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In this paper, we consider the stochastic optimal control problem for jump diffusion systems with state constraints. In general, the value function of such problems is a discontinuous viscosity solution of the Hamilton-Jacobi-Bellman (HJB)…

Optimization and Control · Mathematics 2020-06-11 Jun Moon

Recent developments in autonomous driving and robotics underscore the necessity of safety-critical controllers. Control barrier functions (CBFs) are a popular method for appending safety guarantees to a general control framework, but they…

Robotics · Computer Science 2025-05-21 Matthew Kim , William Sharpless , Hyun Joe Jeong , Sander Tonkens , Somil Bansal , Sylvia Herbert

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…

Optimization and Control · Mathematics 2022-04-26 Alexander Krolicki , Sarang Sutavani , Umesh Vaidya

This paper works towards unifying two popular approaches in the safety control community: Hamilton-Jacobi (HJ) reachability and Control Barrier Functions (CBFs). HJ Reachability has methods for direct construction of value functions that…

Systems and Control · Electrical Eng. & Systems 2021-10-26 Jason J. Choi , Donggun Lee , Koushil Sreenath , Claire J. Tomlin , Sylvia L. Herbert

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 provide a novel uniform convergence guarantee for DeepReach, a deep learning-based method for solving Hamilton-Jacobi-Isaacs (HJI) equations associated with reachability analysis. Specifically, we show that the DeepReach algorithm, as…

Optimization and Control · Mathematics 2024-10-07 William Hofgard

The $H_\infty$ control design problem is considered for nonlinear systems with unknown internal system model. It is known that the nonlinear $ H_\infty $ control problem can be transformed into solving the so-called Hamilton-Jacobi-Isaacs…

Systems and Control · Computer Science 2014-05-13 Biao Luo , Huai-Ning Wu , Tingwen Huang

This paper addresses the conservatism in data-driven reachability analysis for discrete-time linear systems subject to bounded process noise, where the system matrices are unknown and only input--state trajectory data are available.…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Peng Xie , Davide M. Raimondo , Rolf Findeisen , Amr Alanwar

Equipping approximate dynamic programming (ADP) with inputconstraints has a tremendous significance. This enables ADP to be applied tothe systems with actuator limitations, which is quite common for dynamicalsystems. In a conventional…

Optimization and Control · Mathematics 2018-05-24 Xuefeng Bao , Zhi-Hong Mao , Nitin Sharma

Reach-avoid differential games play an important role in collision avoidance, motion planning and control of aircrafts, and related applications. The central problem is the computation of the set of initial states from which the ego player…

Optimization and Control · Mathematics 2019-08-06 Bai Xue , Qiuye Wang , Naijun Zhan , Martin Fränzle , Shenghua Feng

Motivated by the scalability limitations of Eulerian methods for variational Hamilton-Jacobi-Isaacs (HJI) formulations that provide a least restrictive controller in problems that involve state or input constraints under a worst-possible…

Systems and Control · Electrical Eng. & Systems 2022-06-23 Lekan Molu , Ian Abraham , Sylvia Herbert

We address finding the semi-global solutions to optimal feedback control and the Hamilton--Jacobi--Bellman (HJB) equation. Using the solution of an HJB equation, a feedback optimal control law can be implemented in real-time with minimum…

Optimization and Control · Mathematics 2016-06-17 Wei Kang , Lucas C. Wilcox

Hamilton-Jacobi partial differential equations (HJ PDEs) have deep connections with a wide range of fields, including optimal control, differential games, and imaging sciences. By considering the time variable to be a higher dimensional…

Machine Learning · Computer Science 2023-12-12 Paula Chen , Tingwei Meng , Zongren Zou , Jérôme Darbon , George Em Karniadakis

This paper investigates the problem of maintaining the safe operation of Waste-to-Energy (WtE) systems under operational constraints and uncertain waste inflows. We model this as a robust viability problem, formulated as a zero-sum…

Optimization and Control · Mathematics 2026-04-02 Achraf Bouhmady , Othman Cherkaoui Dekkaki

Recently there have been a lot of interests in introducing UAVs for a wide range of applications, making ensuring safety of multi-vehicle systems a highly crucial problem. Hamilton-Jacobi (HJ) reachability is a promising tool for analyzing…

Robotics · Computer Science 2021-08-06 Jennifer C. Shih , Laurent El Ghaoui

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

A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint set over a given time horizon. In this paper, we leverage…

We consider an infinite horizon control problem for dynamics constrained to remain on a multidimensional junction with entry costs. We derive the associated system of Hamilton-Jacobi equations (HJ), prove the comparison principle and that…

Analysis of PDEs · Mathematics 2020-02-25 Manh-Khang Dao , Boualem Djehiche

A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…

Optimization and Control · Mathematics 2021-03-17 Sergey Dolgov , Dante Kalise , Karl Kunisch

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
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