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We propose a physics-informed neural networks (PINNs) framework to solve the infinite-horizon optimal control problem of nonlinear systems. In particular, since PINNs are generally able to solve a class of partial differential equations…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Filippos Fotiadis , Kyriakos G. Vamvoudakis

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…

Optimization and Control · Mathematics 2025-06-23 Zhe Jiao , Wantao Jia , Weiqiu Zhu

The purpose of this paper is to describe the numerical solution of the Hamilton-Jacobi-Bellman (HJB) for an optimal control problem for quantum spin systems. This HJB equation is a first order nonlinear partial differential equation defined…

Quantum Physics · Physics 2011-10-05 Srinivas Sridharan , Matthew R. James

Designing optimal controllers for nonlinear dynamical systems often relies on reinforcement learning and adaptive dynamic programming (ADP) to approximate solutions of the Hamilton Jacobi Bellman (HJB) equation. However, these methods…

Optimization and Control · Mathematics 2025-11-27 Akash Vyas , Shreyas Kumar , Jayant Kumar Mohanta , Ravi Prakash

We propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. Customized activation functions for the output layers of the NN are applied, which…

Optimization and Control · Mathematics 2023-06-21 Marc Chen , Mohammad Shirazi , Peter A. Forsyth , Yuying Li

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

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

Computing optimal feedback controls for nonlinear systems generally requires solving Hamilton-Jacobi-Bellman (HJB) equations, which are notoriously difficult when the state dimension is large. Existing strategies for high-dimensional…

Optimization and Control · Mathematics 2021-04-09 Tenavi Nakamura-Zimmerer , Qi Gong , Wei Kang

We propose a physics-informed neural network policy iteration (PINN-PI) framework for solving stochastic optimal control problems governed by second-order Hamilton--Jacobi--Bellman (HJB) equations. At each iteration, a neural network is…

Machine Learning · Computer Science 2025-08-05 Yeongjong Kim , Yeoneung Kim , Minseok Kim , Namkyeong Cho

Physics-informed neural solvers offer a promising route to model-based reinforcement learning in continuous time, where optimal feedback synthesis is governed by Hamilton--Jacobi--Bellman (HJB) equations. Practical implementations often…

Machine Learning · Computer Science 2026-05-11 Minseok Kim , Yeongjong Kim , Namkyeong Cho , Yeoneung Kim

For an infinite-horizon control problem, the optimal control can be represented by the stable manifold of the characteristic Hamiltonian system of Hamilton-Jacobi-Bellman (HJB) equation in a semiglobal domain. In this paper, we first…

Optimization and Control · Mathematics 2024-05-14 Guoyuan Chen

An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…

Optimization and Control · Mathematics 2017-12-29 Hongwei Mei , Jiongmin Yong

This paper presents a learning-based optimal control framework for safety-critical systems with parametric uncertainties, addressing both time-triggered and self-triggered controller implementations. First, we develop a robust control…

Systems and Control · Electrical Eng. & Systems 2025-07-31 Zhanglin Shangguan , Bo Yang , Qi Li , Wei Xiao , Xingping Guan

This paper proposes an actor-critic algorithm for controlling the temperature of a battery pack using a cooling fluid. This is modeled by a coupled 1D partial differential equation (PDE) with a controlled advection term that determines the…

Machine Learning · Computer Science 2023-05-19 Amartya Mukherjee , Jun Liu

A fundamental problem in science and engineering is designing optimal control policies that steer a given system towards a desired outcome. This work proposes Control Physics-Informed Neural Networks (Control PINNs) that simultaneously…

Machine Learning · Computer Science 2022-08-22 Jostein Barry-Straume , Arash Sarshar , Andrey A. Popov , Adrian Sandu

This work proposes an optimal safe controller minimizing an infinite horizon cost functional subject to control barrier functions (CBFs) safety conditions. The constrained optimal control problem is reformulated as a minimization problem of…

Systems and Control · Electrical Eng. & Systems 2022-02-03 Hassan Almubarak , Evangelos A. Theodorou , Nader Sadegh

This paper addresses integrated design of engineering systems, where physical structure of the plant and controller design are optimized simultaneously. To cope with uncertainties due to noises acting on the dynamics and modeling errors, an…

Systems and Control · Electrical Eng. & Systems 2024-09-06 Kenjiro Nishimura , Hikaru Hoshino , Eiko Furutani

This paper introduces the Hamilton-Jacobi-Bellman Proximal Policy Optimization (HJBPPO) algorithm into reinforcement learning. The Hamilton-Jacobi-Bellman (HJB) equation is used in control theory to evaluate the optimality of the value…

Machine Learning · Computer Science 2023-02-02 Amartya Mukherjee , Jun Liu

We propose a neural network approach that yields approximate solutions for high-dimensional optimal control problems and demonstrate its effectiveness using examples from multi-agent path finding. Our approach yields controls in a feedback…

Optimization and Control · Mathematics 2022-06-29 Derek Onken , Levon Nurbekyan , Xingjian Li , Samy Wu Fung , Stanley Osher , Lars Ruthotto

This paper introduces a reinforcement learning-based tracking control approach for a class of nonlinear systems using neural networks. In this approach, adversarial attacks were considered both in the actuator and on the outputs. This…

Systems and Control · Electrical Eng. & Systems 2022-09-20 Farshad Rahimi , Sepideh Ziaei
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