Related papers: Ensemble based Closed-Loop Optimal Control using P…
We present a method for optimal coordination of multiple vehicle teams when multiple endpoint configurations are equally desirable, such as seen in the autonomous assembly of formation flight. The individual vehicles' positions in the…
In recent years, Neural Networks (NNs) have been employed to control nonlinear systems due to their potential capability in dealing with situations that might be difficult for conventional nonlinear control schemes. However, to the best of…
In this paper, we propose novel learning frameworks to tackle optimal control problems by applying the Pontryagin maximum principle and then solving for a Hamiltonian dynamical system. Applying the Pontryagin maximum principle to the…
Option contracts on two underlying assets within uncertain volatility models have their worst-case and best-case prices determined by a two-dimensional (2D) Hamilton-Jacobi-Bellman (HJB) partial differential equation (PDE) with…
This paper formalizes Hamiltonian-Informed Optimal Neural (Hion) controllers, a novel class of neural network-based controllers for dynamical systems and explicit non-linear model-predictive control. Hion controllers estimate future states…
In this paper, we first establish the dynamic programming principle for stochastic optimal control problems defined on compact Riemannian manifolds without boundary. Subsequently, we derive the associated Hamilton-Jacobi-Bellman (HJB)…
Synchronization control in networked dynamical systems requires regulating not only whether coherence is achieved, but also when and to what extent it emerges. We propose a physics-informed neural network (PINN) framework for…
We discuss nonlinear model predictive control (NMPC) for multi-body dynamics via physics-informed machine learning methods. Physics-informed neural networks (PINNs) are a promising tool to approximate (partial) differential equations. PINNs…
This paper introduces a new type of second order stochastic backward Hamilton-Jacobi-Bellman (HJB) equations for optimal stochastic control problems with a currently observable but non-predicable parameter process, in addition to the…
In this paper infinite horizon optimal control problems for nonlinear high-dimensional dynamical systems are studied. Nonlinear feedback laws can be computed via the value function characterized as the unique viscosity solution to the…
Physics-informed neural networks (PINNs) impose known physical laws into the learning of deep neural networks, making sure they respect the physics of the process while decreasing the demand of labeled data. For systems represented by…
We develop the dynamic programming approach for a family of infinite horizon boundary control problems with linear state equation and convex cost. We prove that the value function of the problem is the unique regular solution of the…
This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…
Autonomous ground vehicles (AGVs) must navigate safely in cluttered environments while accounting for complex dynamics and environmental uncertainty. Hamilton-Jacobi Reachability (HJR) offers formal safety guarantees through the computation…
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value…
Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…
We present a partial-differential-equation-based optimal path-planning framework for curvature constrained motion, with application to vehicles in 2- and 3-spatial-dimensions. This formulation relies on optimal control theory, dynamic…
We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton-Jacobi-Bellman (HJB) type associated to stochastic control problem, which is based on the Feynman-Kac representation in [12] by means of control…
In this paper, we propose a deep forward-backward stochastic differential equation (FBSDE) based control algorithm for locomotion tasks. We also include state constraints in the FBSDE formulation to impose stable walking solutions or other…
Optimal control of general nonlinear systems is a central challenge in automation. Enabled by powerful function approximators, data-driven approaches to control have recently successfully tackled challenging applications. However, such…