Related papers: Computation of Reachable Sets Based on Hamilton-Ja…
The use of local single-pass methods (like, e.g., the Fast Marching method) has become popular in the solution of some Hamilton-Jacobi equations. The prototype of these equations is the eikonal equation, for which the methods can be applied…
In this article we introduce a solution method for a special class of nonlinear initial-value problems using set-based propagation techniques. The novelty of the approach is that we employ a particular embedding (Carleman linearization) to…
In this paper we propose a new way of proving the value of a firm that is currently producing a certain product and faces the option to exit the market. The problem of optimal exiting is an optimal stopping problem, that can be solved using…
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…
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…
Autonomous systems like aircraft and assistive robots often operate in scenarios where guaranteeing safety is critical. Methods like Hamilton-Jacobi reachability can provide guaranteed safe sets and controllers for such systems. However,…
We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach-avoid problems. We show how to efficiently compute…
Constrained Hamiltonian systems are investigated by using the Hamilton-Jacobi method. Integration of a set of equations of motion and the action function is discussed. It is shown that we have two types of integrable systems: a) ${\it…
With the continuous advancement in autonomous systems, it becomes crucial to provide robust safety guarantees for safety-critical systems. Hamilton-Jacobi Reachability Analysis is a formal verification method that guarantees performance and…
We propose an approach to compute inner and outer-approximations of the sets of values satisfying constraints expressed as arbitrarily quantified formulas. Such formulas arise for instance when specifying important problems in control such…
This work proposes a novel numerical scheme for solving the high-dimensional Hamilton-Jacobi-Bellman equation with a functional hierarchical tensor ansatz. We consider the setting of stochastic control, whereby one applies control to a…
This paper is about a set-based computing method for solving a general class of two-player zero-sum Stackelberg differential games. We assume that the game is modeled by a set of coupled nonlinear differential equations, which can be…
This paper derives the Hamilton-Jacobi-Bellman equation of nonlinear optimal control problems for cost functions with fractional discount rate from the Bellman's principle of optimality. The fractional discount rate is described by…
Reachable set computation is an important technique for the verification of safety properties of dynamical systems. In this paper, we investigate reachable set computation for discrete nonlinear systems based on parallelotope bundles. The…
This study introduces a mathematical framework to investigate the viability and reachability of production systems under constraints. We develop a model that incorporates key decision variables, such as pricing policy, quality investment,…
This paper is concerned with linear parameter-dependent systems and considers the notion uniform ensemble reachability. The focus of this work is on constructive methods to compute suitable parameter-independent open-loop inputs for such…
We study the inverse problem, or inverse design problem, for a time-evolution Hamilton-Jacobi equation. More precisely, given a target function $u_T$ and a time horizon $T>0$, we aim to construct all the initial conditions for which the…
The geometric formulation of Hamilton--Jacobi theory for systems with nonholonomic constraints is developed, following the ideas of the authors in previous papers. The relation between the solutions of the Hamilton--Jacobi problem with the…
We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…
The Hamilton Jacobi Bellman Equation (HJB) provides the globally optimal solution to large classes of control problems. Unfortunately, this generality comes at a price, the calculation of such solutions is typically intractible for systems…