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We present a novel framework for solving optimal transport (OT) problems based on the Hamilton--Jacobi (HJ) equation, whose viscosity solution uniquely characterizes the OT map. By leveraging the method of characteristics, we derive…

Machine Learning · Computer Science 2025-10-02 Yesom Park , Shu Liu , Mo Zhou , Stanley Osher

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

We consider fully nonlinear Hamilton-Jacobi-Bellman equations associated to diffusion control problems involving a finite set-valued (or switching) control and possibly a continuum-valued control. In previous works (Akian, Fodjo, 2016 and…

Optimization and Control · Mathematics 2018-01-08 Marianne Akian , Eric Fodjo

This paper aims to explore the relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients. Under certain regular conditions for the coefficients, the…

Optimization and Control · Mathematics 2020-12-10 Yuchao Dong , Qingxin Meng , Qi Zhang

Avoiding collisions is the core problem in multi-agent navigation. In decentralized settings, when agents have limited communication and sensory capabilities, collisions are typically avoided in a reactive fashion, relying on local…

Multiagent Systems · Computer Science 2021-07-02 Stepan Dergachev , Konstantin Yakovlev

Multi Agent Path Finding (MAPF) requires identification of conflict free paths for agents which could be point-sized or with dimensions. In this paper, we propose an approach for MAPF for spatially-extended agents. These find application in…

Multiagent Systems · Computer Science 2021-06-10 Shyni Thomas , M. Narasimha Murty

This paper proposes a quantum framework for the design of communication topologies in consensus-based multi-agent systems. The communication graph is selected online by solving a mixed-integer quadratic program (MIQP) that minimizes a cost…

Systems and Control · Electrical Eng. & Systems 2026-02-09 Milad Hasanzadeh , Amin Kargarian

Driving vehicles in complex scenarios under harsh conditions is the biggest challenge for autonomous vehicles (AVs). To address this issue, we propose hierarchical motion planning and robust control strategy using the front-active steering…

Robotics · Computer Science 2024-02-08 Hung Duy Nguyen , Minh Nhat Vu , Nguyen Ngoc Nam , Kyoungseok Han

This paper presents a framework for multi-agent navigation in structured but dynamic environments, integrating three key components: a shared semantic map encoding metric and semantic environmental knowledge, a claim policy for coordinating…

Robotics · Computer Science 2024-10-17 Koen de Vos , Elena Torta , Herman Bruyninckx , Cesar Lopez Martinez , Rene van de Molengraft

We study an agent's lifecycle portfolio choice problem with stochastic labor income, borrowing constraints and a finite retirement date. Similarly to arXiv:2002.00201, wages evolve in a path-dependent way, but the presence of a finite…

Optimization and Control · Mathematics 2024-02-27 Sara Biagini , Enrico Biffis , Fausto Gozzi , Margherita Zanella

We present a homotopic approach to solving challenging, optimization-based motion planning problems. The approach uses Homotopy Optimization, which, unlike standard continuation methods for solving homotopy problems, solves a sequence of…

Robotics · Computer Science 2024-08-23 Shayan Pardis , Matthew Chignoli , Sangbae Kim

The SOTA algorithms for addressing QDec-POMDP issues, QDec-FP and QDec-FPS, are unable to effectively tackle problems that involve different types of sensing agents. We propose a new algorithm that addresses this issue by requiring agents…

Artificial Intelligence · Computer Science 2024-09-02 Nitsan Soffair

Multi-agent navigation in unknown and cluttered environments has broad applications, yet remains fundamentally challenging. In particular, dense agent-agent and agent-obstacle reactive interactions can exacerbate the inherent competition…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Fenglan Wang , Xinguo Shu , Lei He , Lin Zhao

Algorithm selection and hyperparameter tuning are critical steps in both academic and applied machine learning. On the other hand, these steps are becoming ever increasingly delicate due to the extensive rise in the number, diversity, and…

Machine Learning · Computer Science 2023-09-15 Ahmad Esmaeili , Julia T. Rayz , Eric T. Matson

Multi-Agent Path Finding (MAPF) involves determining paths for multiple agents to travel simultaneously and collision-free through a shared area toward given goal locations. This problem is computationally complex, especially when dealing…

Artificial Intelligence · Computer Science 2026-03-02 Paul Friedrich , Yulun Zhang , Michael Curry , Ludwig Dierks , Stephen McAleer , Jiaoyang Li , Tuomas Sandholm , Sven Seuken

The Hopf formula for Hamilton-Jacobi reachability (HJR) analysis has been proposed to solve high-dimensional differential games, producing the set of initial states and corresponding controller required to reach (or avoid) a target despite…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Will Sharpless , Nikhil Shinde , Matthew Kim , Yat Tin Chow , Sylvia Herbert

This paper addresses planning and control of robot motion under uncertainty that is formulated as a continuous-time, continuous-space stochastic optimal control problem, by developing a topology-guided path integral control method. The path…

Robotics · Computer Science 2022-08-01 Jung-Su Ha , Soon-Seo Park , Han-Lim Choi

Free-space multi-agent path planning remains challenging at large scales. Most existing methods either offer optimality guarantees but do not scale beyond a few dozen agents, or rely on grid-world assumptions that do not generalize well to…

Robotics · Computer Science 2025-06-23 Arjo Chakravarty , Michael X. Grey , M. A. Viraj J. Muthugala , Mohan Rajesh Elara

Controllers with a diagonal-plus-low-rank structure constitute a scalable class of controllers for multi-agent systems. Previous research has shown that diagonal-plus-low-rank control laws appear as the optimal solution to a class of…

Systems and Control · Computer Science 2016-01-20 Daria Madjidian , Leonid Mirkin , Anders Rantzer

We describe a novel approach for computing collision-free \emph{global} trajectories for $p$ agents with specified initial and final configurations, based on an improved version of the alternating direction method of multipliers (ADMM).…

Artificial Intelligence · Computer Science 2013-11-19 Jose Bento , Nate Derbinsky , Javier Alonso-Mora , Jonathan Yedidia