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Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…

Optimization and Control · Mathematics 2025-11-27 Akash Vyas , Shreyas Kumar , Jayant Kumar Mohanta , Ravi Prakash

We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…

Analysis of PDEs · Mathematics 2020-02-25 Manh-Khang Dao , Boualem Djehiche

This paper considers the optimal control for hybrid systems whose trajectories transition between distinct subsystems when state-dependent constraints are satisfied. Though this class of systems is useful while modeling a variety of…

Optimization and Control · Mathematics 2018-03-21 Pengcheng Zhao , Shankar Mohan , Ram Vasudevan

This work proposes an optimal safe controller minimizing an infinite horizon cost functional subject to control barrier functions (CBFs) safety conditions. The constrained optimal control problem is reformulated as a minimization problem of…

Systems and Control · Electrical Eng. & Systems 2022-02-03 Hassan Almubarak , Evangelos A. Theodorou , Nader Sadegh

We consider a scheme of Semi-Lagrangian (SL) type for the numerical solution of Hamilton-Jacobi (HJ) equation on unstructured triangular grids. As it is well known, SL schemes are not well suited for unstructured grids, due to the cost of…

Numerical Analysis · Mathematics 2025-10-07 Simone Cacace , Roberto Ferretti , Giulia Tatafiore

This paper presents Hamilton-Jacobi (HJ) formulations for two classes of two-player zero-sum games: one with a maximum cost value over time, and one with a minimum cost value over time. In the zero-sum game setting, player A minimizes the…

Optimization and Control · Mathematics 2021-06-30 Donggun Lee , Claire J. Tomlin

Hamilton-Jacobi (HJ) reachability analysis has been developed over the past decades into a widely-applicable tool for determining goal satisfaction and safety verification in nonlinear systems. While HJ reachability can be formulated very…

Robotics · Computer Science 2020-03-13 Vicenc Rubies-Royo , David Fridovich-Keil , Sylvia Herbert , Claire J. Tomlin

Optimal control problem is typically solved by first finding the value function through Hamilton-Jacobi equation (HJE) and then taking the minimizer of the Hamiltonian to obtain the control. In this work, instead of focusing on the value…

Optimization and Control · Mathematics 2021-09-10 Alain Bensoussan , Jiayue Han , Sheung Chi Phillip Yam , Xiang Zhou

We present a method for optimal coordination of multiple vehicle teams when multiple endpoint configurations are equally desirable, such as seen in the autonomous assembly of formation flight. The individual vehicles' positions in the…

Robotics · Computer Science 2021-04-20 Matthew R. Kirchner , Mark J. Debord , João P. Hespanha

We address finding the semi-global solutions to optimal feedback control and the Hamilton--Jacobi--Bellman (HJB) equation. Using the solution of an HJB equation, a feedback optimal control law can be implemented in real-time with minimum…

Optimization and Control · Mathematics 2016-06-17 Wei Kang , Lucas C. Wilcox

The purpose of this paper is to describe the numerical solution of the Hamilton-Jacobi-Bellman (HJB) for an optimal control problem for quantum spin systems. This HJB equation is a first order nonlinear partial differential equation defined…

Quantum Physics · Physics 2011-10-05 Srinivas Sridharan , Matthew R. James

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

Choosing how much noise to add in Langevin dynamics is essential for making these algorithms effective in challenging optimization problems. One promising approach is to determine this noise by solving Hamilton-Jacobi-Bellman (HJB)…

Numerical Analysis · Mathematics 2026-03-19 Taorui Wang , Xun Li , Gu Wang , Zhongqiang Zhang

Presented is a new method for calculating the time-optimal guidance control for a multiple vehicle pursuit-evasion system. A joint differential game of k pursuing vehicles relative to the evader is constructed, and a Hamilton-Jacobi-Isaacs…

Optimization and Control · Mathematics 2018-02-07 Matthew R. Kirchner , Robert Mar , Gary Hewer , Jérôme Darbon , Stanley Osher , Y. T. Chow

Computing optimal feedback controls for nonlinear systems generally requires solving Hamilton-Jacobi-Bellman (HJB) equations, which are notoriously difficult when the state dimension is large. Existing strategies for high-dimensional…

Optimization and Control · Mathematics 2021-04-09 Tenavi Nakamura-Zimmerer , Qi Gong , Wei Kang

We introduce a new numerical method to approximate the solutions of a class of stationary Hamilton-Jacobi (HJ) partial differential equations arising from minimum time optimal control problems. We rely on nested grid approximations, and…

Optimization and Control · Mathematics 2024-07-10 Marianne Akian , Stéphane Gaubert , Shanqing Liu

Policy iteration is a widely used technique to solve the Hamilton Jacobi Bellman (HJB) equation, which arises from nonlinear optimal feedback control theory. Its convergence analysis has attracted much attention in the unconstrained case.…

Optimization and Control · Mathematics 2020-05-19 Sudeep Kundu , Karl Kunisch

This paper addresses the optimal control problem of finite-horizon discrete-time nonlinear systems under state and control constraints. A novel numerical algorithm based on optimal control theory is proposed to achieve superior…

Optimization and Control · Mathematics 2025-03-21 Chuanzhi Lv , Hongdan Li , Huanshui Zhang

This paper presents an implicit solution formula for the Hamilton-Jacobi partial differential equation (HJ PDE). The formula is derived using the method of characteristics and is shown to coincide with the Hopf and Lax formulas in the case…

Machine Learning · Computer Science 2025-02-03 Yesom Park , Stanley Osher

We investigate feedback control for infinite horizon optimal control problems for partial differential equations. The method is based on the coupling between Hamilton-Jacobi-Bellman (HJB) equations and model reduction techniques. It is…

Optimization and Control · Mathematics 2016-07-11 Alessandro Alla , Andreas Schmidt , Bernard Haasdonk