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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

With the recent surge of interest in UAVs for civilian services, the importance of developing tractable multi-agent analysis techniques that provide safety and performance guarantees have drastically increased. Hamilton-Jacobi (HJ)…

Optimization and Control · Mathematics 2017-03-23 Aparna Dhinakaran , Mo Chen , Glen Chou , Jennifer C. Shih , Claire J. Tomlin

A new stochastic control model for the long-run environmental management of rivers is mathematically and numerically analyzed, focusing on a modern sediment replenishment problem with unique nonsmooth and nonlinear properties. Rational…

Optimization and Control · Mathematics 2022-03-11 Hidekazu Yoshioka , Motoh Tsujimura

In this paper, a class of high order numerical schemes is proposed for solving Hamilton-Jacobi (H-J) equations. This work is regarded as an extension of our previous work for nonlinear degenerate parabolic equations, see Christlieb et al.…

Numerical Analysis · Mathematics 2019-01-30 Andrew Christlieb , Wei Guo , Yan Jiang

We propose and discuss a new computational method for the numerical approximation of reachable sets for nonlinear control systems. It is based on the support vector machine algorithm and represents the set approximation as a sublevel set of…

Optimization and Control · Mathematics 2014-12-11 Martin Rasmussen , Janosch Rieger , Kevin Webster

We study the problem of computing the reachable principals of simulation preorder and the reachable blocks of simulation equivalence. Following a theoretical investigation of the decidability and complexity aspects of this problem, which in…

Logic in Computer Science · Computer Science 2023-05-05 Pierre Ganty , Nicolas Manini , Francesco Ranzato

H{\infty} control of nonlinear continuous-time system depends on the solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which has been proved impossible to obtain a closed-form solution due to the nonlinearity of HJI equation. In order…

Systems and Control · Electrical Eng. & Systems 2024-03-20 Qi Wang

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Optimization and Control · Mathematics 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

We propose a method to outer bound forward reachable sets on finite horizons for uncertain nonlinear systems with polynomial dynamics. This method makes use of time-dependent polynomial storage functions that satisfy appropriate dissipation…

Systems and Control · Electrical Eng. & Systems 2020-05-18 He Yin , Andrew Packard , Murat Arcak , Peter Seiler

Stochastic physical problems governed by nonlinear conservation laws are challenging due to solution discontinuities in stochastic and physical space. In this paper, we present a level set method to track discontinuities in stochastic space…

Numerical Analysis · Mathematics 2019-06-26 Per Pettersson , Alireza Doostan , Jan Nordström

Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order methods for variational inequalities require precise…

In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not…

Systems and Control · Electrical Eng. & Systems 2020-04-16 Mirko Fiacchini , Teodoro Alamo

This paper studies the set of terminal state covariances that are reachable over a finite time horizon from a given initial state covariance for a linear stochastic system with additive noise. For discrete-time systems, a complete…

Systems and Control · Electrical Eng. & Systems 2025-09-22 Fengjiao Liu , Panagiotis Tsiotras

Safety assurance is a critical yet challenging aspect when developing self-driving technologies. Hamilton-Jacobi backward-reachability analysis is a formal verification tool for verifying the safety of dynamic systems in the presence of…

Robotics · Computer Science 2021-06-08 Ran Tian , Anjian Li , Masayoshi Tomizuka , Liting Sun

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

Autonomous coverage of a specified area by robots operating in close proximity with each other has many potential applications such as real-time monitoring of rapidly changing environments, and search and rescue; however, coordination and…

Multiagent Systems · Computer Science 2020-09-28 Juan Chacon , Mo Chen , Razvan Fetecau

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…

Robotics · Computer Science 2024-08-20 Javier Borquez , Kaustav Chakraborty , Hao Wang , Somil Bansal

In quantum systems theory one of the fundamental problems boils down to: Given an initial state, which final states can be reached by the dynamic system in question? Formulated in the framework of bilinear control systems, the evolution…

Quantum Physics · Physics 2020-12-09 Frederik vom Ende

Autonomous systems operating in close proximity with each other to cover a specified area has many potential applications, but to achieve effective coordination, two key challenges need to be addressed: coordination and safety. For…

Systems and Control · Electrical Eng. & Systems 2019-11-18 Juan Chacon , Mo Chen , Razvan C. Fetecau

This work extends reachability analyses based on ellipsoidal techniques to Linear Time Invariant (LTI) systems subject to an integral quadratic constraint (IQC) between the past state and disturbance signals , interpreted as an input-output…

Optimization and Control · Mathematics 2020-02-14 Paul Rousse , Pierre-Loïc Garoche , Didier Henrion
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