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The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…

Accelerator Physics · Physics 2026-01-21 Stephan I. Tzenov

This paper introduces a graph-based, potential-guided method for path planning problems in unknown environments, where obstacles are unknown until the robots are in close proximity to the obstacle locations. Inspired by optimal transport…

Optimization and Control · Mathematics 2019-09-26 Haoyan Zhai , Magnus Egerstedt , Haomin Zhou

With the goal of efficiently computing collision-free robot motion trajectories in dynamically changing environments, we present results of a novel method for Heuristics Informed Robot Online Path Planning (HIRO). Dividing robot…

Robotics · Computer Science 2024-10-29 Xi Huang , Gergely Sóti , Hongyi Zhou , Christoph Ledermann , Björn Hein , Torsten Kröger

This paper presents a hierarchical planning algorithm for racing with multiple opponents. The two-stage approach consists of a high-level behavioral planning step and a low-level optimization step. By combining discrete and continuous…

Robotics · Computer Science 2026-04-29 Georg Jank , Matthias Rowold , Boris Lohmann

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

Reachability analysis is important for studying optimal control problems and differential games, which are powerful theoretical tools for analyzing and modeling many practical problems in robotics, aircraft control, among other application…

Optimization and Control · Mathematics 2016-03-22 Mo Chen , Claire J. Tomlin

We study the problem of optimal portfolio selection under stochastic volatility within a continuous time reinforcement learning framework with portfolio constraints. Exploration is modeled through entropy-regularized relaxed controls, where…

Mathematical Finance · Quantitative Finance 2026-04-27 Thai Nguyen , Pertiny Nkuize

Computing shortest paths is one of the most researched topics in algorithm engineering. Currently available algorithms compute shortest paths in mere fractions of a second on continental sized road networks. In the presence of…

Data Structures and Algorithms · Computer Science 2014-08-01 Moritz Kobitzsch , Samitha Samaranayake , Dennis Schieferdecker

The Joint Routing-Assignment (JRA) optimization problem simultaneously determines the assignment of items to placeholders and a Hamiltonian cycle that visits each node pair exactly once, with the objective of minimizing total travel cost.…

Artificial Intelligence · Computer Science 2025-11-14 Qilong Yuan

We introduce some sparse grids interpolations used in Semi-Lagrangian schemes for linear and fully non-linear diffusion Hamilton Jacobi Bellman equations arising in stochastic control. We prove that the method introduced converges toward…

Optimization and Control · Mathematics 2014-08-20 Xavier Warin

We present a semi-Lagrangian scheme for the approximation of a class of Hamilton-Jacobi-Bellman equations on networks. The scheme is explicit and stable under some technical conditions. We prove a convergence theorem and some error…

Numerical Analysis · Mathematics 2018-04-26 Elisabetta Carlini , Adriano Festa , Nicolas Forcadel

This paper is devoted to the stochastic optimal control problem of infinite-dimensional differential systems allowing for both path-dependence and measurable randomness. As opposed to the deterministic path-dependent cases studied by…

Optimization and Control · Mathematics 2023-07-19 Jinniao Qiu , Yang Yang

In this paper we consider the numerical approximation of infinite horizon problems via the dynamic programming approach. The value function of the problem solves a Hamilton-Jacobi-Bellman (HJB) equation that is approximated by a fully…

Numerical Analysis · Mathematics 2024-11-06 Javier de Frutos , Bosco Garcia-Archilla , Julia Novo

Ground robots navigating in complex, dynamic environments must compute collision-free trajectories to avoid obstacles safely and efficiently. Nonconvex optimization is a popular method to compute a trajectory in real-time. However, these…

Robotics · Computer Science 2024-10-07 Oscar de Groot , Laura Ferranti , Dariu M. Gavrila , Javier Alonso-Mora

A control theoretic approach is presented in this paper for both batch and instantaneous updates of weights in feed-forward neural networks. The popular Hamilton-Jacobi-Bellman (HJB) equation has been used to generate an optimal weight…

Neural and Evolutionary Computing · Computer Science 2015-04-29 Vipul Arora , Laxmidhar Behera , Ajay Pratap Yadav

We are interested in numerically solving the Hamilton-Jacobi (HJ) equations, which arise in optimal control and many other applications. Oftentimes, such equations are posed in high dimensions, and this poses great numerical challenges.…

Numerical Analysis · Mathematics 2021-04-14 Wei Guo , Juntao Huang , Zhanjing Tao , Yingda Cheng

Neural networks are increasingly recognized as a powerful numerical solution technique for partial differential equations (PDEs) arising in diverse scientific computing domains, including quantum many-body physics. In the context of…

Numerical Analysis · Mathematics 2023-11-22 Chuhao Sun , Asaf Cohen , James Stokes , Shravan Veerapaneni

The concept of path homotopy has received widely attention in the field of path planning in recent years. In this article, a homotopy invariant based on convex dissection for a two-dimensional bounded Euclidean space is developed, which can…

Robotics · Computer Science 2023-08-08 Jinyuan Liu , Minglei Fu , Andong Liu , Wenan Zhang , Bo Chen

This paper is a review of results on Optimisation which are perhaps not so standard in the PDE realm. To this end, we consider the problem of deriving the PDEs associated to the optimal control of a system of either ODEs or SDEs with…

Analysis of PDEs · Mathematics 2018-01-16 Nikos Katzourakis , Tristan Pryer

Maximum entropy reinforcement learning (RL) methods have been successfully applied to a range of challenging sequential decision-making and control tasks. However, most of existing techniques are designed for discrete-time systems. As a…

Optimization and Control · Mathematics 2020-09-29 Jeongho Kim , Insoon Yang
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