Related papers: HJB Based Optimal Safe Control Using Control Barri…
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.…
We propose new methods to synthesize control barrier function (CBF)-based safe controllers that avoid input saturation, which can cause safety violations. In particular, our method is created for high-dimensional, general nonlinear systems,…
We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…
Classically, the optimal control problem in the presence of an adversary is formulated as a two-player zero-sum differential game or an $H_\infty$ control problem. The solution to these problems can be obtained by solving the…
In this paper, we first establish the dynamic programming principle for stochastic optimal control problems defined on compact Riemannian manifolds without boundary. Subsequently, we derive the associated Hamilton-Jacobi-Bellman (HJB)…
Control Barrier Functions (CBFs) are a powerful tool for ensuring robotic safety, but designing or learning valid CBFs for complex systems is a significant challenge. While Hamilton-Jacobi Reachability provides a formal method for…
We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…
A new framework for formulating reachability problems with competing inputs, nonlinear dynamics and state constraints as optimal control problems is developed. Such reach-avoid problems arise in, among others, the study of safety problems…
This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…
In this paper, we explore a new class of stochastic control problems characterized by specific control constraints. Specifically, the admissible controls are subject to the ratcheting constraint, meaning they must be non-decreasing over…
This paper presents the optimal control and synchronization problem of a multilevel network of R\"ossler chaotic oscillators. Using the Hamilton-Jacobi-Bellman (HJB) technique, the optimal control law with three-state variables feedback is…
The aim of this work is to develop a deep learning method for solving high-dimensional stochastic control problems based on the Hamilton--Jacobi--Bellman (HJB) equation and physics-informed learning. Our approach is to parameterize the…
Safety is one of the fundamental problems in robotics. Recently, a quadratic program-based control barrier function (CBF) method has emerged as a way to enforce safety-critical constraints. Together with control Lyapunov function (CLF), it…
This paper presents a new approach for guaranteed safety subject to input constraints (e.g., actuator limits) using a composition of multiple control barrier functions (CBFs). First, we present a method for constructing a single CBF from…
This paper introduces harmonic control Lyapunov barrier functions (harmonic CLBF) that aid in constrained control problems such as reach-avoid problems. Harmonic CLBFs exploit the maximum principle that harmonic functions satisfy to encode…
A procedure for the numerical approximation of high-dimensional Hamilton-Jacobi-Bellman (HJB) equations associated to optimal feedback control problems for semilinear parabolic equations is proposed. Its main ingredients are a…
We consider a singular control problem with regime switching that arises in problems of optimal investment decisions of cash-constrained firms. The value function is proved to be the unique viscosity solution of the associated…
Safety filters based on Control Barrier Functions (CBFs) have emerged as a practical tool for the safety-critical control of autonomous systems. These approaches encode safety through a value function and enforce safety by imposing a…
We study semi Lagrangian approximation schemes for Hamilton Jacobi Bellman equations arising from finite horizon optimal control problems. Classical error estimates for these schemes include the term $\frac{1}{\Delta t}$ which leads to…
This article introduces the Pareto Control Barrier Function (PCBF) algorithm to maximize the inner safe set of dynamical systems under input constraints. Traditional Control Barrier Functions (CBFs) ensure safety by maintaining system…