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We propose a novel formulation for approximating reachable sets through a minimum discounted reward optimal control problem. The formulation yields a continuous solution that can be obtained by solving a Hamilton-Jacobi equation.…

Optimization and Control · Mathematics 2018-09-05 Anayo K. Akametalu , Shromona Ghosh , Jaime F. Fisac , Claire J. Tomlin

In this paper, we study the existence and uniqueness of viscosity solutions to a kind of Hamilton-Jacobi-Bellman (HJB) equations combined with algebra equations. This HJB equation is related to a stochastic optimal control problem for which…

Optimization and Control · Mathematics 2019-06-19 Mingshang Hu , Shaolin Ji , Xiaole Xue

In this paper, we introduce Hamilton-Jacobi-Bellman (HJB) equations for Q-functions in continuous time optimal control problems with Lipschitz continuous controls. The standard Q-function used in reinforcement learning is shown to be the…

Optimization and Control · Mathematics 2020-05-05 Jeongho Kim , Insoon Yang

This study focuses on reachability problems in differential games. An improved level set method for computing reachable tubes is proposed in this paper. The reachable tube is described as a sublevel set of a value function, which is the…

Systems and Control · Electrical Eng. & Systems 2022-05-18 Wei Liao , Taotao Liang , Pengwen Xiong , Chen Wang , Aiguo Song , Peter X. Liu

We consider the problem of overbounding and underbounding both the backward and forward reachable set for a given polynomial vector field, nonlinear in both state and input, with a given semialgebriac set of initial conditions and with…

Optimization and Control · Mathematics 2021-02-18 Morgan Jones , Matthew M. Peet

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

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

Hamilton-Jacobi (HJ) reachability analysis is a fundamental tool for the safety verification and control synthesis of nonlinear control systems. Classical HJ reachability analysis methods compute value functions over grids which discretize…

Systems and Control · Electrical Eng. & Systems 2026-03-31 Ihab Tabbara , Eliya Badr , Hussein Sibai

This paper investigates the problem of maintaining the safe operation of Waste-to-Energy (WtE) systems under operational constraints and uncertain waste inflows. We model this as a robust viability problem, formulated as a zero-sum…

Optimization and Control · Mathematics 2026-04-02 Achraf Bouhmady , Othman Cherkaoui Dekkaki

Hamilton-Jacobi (HJ) reachability analysis has been developed over the past decades into a widely-applicable tool for determining goal satisfaction and safety verification in nonlinear systems. While HJ reachability can be formulated very…

Robotics · Computer Science 2020-03-13 Vicenc Rubies-Royo , David Fridovich-Keil , Sylvia Herbert , Claire J. Tomlin

This note lays part of the theoretical ground for a definition of differential systems modeling reinforcement learning in continuous time non-Markovian rough environments. Specifically we focus on optimal relaxed control of rough equations…

Optimization and Control · Mathematics 2024-02-29 Prakash Chakraborty , Harsha Honnappa , Samy Tindel

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

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

Hamilton-Jacobi reachability (HJR) is an exciting framework used for control of safety-critical systems with nonlinear and possibly uncertain dynamics. However, HJR suffers from the curse of dimensionality, with computation times growing…

Systems and Control · Electrical Eng. & Systems 2025-03-19 Dylan Hirsch , Sylvia Herbert

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

We consider a singular control problem with regime switching that arises in problems of optimal investment decisions of cash-constrained firms. The value function is proved to be the unique viscosity solution of the associated…

Computational Finance · Quantitative Finance 2016-10-07 Erwan Pierre , Stéphane Villeneuve , Xavier Warin

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

Contact-rich robotic systems, such as legged robots and manipulators, are often represented as hybrid systems. However, the stability analysis and region-of-attraction computation for these systems are often challenging because of the…

Robotics · Computer Science 2022-02-10 Jason J. Choi , Ayush Agrawal , Koushil Sreenath , Claire J. Tomlin , Somil Bansal

Autonomous spacecraft docking requires control policies that simultaneously ensure collision avoidance and target reachability under coupled, high-dimensional translational-rotational dynamics. Hamilton-Jacobi (HJ) reachability provides…

Robotics · Computer Science 2026-05-05 Santiago Thorup , Luca Castelletto , Zeyuan Feng , Somil Bansal

The Bellman equation and its continuous-time counterpart, the Hamilton-Jacobi-Bellman (HJB) equation, serve as necessary conditions for optimality in reinforcement learning and optimal control. While the value function is known to be the…

Machine Learning · Computer Science 2025-03-07 Haoxiang You , Lekan Molu , Ian Abraham