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Here, we study the selection problem for the vanishing discount approximation of non-convex, first-order Hamilton-Jacobi equations. While the selection problem is well understood for convex Hamiltonians, the selection problem for non-convex…

Analysis of PDEs · Mathematics 2016-05-25 Diogo A. Gomes , Hiroyoshi Mitake , Hung V. Tran

Continuous-time stochastic processes underlie many natural and engineered systems. In healthcare, autonomous driving, and industrial control, direct interaction with the environment is often unsafe or impractical, motivating offline…

Machine Learning · Statistics 2025-11-14 Nicolas Hoischen , Petar Bevanda , Max Beier , Stefan Sosnowski , Boris Houska , Sandra Hirche

Dynamic obstacle avoidance is a challenging topic for optimal control and optimization-based trajectory planning problems. Many existing works use Control Barrier Functions (CBFs) to enforce safety constraints for control systems. CBFs are…

Robotics · Computer Science 2025-02-10 Shuo Liu , Yihui Mao , Calin A. Belta

For an infinite-horizon control problem, the optimal control can be represented by the stable manifold of the characteristic Hamiltonian system of Hamilton-Jacobi-Bellman (HJB) equation in a semiglobal domain. In this paper, we first…

Optimization and Control · Mathematics 2024-05-14 Guoyuan Chen

In this paper, we propose a hybrid MPC local planner that uses a learning-based approximation of a time-varying safe set, derived from local observations and applied as the MPC terminal constraint. This set can be represented as a…

Robotics · Computer Science 2025-08-29 Bojan Derajić , Mohamed-Khalil Bouzidi , Sebastian Bernhard , Wolfgang Hönig

This paper presents a new methodology to craft navigation functions for nonlinear systems with stochastic uncertainty. The method relies on the transformation of the Hamilton-Jacobi-Bellman (HJB) equation into a linear partial differential…

Robotics · Computer Science 2014-09-23 Matanya B. Horowitz , Joel W. Burdick

In this paper we study a first extension of the theory of mild solutions for HJB equations in Hilbert spaces to the case when the domain is not the whole space. More precisely, we consider a half-space as domain, and a semilinear…

Optimization and Control · Mathematics 2022-09-30 Alessandro Calvia , Gianluca Cappa , Fausto Gozzi , Enrico Priola

This paper presents an approach to deal with safety of dynamical systems in presence of multiple non-convex unsafe sets. While optimal control and model predictive control strategies can be employed in these scenarios, they suffer from high…

Systems and Control · Electrical Eng. & Systems 2021-06-14 Gennaro Notomista , Matteo Saveriano

Generating time-optimal, collision-free trajectories for autonomous mobile robots involves a fundamental trade-off between guaranteeing safety and managing computational complexity. State-of-the-art approaches formulate spline-based motion…

Robotics · Computer Science 2026-03-26 Dries Dirckx , Jan Swevers , Wilm Decré

This paper introduces a novel approach that integrates future closest point predictions into the distance constraints of a collision avoidance controller, leveraging convex hulls with closest point distance calculations. By addressing…

This article proposes a numerical scheme for computing the evolution of vehicular traffic on a road network over a finite time horizon. The traffic dynamics on each link is modeled by the Hamilton-Jacobi (HJ) partial differential equation…

Physics and Society · Physics 2017-02-14 Yanning Li , Christian G. Claudel , Benedetto Piccoli , Daniel B. Work

We develop the dynamic programming approach for a family of infinite horizon boundary control problems with linear state equation and convex cost. We prove that the value function of the problem is the unique regular solution of the…

Optimization and Control · Mathematics 2008-06-27 Silvia Faggian , Fausto Gozzi

We develop a discrete analogue of Hamilton-Jacobi theory in the framework of discrete Hamiltonian mechanics. The resulting discrete Hamilton-Jacobi equation is discrete only in time. We describe a discrete analogue of Jacobi's solution and…

Optimization and Control · Mathematics 2011-08-15 Tomoki Ohsawa , Anthony M. Bloch , Melvin Leok

Computing tasks may often be posed as optimization problems. The objective functions for real-world scenarios are often nonconvex and/or nondifferentiable. State-of-the-art methods for solving these problems typically only guarantee…

Optimization and Control · Mathematics 2022-10-11 Howard Heaton , Samy Wu Fung , Stanley Osher

We consider a stochastic optimal control problem where the controller can anticipate the evolution of the driving noise over some dynamically changing time window. The controlled state dynamics are understood as a rough differential…

Optimization and Control · Mathematics 2025-10-07 Peter Bank , Franziska Bielert

The reduction of Hamiltonian systems aims to build smaller reduced models, valid over a certain range of time and parameters, in order to reduce computing time. By maintaining the Hamiltonian structure in the reduced model, certain…

Numerical Analysis · Mathematics 2024-09-17 Raphaël Côte , Emmanuel Franck , Laurent Navoret , Guillaume Steimer , Vincent Vigon

Safety is one of the fundamental challenges in control theory. Recently, multi-step optimal control problems for discrete-time dynamical systems were formulated to enforce stability, while subject to input constraints as well as…

Optimization and Control · Mathematics 2023-07-14 Shuo Liu , Jun Zeng , Koushil Sreenath , Calin A. Belta

Here, we study Hamilton-Jacobi-Bellman equations on graphs. These are meant to be the analog of any of the following types of equations in the continuum setting of partial differential and nonlocal integro-differential equations:…

Analysis of PDEs · Mathematics 2025-11-12 Nicolò Forcillo , Jun Kitagawa , Russell W. Schwab

Optimization-based approaches such as Model Predictive Control (MPC) are promising approaches in proactive control for safety-critical applications with changing environments such as automated driving systems. However, the computational…

Systems and Control · Electrical Eng. & Systems 2024-10-22 Leila Gharavi , Bart De Schutter , Simone Baldi

In this paper, for a variety of nonholonomic (reducible) Hamiltonian systems, we first give to various distributional Hamiltonian systems, by analyzing carefully the dynamics and structures of the nonholonomic Hamiltonian systems. Secondly,…

Symplectic Geometry · Mathematics 2021-06-17 Manuel de León , Hong Wang
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