Related papers: HJB Based Optimal Safe Control Using Control Barri…
We study a family of stationary Hamilton-Jacobi-Bellman (HJB) equations in Hilbert spaces arising from stochastic optimal control problems. The main difficulties to treat such problems are: the lack of smoothing properties of the linear…
Physics-informed neural solvers offer a promising route to model-based reinforcement learning in continuous time, where optimal feedback synthesis is governed by Hamilton--Jacobi--Bellman (HJB) equations. Practical implementations often…
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…
For a broad class of nonlinear systems, we formulate the problem of guaranteeing safety with optimality under constraints. Specifically, we define controlled safety for differential inclusions with constraints on the states and the inputs.…
In this paper, we study Stochastic Control Barrier Functions (SCBFs) to enable the design of probabilistic safe real-time controllers in presence of uncertainties and based on noisy measurements. Our goal is to design controllers that bound…
Optimal control methods provide solutions to safety-critical problems but easily become intractable. Control Barrier Functions (CBFs) have emerged as a popular technique that facilitates their solution by provably guaranteeing safety,…
Control Barrier Functions (CBFs) have been demonstrated to be a powerful tool for safety-critical controller design for nonlinear systems. Existing design paradigms do not address the gap between theory (controller design with continuous…
We apply the stochastic Perron method of Bayraktar and S\^irbu to a general infinite horizon optimal control problem, where the state $X$ is a controlled diffusion process, and the state constraint is described by a closed set. We prove…
Merely pursuing performance may adversely affect the safety, while a conservative policy for safe exploration will degrade the performance. How to balance the safety and performance in learning-based control problems is an interesting yet…
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…
We consider the problem of portfolio optimization in a simple incomplete market and under a general utility function. By working with the associated Hamilton-Jacobi-Bellman partial differential equation (HJB PDE), we obtain a closed-form…
We address the problem of controlling Connected and Automated Vehicles (CAVs) in conflict areas of a traffic network subject to hard safety constraints. It has been shown that such problems can be solved through a combination of tractable…
Hamilton-Jacobi (HJ) reachability-based filtering provides a powerful framework to co-optimize performance and safety (or liveness) for autonomous systems. Under this filtering scheme, a nominal controller is minimally modified to ensure…
We propose a unified framework to fast generate a safe optimal control action for a new task from existing controllers on Multi-Agent Systems (MASs). The control action composition is achieved by taking a weighted mixture of the existing…
An abstract framework guaranteeing the continuous differentiability of local value functions on $H^1(\Omega)$ associated with optimal stabilization problems subject to abstract semilinear parabolic equations in the presence of norm…
Connected and automated vehicles (CAVs) technologies promise to attenuate undesired traffic disturbances. However, in mixed traffic where human-driven vehicles (HDVs) also exist, the nonlinear human-driving behavior has brought critical…
Control Barrier Functions (CBFs) have been widely utilized in the design of optimization-based controllers and filters for dynamical systems to ensure forward invariance of a given set of safe states. While CBF-based controllers offer…
In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is…
Safety is of great importance in multi-robot navigation problems. In this paper, we propose a control barrier function (CBF) based optimizer that ensures robot safety with both high probability and flexibility, using only sensor…
This paper studies the finite horizon portfolio management by optimally tracking a ratcheting capital benchmark process. It is assumed that the fund manager can dynamically inject capital into the portfolio account such that the total…