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Recent results in the study of the Hamilton Jacobi Bellman (HJB) equation have led to the discovery of a formulation of the value function as a linear Partial Differential Equation (PDE) for stochastic nonlinear systems with a mild…

Optimization and Control · Mathematics 2014-02-13 Matanya B. Horowitz , Joel W. Burdick

The aim of this work is to deal with a discontinuous Hamilton-Jacobi equation in the whole euclidian N-dimensional space, associated to a possibly unbounded optimal control problem. Here, the discontinuities are located on a hyperplane and…

Optimization and Control · Mathematics 2024-05-16 Emmanuel Chasseigne , Robson Carlos Reis , Silvia Sastre-Gomez

We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…

Optimization and Control · Mathematics 2019-06-06 Victor Magron , Pierre-Loic Garoche , Didier Henrion , Xavier Thirioux

We propose a novel formulation for approximating reachable sets through a minimum discounted reward optimal control problem. The formulation yields a continuous solution that can be obtained by solving a Hamilton-Jacobi equation.…

Optimization and Control · Mathematics 2018-09-05 Anayo K. Akametalu , Shromona Ghosh , Jaime F. Fisac , Claire J. Tomlin

Over-approximating the forward reach sets of controlled dynamical systems subject to set-valued uncertainties is a common practice in systems-control engineering for the purpose of performance verification. However, specific algebraic and…

Optimization and Control · Mathematics 2022-02-16 Shadi Haddad , Abhishek Halder

Reachable sets for a dynamical system describe collections of system states that can be reached in finite time, subject to system dynamics. They can be used to guarantee goal satisfaction in controller design or to verify that unsafe…

Optimization and Control · Mathematics 2025-02-25 Vincent Liu , Chris Manzie , Peter M. Dower

The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems…

Optimization and Control · Mathematics 2014-09-23 Matanya B. Horowitz , Anil Damle , Joel W. Burdick

We unify Hamilton-Jacobi (HJ) reachability and Reinforcement Learning (RL) through a proposed running cost formulation. We prove that the resultant travel-cost value function is the unique bounded viscosity solution of a time-dependent…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Prashant Solanki , Isabelle El-Hajj , Jasper van Beers , Erik-Jan van Kampen , Coen de Visser

Hamilton-Jacobi reachability (HJR) provides a value function that encodes the set of states from which a system with bounded control inputs can reach or avoid a target despite any bounded disturbance, and the corresponding robust, optimal…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Will Sharpless , Yat Tin Chow , Sylvia Herbert

A novel method for computing reachable sets is proposed in this paper. In the proposed method, a Hamilton-Jacobi-Bellman equation with running cost functionis numerically solved and the reachable sets of different time horizons are…

Systems and Control · Electrical Eng. & Systems 2022-05-18 Weiwei Liao , Tao Liang

In this paper we propose a convex programming based method to address a long-standing problem of inner-approximating backward reachable sets of state-constrained polynomial systems subject to time-varying uncertainties. The backward…

Optimization and Control · Mathematics 2019-06-12 Bai Xue , Martin Fränzle , Naijun Zhan

Hamilton-Jacobi (HJ) reachability analysis is a fundamental tool for the safety verification and control synthesis of nonlinear control systems. Classical HJ reachability analysis methods compute value functions over grids which discretize…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Ihab Tabbara , Eliya Badr , Hussein Sibai

We consider the problem of computing safety regions, modeled as nonconvex backward reachable sets, for a nonlinear car collision avoidance model with time-dependent obstacles. The Hamilton-Jacobi-Bellman framework is used. A new formulation…

Optimization and Control · Mathematics 2019-11-28 Ilaria Xausa , Robert Baier , Olivier Bokanowski , Matthias Gerdts

It is well known that time dependent Hamilton-Jacobi-Isaacs partial differential equations (HJ PDE), play an important role in analyzing continuous dynamic games and control theory problems. An important tool for such problems when they…

Optimization and Control · Mathematics 2016-05-09 Jérôme Darbon , Stanley Osher

Hamilton-Jacobi (HJ) reachability analysis is an important formal verification method for guaranteeing performance and safety properties of dynamical systems; it has been applied to many small-scale systems in the past decade. Its…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Mo Chen , Sylvia Herbert , Claire J. Tomlin

We present a framework to \emph{certify} Hamilton--Jacobi (HJ) reachability learned by reinforcement learning (RL). Building on a discounted initial time \emph{travel-cost} formulation that makes small-step RL value iteration provably…

Systems and Control · Electrical Eng. & Systems 2026-02-19 Prashant Solanki , Isabelle El-Hajj , Jasper J. van Beers , Erik-Jan van Kampen , Coen C. de Visser

Recent literature has proposed approaches that learn control policies with high performance while maintaining safety guarantees. Synthesizing Hamilton-Jacobi (HJ) reachable sets has become an effective tool for verifying safety and…

Systems and Control · Electrical Eng. & Systems 2024-08-23 Milan Ganai , Sicun Gao , Sylvia Herbert

We give a full characterization of the range of the operator which associates, to any initial condition, the viscosity solution at time $T$ of a Hamilton-Jacobi equation with convex Hamiltonian. Our main motivation is to be able to treat…

Analysis of PDEs · Mathematics 2022-03-10 Carlos Esteve-Yagüe , Enrique Zuazua

The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled…

Optimization and Control · Mathematics 2024-04-23 Michael Herty , Hicham Kouhkouh

We consider Hamilton Jacobi Bellman equations in an inifinite dimensional Hilbert space, with quadratic (respectively superquadratic) hamiltonian and with continuous (respectively lipschitz continuous) final conditions. This allows to study…

Probability · Mathematics 2013-04-10 Federica Masiero
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