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We study a stochastic control problem for continuous multidimensional martingales with fixed quadratic variation. In a radially symmetric environment, we are able to find an explicit solution to the control problem and find an optimal…

Probability · Mathematics 2025-06-10 Alexander M. G. Cox , Benjamin A. Robinson

Multi-Objective Markov Decision Processes (MO-MDPs) are receiving increasing attention, as real-world decision-making problems often involve conflicting objectives that cannot be addressed by a single-objective MDP. The Pareto front…

Machine Learning · Computer Science 2025-02-11 Yining Li , Peizhong Ju , Ness B. Shroff

We consider the stochastic shortest path planning problem in MDPs, i.e., the problem of designing policies that ensure reaching a goal state from a given initial state with minimum accrued cost. In order to account for rare but important…

Systems and Control · Electrical Eng. & Systems 2021-03-30 Mohamadreza Ahmadi , Anushri Dixit , Joel W. Burdick , Aaron D. Ames

This paper deals with discrete topology optimization and describes the modification of a single-objective algorithm into its multi-objective counterpart. The result is a significant increase in the optimization speed and quality of the…

Neural and Evolutionary Computing · Computer Science 2025-03-13 Petr Kadlec , Miloslav Capek

This paper addresses the problem of approximating the set of all solutions for Multi-objective Markov Decision Processes. We show that in the vast majority of interesting cases, the number of solutions is exponential or even infinite. In…

Machine Learning · Computer Science 2020-09-18 L. Mandow , J. L. Pérez de la Cruz , N. Pozas

In this work, we develop a new method to design energy minimum low-thrust missions (L2-minimization). In the Circular Restricted Three Body Problem, the knowledge of invariant manifolds helps us initialize an indirect method solving a…

Optimization and Control · Mathematics 2016-07-04 Maxime Chupin , Thomas Haberkorn , Emmanuel Trélat

Many real world applications can be framed as multi-objective optimization problems, where we wish to simultaneously optimize for multiple criteria. Bayesian optimization techniques for the multi-objective setting are pertinent when the…

Machine Learning · Computer Science 2019-06-24 Biswajit Paria , Kirthevasan Kandasamy , Barnabás Póczos

As a core part of autonomous driving systems, motion planning has received extensive attention from academia and industry. However, real-time trajectory planning capable of spatial-temporal joint optimization is challenged by nonholonomic…

Robotics · Computer Science 2023-04-11 Zhichao Han , Yuwei Wu , Tong Li , Lu Zhang , Liuao Pei , Long Xu , Chengyang Li , Changjia Ma , Chao Xu , Shaojie Shen , Fei Gao

A multi-condition multi-objective optimization method that can find Pareto front over a defined condition space is developed for the first time using deep reinforcement learning. Unlike the conventional methods which perform optimization at…

Machine Learning · Computer Science 2022-05-25 Sejin Kim , Innyoung Kim , Donghyun You

This paper presents a new fast and robust algorithm that provides fuel-optimal impulsive control input sequences that drive a linear time-variant system to a desired state at a specified time. This algorithm is applicable to a broad class…

Optimization and Control · Mathematics 2020-10-06 Adam W. Koenig , Simone D'Amico

This paper presents an end-to-end framework for robust structure/control optimization of an industrial benchmark. When dealing with space structures, a reduction of the spacecraft mass is paramount to minimize the mission cost and maximize…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Francesco Sanfedino , Daniel Alazard , Andy Kiley , Mark Watt , Pedro Simplicio , Finn Ankersen

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

In this work, we propose a novel method to tackle the problem of multiobjective optimization under parameteric uncertainties, by considering the Conditional Pareto Sets and Conditional Pareto Fronts. Based on those quantities we can define…

Optimization and Control · Mathematics 2026-01-15 Victor Trappler , Céline Helbert , Rodolphe Le Riche

In this paper, we consider the infinite horizon optimal control problem for nonlinear systems. Under the conditions of controllability of the linearized system around the origin, and nonlinear controllability of the system to a terminal set…

Optimization and Control · Mathematics 2023-04-04 Mohamed Naveed Gul Mohamed , Raman Goyal , Suman Chakravorty

We consider the optimal control of solutions of first order Hamilton-Jacobi equations, where the Hamiltonian is convex with linear growth. This models the problem of steering the propagation of a front by constructing an obstacle. We prove…

Optimization and Control · Mathematics 2013-10-11 Philip Jameson Graber

Path planning is one of the most vital elements of mobile robotics. With a priori knowledge of the environment, global path planning provides a collision-free route through the workspace. The global path plan can be calculated with a…

Artificial Intelligence · Computer Science 2015-05-25 Alexander Lavin

In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…

Optimization and Control · Mathematics 2014-07-08 Eduardo A. Philipp , Laura S. Aragone , Lisandro A. Parente

Efficient performance of a number of engineering systems is achieved through different modes of operation - yielding systems described as "hybrid", containing both real-valued and discrete decision variables. Prominent examples of such…

Optimization and Control · Mathematics 2019-10-22 Ehsan Taheri , John L. Junkins , Ilya Kolmanovsky , Anouck Girard

One of the most fundamental problems in Markov decision processes is analysis and control synthesis for safety and reachability specifications. We consider the stochastic reach-avoid problem, in which the objective is to synthesize a…

Optimization and Control · Mathematics 2017-10-09 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler Summers , John Lygeros

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