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Hamilton-Jacobi reachability (HJR) is an exciting framework used for control of safety-critical systems with nonlinear and possibly uncertain dynamics. However, HJR suffers from the curse of dimensionality, with computation times growing…

The aim of this work is to develop a deep learning method for solving high-dimensional stochastic control problems based on the Hamilton--Jacobi--Bellman (HJB) equation and physics-informed learning. Our approach is to parameterize the…

Hamilton-Jacobi (HJ) reachability is a rigorous mathematical framework that enables robots to simultaneously detect unsafe states and generate actions that prevent future failures. While in theory, HJ reachability can synthesize safe…

Processing data collected by a network of agents often boils down to solving an optimization problem. The distributed nature of these problems calls for methods that are, themselves, distributed. While most collaborative learning problems…

In [Azimzadeh, P., and P. A. Forsyth. "Weakly chained matrices, policy iteration, and impulse control." SIAM J. Num. Anal. 54.3 (2016): 1341-1364], we outlined the theory and implementation of computational methods for implicit schemes for…

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

This article presents a Hamilton--Jacobi (HJ) reachability framework for a two--satellite collision avoidance problem operating in the same circular orbit, where relative motion is modeled in the radial--tangential--normal (RTN) frame using…

Zeroth-order optimization aims to minimize an objective function using only function evaluations, and is therefore fundamental in black-box optimization, hyperparameter tuning, bandit learning, and adversarial machine learning. While…

Contact-rich robotic systems, such as legged robots and manipulators, are often represented as hybrid systems. However, the stability analysis and region-of-attraction computation for these systems are often challenging because of the…

We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected difference-quadrature schemes from the literature and new…

While classic work in convex-concave min-max optimization relies on average-iterate convergence results, the emergence of nonconvex applications such as training Generative Adversarial Networks has led to renewed interest in last-iterate…

Time-parallel algorithms, such as Parareal, are well-understood for linear problems, but their convergence analysis for nonlinear, chaotic systems remains limited. This paper introduces a new theoretical framework for analysing…

As machine learning techniques become widely adopted in new domains, especially in safety-critical systems such as autonomous vehicles, it is crucial to provide accurate output uncertainty estimation. As a result, many approaches have been…

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

A new algorithm for time dependent Hamilton Jacobi equations on networks, based on semi Lagrangian scheme, is proposed. It is based on the definition of viscosity solution for this kind of problems recently given in. A thorough convergence…

The framework of deep operator network (DeepONet) has been widely exploited thanks to its capability of solving high dimensional partial differential equations. In this paper, we incorporate DeepONet with a recently developed policy…

This paper investigates the universal approximation capabilities of Hamiltonian Deep Neural Networks (HDNNs) that arise from the discretization of Hamiltonian Neural Ordinary Differential Equations. Recently, it has been shown that HDNNs…

Multi-agent differential games are important and useful tools for analyzing many practical problems. With the recent surge of interest in using UAVs for civil purposes, the importance and urgency of developing tractable multi-agent analysis…

Hamilton-Jacobi (HJ) Reachability offers a framework for generating safe value functions and policies in the face of adversarial disturbance, but is limited by the curse of dimensionality. Physics-informed deep learning is able to overcome…

In this paper, we introduce a model-based deep-learning approach to solve finite-horizon continuous-time stochastic control problems with jumps. We iteratively train two neural networks: one to represent the optimal policy and the other to…