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This paper extends the considerations of the works [1, 2] regarding curse-of-dimensionality-free numerical approaches to solve certain types of Hamilton-Jacobi equations arising in optimal control problems, differential games and elsewhere.…

Optimization and Control · Mathematics 2019-01-29 Ivan Yegorov , Peter Dower

In optimal control problems of control-affine systems, whose solutions are bang-bang or singular type, verification of optimality using the Hamilton-Jacobi-Bellman (HJB) equation involves the computation of partial derivatives of switching…

Optimization and Control · Mathematics 2020-09-15 Victor Riquelme

We propose a new way to perform path integrals in quantum mechanics by using a quantum version of Hamilton-Jacobi theory. In classical mechanics, Hamilton-Jacobi theory is a powerful formalism, however, its utility is not explored in…

High Energy Physics - Theory · Physics 2025-09-03 Mustafa Türe , Mithat Ünsal

Multi-UAV systems are safety-critical, and guarantees must be made to ensure no unsafe configurations occur. Hamilton-Jacobi (HJ) reachability is ideal for analyzing such safety-critical systems; however, its direct application is limited…

Multiagent Systems · Computer Science 2017-06-09 Somil Bansal , Mo Chen , Jaime F. Fisac , Claire J. Tomlin

We use a rough path-based approach to investigate the degeneracy problem in the context of pathwise control. We extend the framework developed in arXiv:1902.05434 to treat admissible controls from a suitable class of H\"older continuous…

Optimization and Control · Mathematics 2025-11-20 Andrea Iannucci , Dan Crisan , Thomas Cass

In this paper, a stochastic optimal control problem is investigated in which the system is governed by a stochastic functional differential equation. In the framework of functional It\^o calculus, we build the dynamic programming principle…

Optimization and Control · Mathematics 2013-01-03 Shaolin Ji , Shuzhen Yang

We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…

Analysis of PDEs · Mathematics 2025-11-03 Yuxi Han , Son Tu

This paper proposes an algorithmic technique for a class of optimal control problems where it is easy to compute a pointwise minimizer of the Hamiltonian associated with every applied control. The algorithm operates in the space of relaxed…

Optimization and Control · Mathematics 2016-03-10 M. T. Hale , Y. Wardi , H. Jaleel , M. Egerstedt

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

Path planning in the presence of dynamic obstacles is a challenging problem due to the added time dimension in search space. In approaches that ignore the time dimension and treat dynamic obstacles as static, frequent re-planning is…

Robotics · Computer Science 2016-05-24 Anirudh Vemula , Katharina Muelling , Jean Oh

Vehicle trajectory optimization is essential to ensure vehicles travel efficiently and safely. This paper presents an infrastructure assisted constrained connected automated vehicles (CAVs) trajectory optimization method on curved roads.…

Systems and Control · Electrical Eng. & Systems 2021-05-18 Ran Yi , Yang Zhou , Xin Wang , Zhiyuan Liu , Xiaotian Li , Bin Ran

Efficient motion planning algorithms are of central importance for deploying robots in the real world. Unfortunately, these algorithms often drastically reduce the dimensionality of the problem for the sake of feasibility, thereby foregoing…

Robotics · Computer Science 2022-12-02 Alex Beaudin , Hsiu-Chin Lin

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

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…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

We present a fast planning architecture called Hamilton-Jacobi-based bidirectional A* (HJBA*) to solve general tight parking scenarios. The algorithm is a two-layer composed of a high-level HJ-based reachability analysis and a lower-level…

Robotics · Computer Science 2026-03-24 Xuemin Chi , Jun Zeng , Jihao Huang , Zhitao Liu , Hongye Su

We show that necessary and sufficient conditions of optimality in periodic optimization problems can be stated in terms of a solution of the corresponding HJB inequality, the latter being equivalent to a max-min type variational problem…

Optimization and Control · Mathematics 2013-09-10 Vladimir Gaitsgory , Ludmila Manic

We propose a neural network approach that yields approximate solutions for high-dimensional optimal control problems and demonstrate its effectiveness using examples from multi-agent path finding. Our approach yields controls in a feedback…

Optimization and Control · Mathematics 2022-06-29 Derek Onken , Levon Nurbekyan , Xingjian Li , Samy Wu Fung , Stanley Osher , Lars Ruthotto

For multi-vehicle complex traffic scenarios in shared spaces such as intelligent intersections, safe coordination and trajectory planning is challenging due to computational complexity. To meet this challenge, we introduce a computationally…

Systems and Control · Electrical Eng. & Systems 2025-12-15 Amirreza Akbari , Johan Thunberg

In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (HJB) equations associated with optimal control problems for path-dependent differential equations. We identify the value…

Analysis of PDEs · Mathematics 2020-09-11 Jianjun Zhou

In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for path-dependent evolution equations in Hilbert space. We…

Probability · Mathematics 2020-07-09 Jianjun Zhou