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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

The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…

Accelerator Physics · Physics 2026-01-21 Stephan I. Tzenov

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…

Optimization and Control · Mathematics 2025-04-01 Amit Jain , Roshan T. Eapen , Puneet Singla

Hamilton-Jacobi (HJ) reachability analysis is a widely adopted verification tool to provide safety and performance guarantees for autonomous systems. However, it involves solving a partial differential equation (PDE) to compute a safety…

Robotics · Computer Science 2025-05-12 Aditya Singh , Zeyuan Feng , Somil Bansal

This paper provides a general framework for efficiently obtaining the appropriate intervention time for collision avoidance systems to just avoid a rear-end crash. The proposed framework incorporates a driver comfort model and a vehicle…

Robotics · Computer Science 2023-03-28 Jordanka Kovaceva , Nikolce Murgovski , Balázs Kulcsár , Henk Wymeersch , Jonas Bärgman

Provably safe and scalable multi-vehicle path planning is an important and urgent problem due to the expected increase of automation in civilian airspace in the near future. Although this problem has been studied in the past, there has not…

Multiagent Systems · Computer Science 2016-11-28 Mo Chen , Somil Bansal , Jaime F. Fisac , Claire J. Tomlin

We consider the problem of overbounding and underbounding both the backward and forward reachable set for a given polynomial vector field, nonlinear in both state and input, with a given semialgebriac set of initial conditions and with…

Optimization and Control · Mathematics 2021-02-18 Morgan Jones , Matthew M. Peet

The Hopf formula for Hamilton-Jacobi reachability (HJR) analysis has been proposed to solve high-dimensional differential games, producing the set of initial states and corresponding controller required to reach (or avoid) a target despite…

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

With the recent surge of interest in introducing autonomous vehicles to the everyday lives of people, developing accurate and generalizable algorithms for predicting human behavior becomes highly crucial. Moreover, many of these emerging…

Systems and Control · Computer Science 2019-03-20 Jennifer Shih

Autonomous robots commonly aim to complete a nominal behavior while minimizing a cost; this leaves them vulnerable to failure or unplanned scenarios, where a backup or contingency plan to a safe set is needed to avoid a total mission…

Robotics · Computer Science 2026-03-31 Raj Harshit Srirangam , Leonard Jung , Rohith Poola , Michael Everett

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

Hamilton-Jacobi reachability methods for safety-critical control have been well studied, but the safety guarantees derived rely on the accuracy of the numerical computation. Thus, it is crucial to understand and account for any inaccuracies…

Systems and Control · Electrical Eng. & Systems 2022-12-15 Nikolaus Vertovec , Sina Ober-Blöbaum , Kostas Margellos

Motivated by the scalability limitations of Eulerian methods for variational Hamilton-Jacobi-Isaacs (HJI) formulations that provide a least restrictive controller in problems that involve state or input constraints under a worst-possible…

Systems and Control · Electrical Eng. & Systems 2022-06-23 Lekan Molu , Ian Abraham , Sylvia Herbert

This work in progress considers reachability-based safety analysis in the domain of autonomous driving in multi-agent systems. We formulate the safety problem for a car following scenario as a differential game and study how different…

Systems and Control · Electrical Eng. & Systems 2021-12-30 Gilbert Bahati , Marsalis Gibson , Alexandre Bayen

Safety assurance is a critical yet challenging aspect when developing self-driving technologies. Hamilton-Jacobi backward-reachability analysis is a formal verification tool for verifying the safety of dynamic systems in the presence of…

Robotics · Computer Science 2021-06-08 Ran Tian , Anjian Li , Masayoshi Tomizuka , Liting Sun

In optimal control problems of control-affine systems, whose solutions are bang-bang or singular type, verification of optimality using the Hamilton-Jacobi-Bellman (HJB) equation involves the computation of partial derivatives of switching…

Optimization and Control · Mathematics 2020-09-15 Victor Riquelme

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton-Jacobi-Bellman (HJB) type associated to stochastic control problem, which is based on the Feynman-Kac representation in [12] by means of control…

Probability · Mathematics 2019-06-28 Idris Kharroubi , Nicolas Langrené , Huyên Pham

This paper presents a novel method for reformulating non-differentiable collision avoidance constraints into smooth nonlinear constraints using strong duality of convex optimization. We focus on a controlled object whose goal is to avoid…

Optimization and Control · Mathematics 2018-06-12 Xiaojing Zhang , Alexander Liniger , Francesco Borrelli

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