleoperation, predicting the intended motion of the human operator may be useful for successful implementation of shared control, guidance virtual…
One of the most important problems in hybrid systems is the {\em reachability problem}. The reachability problem has been shown to be undecidable even for a subclass of {\em linear} hybrid systems. In view of this, the main focus in the…