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The purpose of this paper is to describe the numerical solution of the Hamilton-Jacobi-Bellman (HJB) for an optimal control problem for quantum spin systems. This HJB equation is a first order nonlinear partial differential equation defined…

Quantum Physics · Physics 2011-10-05 Srinivas Sridharan , Matthew R. James

We investigate the control synthesis problem for continuous-time time-varying nonlinear systems with disturbance under a class of multiple reach-avoid (MRA) tasks. Specifically, the MRA task requires the system to reach a series of target…

Systems and Control · Electrical Eng. & Systems 2025-09-16 Yu Chen , Shaoyuan Li , Xiang Yin

We mathematically analyze and numerically study an actor-critic machine learning algorithm for solving high-dimensional Hamilton-Jacobi-Bellman (HJB) partial differential equations from stochastic control theory. The architecture of the…

Optimization and Control · Mathematics 2026-05-20 Samuel N. Cohen , Jackson Hebner , Deqing Jiang , Justin Sirignano

We introduce a new numerical method to approximate the solutions of a class of stationary Hamilton-Jacobi (HJ) partial differential equations arising from minimum time optimal control problems. We rely on nested grid approximations, and…

Optimization and Control · Mathematics 2024-07-10 Marianne Akian , Stéphane Gaubert , Shanqing Liu

Goal-conditioned Hierarchical Reinforcement Learning (HRL) is a promising approach for scaling up reinforcement learning (RL) techniques. However, it often suffers from training inefficiency as the action space of the high-level, i.e., the…

Machine Learning · Computer Science 2022-08-23 Tianren Zhang , Shangqi Guo , Tian Tan , Xiaolin Hu , Feng Chen

Reach-avoid problems involve driving a system to a set of desirable configurations while keeping it away from undesirable ones. Providing mathematical guarantees for such scenarios is challenging but have numerous potential practical…

Systems and Control · Computer Science 2018-08-01 Benoit Landry , Mo Chen , Scott Hemley , Marco Pavone

In this work, we prove that, in linear MDPs, the feature dimension $d$ is lower bounded by $S/U$ in order to aptly represent transition probabilities, where $S$ is the size of the state space and $U$ is the maximum size of directly…

Machine Learning · Statistics 2024-11-01 Joongkyu Lee , Min-hwan Oh

A fundamental concern in progressing Airborne Wind Energy (AWE) operations towards commercial success, is guaranteeing that safety requirements placed on the systems are met. Due to the high dimensional complexity of AWE systems, however,…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Nikolaus Vertovec , Sina Ober-Blöbaum , Kostas Margellos

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…

Numerical Analysis · Mathematics 2025-07-01 Xun Tang , Nan Sheng , Lexing Ying

Learning-based approaches have recently shown notable success in legged locomotion. However, these approaches often lack accountability, necessitating empirical tests to determine their effectiveness. In this work, we are interested in…

Robotics · Computer Science 2024-09-26 Xingpeng Xia , Jason J. Choi , Ayush Agrawal , Koushil Sreenath , Claire J. Tomlin , Somil Bansal

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,…

Optimization and Control · Mathematics 2025-09-16 Achraf Bouhmady , Mustapha Serhani , Nadia Raissi

Provably safe and scalable multi-vehicle path planning is an important and urgent problem due to the expected increase of automation in civilian airspace in the near future. Hamilton-Jacobi (HJ) reachability is an ideal tool for analyzing…

Systems and Control · Computer Science 2017-05-15 Mo Chen , Somil Bansal , Ken Tanabe , Claire J. Tomlin

We propose a novel numerical method for high dimensional Hamilton--Jacobi--Bellman (HJB) type elliptic partial differential equations (PDEs). The HJB PDEs, reformulated as optimal control problems, are tackled by the actor-critic framework…

Optimization and Control · Mathematics 2022-01-07 Mo Zhou , Jiequn Han , Jianfeng Lu

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

We consider the problem of computing safety regions, modeled as nonconvex backward reachable sets, for a nonlinear car collision avoidance model with time-dependent obstacles. The Hamilton-Jacobi-Bellman framework is used. A new formulation…

Optimization and Control · Mathematics 2019-11-28 Ilaria Xausa , Robert Baier , Olivier Bokanowski , Matthias Gerdts

For an infinite-horizon control problem, the optimal control can be represented by the stable manifold of the characteristic Hamiltonian system of Hamilton-Jacobi-Bellman (HJB) equation in a semiglobal domain. In this paper, we first…

Optimization and Control · Mathematics 2024-05-14 Guoyuan Chen

We address two major challenges in scientific machine learning (SciML): interpretability and computational efficiency. We increase the interpretability of certain learning processes by establishing a new theoretical connection between…

Machine Learning · Computer Science 2024-05-08 Paula Chen , Tingwei Meng , Zongren Zou , Jérôme Darbon , George Em Karniadakis

The classical and relativistic Hamilton-Jacobi approach is applied to the one-dimensional homogeneous potential, $V(q)=\alpha q^n$, where $\alpha$ and $n$ are continuously varying parameters. In the non-relativistic case, the exact…

General Relativity and Quantum Cosmology · Physics 2015-06-25 R. C. Santos , J. Santos , J. A. S. Lima

Optimal control and the associated second-order Hamilton-Jacobi-Bellman (HJB) equation are studied for unbounded stochastic evolution systems in Hilbert spaces. A new notion of viscosity solution, featured by absence of B-continuity, is…

Optimization and Control · Mathematics 2026-02-10 Shanjian Tang , Jianjun Zhou

In this article we study a finite horizon optimal control problem with monotone controls. We consider the associated Hamilton-Jacobi-Bellman (HJB) equation which characterizes the value function. We consider the totally discretized problem…

Optimization and Control · Mathematics 2014-07-08 Eduardo A. Philipp , Laura S. Aragone , Lisandro A. Parente
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