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Maximum entropy reinforcement learning (RL) methods have been successfully applied to a range of challenging sequential decision-making and control tasks. However, most of existing techniques are designed for discrete-time systems. As a…

Optimization and Control · Mathematics 2020-09-29 Jeongho Kim , Insoon Yang

This is our first paper on the extension of our recent work on the Lax-Oleinik commutators and its applications to the intrinsic approach of propagation of singularities of the viscosity solutions of Hamilton-Jacobi equations. We…

Analysis of PDEs · Mathematics 2024-02-07 Wei Cheng , Jiahui Hong , Tianqi Shi

In the present article, we study the numerical approximation of a system of Hamilton-Jacobi and transport equations arising in geometrical optics. We consider a semi-Lagrangian scheme. We prove the well posedness of the discrete problem and…

Analysis of PDEs · Mathematics 2011-10-20 Yves Achdou , Fabio Camilli , Lucilla Corrias

We study the periodic homogenization of convex Hamilton-Jacobi equations on perforated domains with Dirichlet boundary conditions. By analyzing the optimal control representation of the solutions and the properties of the metric function…

Analysis of PDEs · Mathematics 2025-11-03 Yuxi Han , Son Tu

Optimal transport (OT) aims to find a map $T$ that transports mass from one probability measure to another while minimizing a cost function. Recently, neural OT solvers have gained popularity in high dimensional biological applications such…

Machine Learning · Computer Science 2025-05-20 Peter Chen , Yue Xie , Qingpeng Zhang

This paper studies Hamilton-Jacobi equations of evolution type defined in a general metric space. We give a notion of a solution through optimal principles and establish a unique existence theorem of the solution for initial value problems.…

Analysis of PDEs · Mathematics 2014-07-30 Atsushi Nakayasu

Ensuring the safety of autonomous systems under uncertainty is a critical challenge. Hamilton-Jacobi reachability (HJR) analysis is a widely used method for guaranteeing safety under worst-case disturbances. In this work, we propose HJRNO,…

Robotics · Computer Science 2025-06-09 Yankai Li , Mo Chen

We consider an optimal control on networks in the spirit of the works of Achdou et al. (2013) and Imbert et al. (2013). The main new feature is that there are entry (or exit) costs at the edges of the network leading to a possible…

Optimization and Control · Mathematics 2018-01-30 Manh-Khang Dao

This paper introduces a novel methodology that leverages the Hamilton-Jacobi solution to enhance non-linear model predictive control (MPC) in scenarios affected by navigational uncertainty. Using Hamilton-Jacobi-Theoretic approach, a…

Optimization and Control · Mathematics 2025-04-01 Amit Jain , Roshan T. Eapen , Puneet Singla

Optimal transport (OT) is a framework that can be used to guide the optimal allocation of a limited amount of resources. The classical OT paradigm does not consider malicious attacks in its formulation and thus the designed transport plan…

Systems and Control · Electrical Eng. & Systems 2021-06-15 Jason Hughes , Juntao Chen

Presented is a method to compute certain classes of Hamilton-Jacobi equations that result from optimal control and trajectory generation problems with time delays. Many robotic control and trajectory problems have limited information of the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Matthew R. Kirchner

The optimal transport (OT) problem aims to find the most efficient mapping between two probability distributions under a given cost function, and has diverse applications in many fields such as machine learning, computer vision and computer…

Computer Vision and Pattern Recognition · Computer Science 2025-11-04 Yan Bin Ng , Xianfeng Gu

We unify Hamilton-Jacobi (HJ) reachability and Reinforcement Learning (RL) through a proposed running cost formulation. We prove that the resultant travel-cost value function is the unique bounded viscosity solution of a time-dependent…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Prashant Solanki , Isabelle El-Hajj , Jasper van Beers , Erik-Jan van Kampen , Coen de Visser

Presented is a method for efficient computation of the Hamilton-Jacobi (HJ) equation for time-optimal control problems using the generalized Hopf formula. Typically, numerical methods to solve the HJ equation rely on a discrete grid of the…

Systems and Control · Computer Science 2019-10-22 Matthew R. Kirchner , Gary Hewer , Jerome Darbon , Stanley Osher

The aim of this paper is twofold. - In the setting of RCD(K,$\infty$) metric measure spaces, we derive uniform gradient and Laplacian contraction estimates along solutions of the viscous approximation of the Hamilton--Jacobi equation. We…

Probability · Mathematics 2024-09-16 Nicola Gigli , Luca Tamanini , Dario Trevisan

In this paper, we introduce a neural network-based method to address the high-dimensional dynamic unbalanced optimal transport (UOT) problem. Dynamic UOT focuses on the optimal transportation between two densities with unequal total mass,…

Optimization and Control · Mathematics 2024-09-23 Wei Wan , Jiangong Pan , Yuejin Zhang , Chenglong Bao , Zuoqiang Shi

We present a numeric method to compute the safe operating flight conditions for a helicopter such that we can ensure a safe landing in the event of a partial or total engine failure. The unsafe operating region is the complement of the…

Robotics · Computer Science 2021-04-21 Matthew R. Kirchner , Eddie Ball , Jacques Hoffler , Don Gaublomme

We consider the problem of optimizing the trajectory of an Unmanned Aerial Vehicle (UAV). Assuming a traffic intensity map of users to be served, the UAV must travel from a given initial location to a final position within a given duration…

Optimization and Control · Mathematics 2021-02-05 Marceau Coupechoux , Jérôme Darbon , Jean-Marc Kélif , Marc Sigelle

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

Computing optimal transport (OT) for general high-dimensional data has been a long-standing challenge. Despite much progress, most of the efforts including neural network methods have been focused on the static formulation of the OT…

Machine Learning · Statistics 2025-03-12 Chen Xu , Xiuyuan Cheng , Yao Xie