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We examine the problem of two-point boundary optimal control of nonlinear systems over finite-horizon time periods with unknown model dynamics by employing reinforcement learning. We use techniques from singular perturbation theory to…

Optimization and Control · Mathematics 2023-06-12 Vasanth Reddy , Hoda Eldardiry , Almuatazbellah Boker

The paper considers the controller synthesis problem for general MIMO systems with unknown dynamics, aiming to fulfill the temporal reach-avoid-stay task, where the unsafe regions are time-dependent, and the target must be reached within a…

Systems and Control · Electrical Eng. & Systems 2025-09-15 Ratnangshu Das , Ahan Basu , Pushpak Jagtap

Recent literature has proposed approaches that learn control policies with high performance while maintaining safety guarantees. Synthesizing Hamilton-Jacobi (HJ) reachable sets has become an effective tool for verifying safety and…

Systems and Control · Electrical Eng. & Systems 2024-08-23 Milan Ganai , Sicun Gao , Sylvia Herbert

Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…

Optimization and Control · Mathematics 2020-12-01 Abraham P. Vinod , Meeko M. K. Oishi

Providing formal safety and performance guarantees for autonomous systems is becoming increasingly important. Hamilton-Jacobi (HJ) reachability analysis is a popular formal verification tool for providing these guarantees, since it can…

Robotics · Computer Science 2023-06-13 Albert Lin , Somil Bansal

We study the inverse problem, or inverse design problem, for a time-evolution Hamilton-Jacobi equation. More precisely, given a target function $u_T$ and a time horizon $T>0$, we aim to construct all the initial conditions for which the…

Analysis of PDEs · Mathematics 2020-03-17 Carlos Esteve , Enrique Zuazua

Providing finite-time probabilistic safety and reach-avoid guarantees is crucial for safety-critical stochastic systems. Existing state-of-the-art barrier methods often rely on a restrictive boundedness assumption for auxiliary functions,…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Bai Xue , Luke Ong , Dominik Wagner , Peixin Wang

We study stochastic minimum-cost reach-avoid reinforcement learning, where an agent must satisfy a reach-avoid specification with probability at least $p$ while minimizing expected cumulative costs in stochastic environments. Existing safe…

Machine Learning · Computer Science 2026-05-19 Jingduo Pan , Taoran Wu , Yiling Xue , Bai Xue

In this paper, we study an infinite horizon non-autonomous stochastic recursive differential game. To this end, we first establish well-posedness and stability results for BSDEs with a time-dependent discount factor and a possibly unbounded…

Optimization and Control · Mathematics 2026-05-14 Sheng Huang , Qingmeng Wei

Let a control system and a target be given on an open subset of an Euclidean space. The existence of a Control Lyapunov Function - namely a positive definite, semiconcave, solution of the Hamilton-Jacobi inequality corresponding to the…

Optimization and Control · Mathematics 2016-06-09 Anna Chiara Lai , Franco Rampazzo

We consider the maximal reach-avoid probability to a target in finite horizon for semi-Markov decision processes with time-varying obstacles. Since the variance of the obstacle set, the model \eqref{Model} is non-homogeneous. To overcome…

Probability · Mathematics 2025-05-06 Yanyun Li , Xianping Guo

In applications such as autonomous landing and navigation, it is often desirable to steer toward a target while retaining the ability to divert to at least $r$ (out of $p$) alternative sites if conditions change. In this work, we formalize…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Yana Lishkova , Pio Ong , Sander Tonkens , Sylvia Herbert , Aaron D. Ames

We give a full characterization of the range of the operator which associates, to any initial condition, the viscosity solution at time $T$ of a Hamilton-Jacobi equation with convex Hamiltonian. Our main motivation is to be able to treat…

Analysis of PDEs · Mathematics 2022-03-10 Carlos Esteve-Yagüe , Enrique Zuazua

We establish new results for path-dependent Hamilton-Jacobi equations with nonlinear monotone, and coercive operators on Hilbert space, which were initially studied in Bayraktar and Keller [J. Funct. Anal., 275 (8) (2018), pp. 2096-2161].…

Analysis of PDEs · Mathematics 2025-09-22 Erhan Bayraktar , Mikhail Gomoyunov , Christian Keller

A shortcoming of existing reachability approaches for nonlinear systems is the poor scalability with the number of continuous state variables. To mitigate this problem we present a simulation-based approach where we first sample a number of…

Systems and Control · Computer Science 2017-09-21 Murat Arcak , John Maidens

Hamilton-Jacobi (HJ) Reachability is widely used to compute value functions for states satisfying specific control objectives. However, it becomes intractable for high-dimensional problems due to the curse of dimensionality. Dimensionality…

Systems and Control · Electrical Eng. & Systems 2025-05-16 Chong He , Mugilan Mariappan , Keval Vora , Mo Chen

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

This study aims at characterizing a reachable set of a hybrid dynamical system with a lag constraint in the switch control. The setting does not consider any controllability assumptions and uses a level-set approach. The approach consists…

Optimization and Control · Mathematics 2012-09-28 Giovanni Granato , Hasnaa Zidani

In this paper, we explore a new class of stochastic control problems characterized by specific control constraints. Specifically, the admissible controls are subject to the ratcheting constraint, meaning they must be non-decreasing over…

Optimization and Control · Mathematics 2024-12-17 Mingxin Guo , Zuo Quan Xu

The aim of this work is to deal with a discontinuous Hamilton-Jacobi equation in the whole euclidian N-dimensional space, associated to a possibly unbounded optimal control problem. Here, the discontinuities are located on a hyperplane and…

Optimization and Control · Mathematics 2024-05-16 Emmanuel Chasseigne , Robson Carlos Reis , Silvia Sastre-Gomez