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We study a family of stationary Hamilton-Jacobi-Bellman (HJB) equations in Hilbert spaces arising from stochastic optimal control problems. The main difficulties to treat such problems are: the lack of smoothing properties of the linear…

Optimization and Control · Mathematics 2025-10-31 Gabriele Bolli , Fausto Gozzi

For continuous systems modeled by dynamical equations such as ODEs and SDEs, Bellman's Principle of Optimality takes the form of the Hamilton-Jacobi-Bellman (HJB) equation, which provides the theoretical target of reinforcement learning…

Machine Learning · Computer Science 2025-10-28 Haruki Settai , Naoya Takeishi , Takehisa Yairi

We study semi Lagrangian approximation schemes for Hamilton Jacobi Bellman equations arising from finite horizon optimal control problems. Classical error estimates for these schemes include the term $\frac{1}{\Delta t}$ which leads to…

Optimization and Control · Mathematics 2026-02-18 Alessandro Alla , Filippo Mayer

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

Latent safety filters extend Hamilton-Jacobi (HJ) reachability to operate on latent state representations and dynamics learned directly from high-dimensional observations, enabling safe visuomotor control under hard-to-model constraints.…

Machine learning driven image-based controllers allow robotic systems to take intelligent actions based on the visual feedback from their environment. Understanding when these controllers might lead to system safety violations is important…

Robotics · Computer Science 2024-04-11 Kaustav Chakraborty , Somil Bansal

Multi-vehicle collision avoidance is a highly crucial problem due to the soaring interests of introducing autonomous vehicles into the real world in recent years. The safety of these vehicles while they complete their objectives is of…

Robotics · Computer Science 2021-09-28 Jennifer C. Shih , Akshara Rai , Laurent El Ghaoui

We address the problem of computing a control for a time-dependent nonlinear system to reach a target set in a minimal time. To solve this minimal time control problem, we introduce a hierarchy of linear semi-infinite programs, the values…

Optimization and Control · Mathematics 2023-07-04 Antoine Oustry , Matteo Tacchi

In this paper infinite horizon optimal control problems for nonlinear high-dimensional dynamical systems are studied. Nonlinear feedback laws can be computed via the value function characterized as the unique viscosity solution to the…

Optimization and Control · Mathematics 2016-02-22 Alessandro Alla , Maurizio Falcone , Stefan Volkwein

Within a robot autonomy stack, the planner and controller are typically designed separately, and serve different purposes. As such, there is often a diffusion of responsibilities when it comes to ensuring safety for the robot. We propose…

Robotics · Computer Science 2020-08-04 Xinrui Wang , Karen Leung , Marco Pavone

Policy iteration (PI) is a widely used algorithm for synthesizing optimal feedback control policies across many engineering and scientific applications. When PI is deployed on infinite-horizon, nonlinear, autonomous optimal-control…

Optimization and Control · Mathematics 2025-07-15 Tobias Ehring , Behzad Azmi , Bernard Haasdonk

As autonomous systems become more ubiquitous in daily life, ensuring high performance with guaranteed safety is crucial. However, safety and performance could be competing objectives, which makes their co-optimization difficult.…

Robotics · Computer Science 2025-05-29 Manan Tayal , Aditya Singh , Shishir Kolathaya , Somil Bansal

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

This paper presents a novel method of global adaptive dynamic programming (ADP) for the adaptive optimal control of nonlinear polynomial systems. The strategy consists of relaxing the problem of solving the Hamilton-Jacobi-Bellman (HJB)…

Dynamical Systems · Mathematics 2017-01-11 Yu Jiang , Zhong-Ping Jiang

We study a Mean Field Games (MFG) system in a real, separable infinite dimensional Hilbert space. The system consists of a second order parabolic type equation, called Hamilton-Jacobi-Bellman (HJB) equation in the paper, coupled with a…

Analysis of PDEs · Mathematics 2025-09-05 Salvatore Federico , Fausto Gozzi , Andrzej Święch

Hamilton-Jacobi-Isaacs (HJI) PDEs are the governing equations for the two-player general-sum games. Unlike Reinforcement Learning (RL) methods, which are data-intensive methods for learning value function, learning HJ PDEs provide a…

Multiagent Systems · Computer Science 2023-11-06 Mukesh Ghimire , Lei Zhang , Wenlong Zhang , Yi Ren , Zhe Xu

This paper, which is the natural continuation of a previous paper by the same authors, studies a class of optimal control problems with state constraints where the state equation is a differential equation with delays. This class includes…

Optimization and Control · Mathematics 2009-07-10 Salvatore Federico , Ben Goldys , Fausto Gozzi

This paper presents a two-stage framework for constrained near-optimal feedback control of input-affine nonlinear systems. An approximate value function for the unconstrained control problem is computed offline by solving the…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Milad Alipour Shahraki , Laurent Lessard

This paper addresses the model-free nonlinear optimal problem with generalized cost functional, and a data-based reinforcement learning technique is developed. It is known that the nonlinear optimal control problem relies on the solution of…

Systems and Control · Computer Science 2013-11-20 Biao Luo , Huai-Ning Wu , Tingwen Huang , Derong Liu

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu