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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

We study a stochastic optimal control problem with the state constrained to a smooth, compact domain. The control influences both the drift and a possibly degenerate, control-dependent dispersion matrix, leading to a fully nonlinear,…

Optimization and Control · Mathematics 2025-08-08 Anderson O. Calixto , Bernardo Freitas Paulo da Costa , Glauco Valle

This paper investigates the safety analysis and verification of nonlinear systems subject to high-relative-degree constraints and unknown disturbance. The closed-form solution of the high-order control barrier functions (HOCBF) optimization…

Systems and Control · Electrical Eng. & Systems 2025-03-11 Yan Wei , Yu Feng , Linlin Ou , Yueying Wang , Xinyi Yu

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

Optimal feedback controllers for nonlinear systems can be derived by solving the Hamilton-Jacobi-Bellman (HJB) equation. However, because the HJB is a nonlinear partial differential equation, numerical methods typically provide only…

Optimization and Control · Mathematics 2026-03-25 Morgan Jones , Matthew Peet

We study a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes some problems arising in economics, in particular the so-called models with time to…

Optimization and Control · Mathematics 2009-07-09 Salvatore Federico , Ben Goldys , Fausto Gozzi

In this paper, we study a time-inconsistent stochastic optimal control problem with a recursive cost functional by a multi-person hierarchical differential game approach. An equilibrium strategy of this problem is constructed and a…

Optimization and Control · Mathematics 2016-06-13 Qingmeng Wei , Jiongmin Yong , Zhiyong Yu

We present a closed-form optimal control that satisfies both safety constraints (i.e., state constraints) and input constraints (e.g., actuator limits) using a composition of multiple control barrier functions (CBFs). This main contribution…

Systems and Control · Electrical Eng. & Systems 2024-07-08 Pedram Rabiee , Jesse B. Hoagg

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

This letter addresses the constraint compatibility problem of control barrier functions (CBFs), which occurs when a safety-critical CBF requires a system to apply more control effort than it is capable of generating. This inevitably leads…

Optimization and Control · Mathematics 2024-02-28 Logan E. Beaver

This paper works towards unifying two popular approaches in the safety control community: Hamilton-Jacobi (HJ) reachability and Control Barrier Functions (CBFs). HJ Reachability has methods for direct construction of value functions that…

Systems and Control · Electrical Eng. & Systems 2021-10-26 Jason J. Choi , Donggun Lee , Koushil Sreenath , Claire J. Tomlin , Sylvia L. Herbert

A learning technique for finite horizon optimal control problems and its approximation based on polynomials is analyzed. It allows to circumvent, in part, the curse dimensionality which is involved when the feedback law is constructed by…

Optimization and Control · Mathematics 2023-02-21 Karl Kunisch , Donato Vásquez-Varas

We consider the problem of designing controllers to guarantee safety in a class of nonlinear systems under uncertainties in the system dynamics and/or the environment. We define a class of uncertain control barrier functions (CBFs), and…

Systems and Control · Electrical Eng. & Systems 2023-09-20 Vipul K. Sharma , S. Sivaranjani

Recent developments in autonomous driving and robotics underscore the necessity of safety-critical controllers. Control barrier functions (CBFs) are a popular method for appending safety guarantees to a general control framework, but they…

Robotics · Computer Science 2025-05-21 Matthew Kim , William Sharpless , Hyun Joe Jeong , Sander Tonkens , Somil Bansal , Sylvia Herbert

Safety is a central requirement for autonomous system operation across domains. Hamilton-Jacobi (HJ) reachability analysis can be used to construct "least-restrictive" safety filters that result in infrequent, but often extreme, control…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Athindran Ramesh Kumar , Kai-Chieh Hsu , Peter J. Ramadge , Jaime F. Fisac

We consider the infinite horizon risk-sensitive problem for nondegenerate diffusions with a compact action space, and controlled through the drift. We only impose a structural assumption on the running cost function, namely…

Optimization and Control · Mathematics 2019-03-20 Ari Arapostathis , Anup Biswas

Control barrier function (CBF)-based safety filters provide a systematic way to enforce state constraints, but they can significantly alter the closed-loop dynamics induced by a nominal, stabilizing controller. In particular, the resulting…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Yiting Chen , Pol Mestres , Emiliano Dall'Anese , Jorge Cortés

This paper investigates a Hamilton-Jacobi (HJ) analysis to solve finite-horizon optimal control problems for high-dimensional systems. Although grid-based methods, such as the level-set method [1], numerically solve a general class of HJ…

Systems and Control · Electrical Eng. & Systems 2021-06-28 Donggun Lee , Claire J. Tomlin

The paper concerns the infinite dimensional Hamilton-Jacobi-Bellman equation related to optimal control problem regulated by a transport equation with boundary control. A suitable viscosity solution approach is needed in view of the…

Optimization and Control · Mathematics 2007-05-23 Giorgio Fabbri

Verifying the safety of controllers is critical for many applications, but is especially challenging for systems with bounded inputs. Backup control barrier functions (bCBFs) offer a structured approach to synthesizing safe controllers that…

Systems and Control · Electrical Eng. & Systems 2025-10-08 David E. J. van Wijk , Ersin Das , Tamas G. Molnar , Aaron D. Ames , Joel W. Burdick