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In this note, we demonstrate that a locally semiconvex viscosity supersolution to a possibly degenerate fully nonlinear elliptic Hamilton-Jacobi-Bellman (HJB) equation is differentiable along the directions spanned by the range of the…

Optimization and Control · Mathematics 2025-01-28 Salvatore Federico , Giorgio Ferrari , Mauro Rosestolato

This paper presents a new methodology to craft navigation functions for nonlinear systems with stochastic uncertainty. The method relies on the transformation of the Hamilton-Jacobi-Bellman (HJB) equation into a linear partial differential…

Robotics · Computer Science 2014-09-23 Matanya B. Horowitz , Joel W. Burdick

We mathematically analyze and numerically study an actor-critic machine learning algorithm for solving high-dimensional Hamilton-Jacobi-Bellman (HJB) partial differential equations from stochastic control theory. The architecture of the…

Optimization and Control · Mathematics 2026-05-20 Samuel N. Cohen , Jackson Hebner , Deqing Jiang , Justin Sirignano

In this article, we provide a numerical method based on fitted finite volume method to approximate the Hamilton-Jacobi-Bellman (HJB) equation coming from stochastic optimal control problems. The computational challenge is due to the nature…

Numerical Analysis · Mathematics 2020-02-21 Christelle Dleuna Nyoumbi , Antoine Tambue

In this paper we study a class of stochastic control problems in which the control of the jump size is essential. Such a model is a generalized version for various applied problems ranging from optimal reinsurance selections for general…

Probability · Mathematics 2008-04-04 Rainer Buckdahn , Jin Ma , Catherine Rainer

This paper is concerned with stochastic impulse control problems in which the running cost changes depending on the impulse control. Because of such a dependence, it brings several difficulties when the usual dynamic programming principle…

Optimization and Control · Mathematics 2025-11-11 Yuchen Cao , Jiongmin Yong

This paper develops a framework for establishing the existence of solutions to the equilibrium Hamilton-Jacobi-Bellman (EHJB) equation arising in time-inconsistent stochastic control problems. The time-inconsistency in our setting arises…

Optimization and Control · Mathematics 2026-04-07 Zhenhua Wang , Xiang Yu , Jingjie Zhang , Zhou Zhou

We upper- and lower-bound the optimal precision with which one can estimate an unknown Hamiltonian parameter via measurements of Gibbs thermal states with a known temperature. The bounds depend on the uncertainty in the Hamiltonian term…

This paper presents the optimal control and synchronization problem of a multilevel network of R\"ossler chaotic oscillators. Using the Hamilton-Jacobi-Bellman (HJB) technique, the optimal control law with three-state variables feedback is…

Optimization and Control · Mathematics 2022-10-18 Thierry Njougouo , Victor Camargo , Patrick Louodop , Fernando F Ferreira , Pierre K. Talla , Hilda A. Cerdeira

Given a closed, bounded convex set $\mathcal{W}\subset{\mathbb {R}}^d$ with nonempty interior, we consider a control problem in which the state process $W$ and the control process $U$ satisfy \[W_t= w_0+\int_0^t\vartheta(W_s)…

Probability · Mathematics 2007-11-06 Rami Atar , Amarjit Budhiraja , Ruth J. Williams

We present a new formulation for the computation of solutions of a class of Hamilton Jacobi Bellman (HJB) equations on closed smooth surfaces of co-dimension one. For the class of equations considered in this paper, the viscosity solution…

Numerical Analysis · Mathematics 2020-08-06 Lindsay Martin , Richard Tsai

This paper investigates the convergence properties of the upwind difference scheme for the Hamilton--Jacobi--Bellman (HJB) equation, a central partial differential equation in optimal control theory. First, assuming the existence of a…

Numerical Analysis · Mathematics 2026-02-05 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

This paper establishes the existence and uniqueness of mild solutions to stationary Hamilton-Jacobi-Bellman (HJB) equations associated with infinite-horizon stochastic optimal control problems in separable Hilbert spaces. Our framework…

Optimization and Control · Mathematics 2026-05-08 Gabriele Bolli , Fabian Fuchs

This paper investigates the optimal control problems for the finite-horizon continuous-time Markov decision processes with delay-dependent control policies. We develop compactification methods in decision processes, and show that the…

Probability · Mathematics 2023-07-06 Zhong-Wei Liao , Jinghai Shao

This paper develops a comparison theorem for viscosity solutions of a new class of Hamilton-Jacobi-Bellman (HJB) equations, which is used to solve the separated problem governed by the K-S equation in the Wasserstein space. A distinctive…

Analysis of PDEs · Mathematics 2025-03-05 Hexiang Wan , Jie Xiong

In this paper, we consider the problem of controlling a diffusion process pertaining to an opioid epidemic dynamical model with random perturbation so as to prevent it from leaving a given bounded open domain. Here, we assume that the…

Optimization and Control · Mathematics 2018-06-26 Getachew K. Befekadu , Quanyan Zhu

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

Following the recent resurgence in establishing linear control theoretic benchmarks for reinforcement leaning (RL)-based policy optimization (PO) for complex dynamical systems with continuous state and action spaces, an optimal control…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Leilei Cui , Lekan Molu

We study the Hamilton-Jacobi equation for undiscounted exit time control problems with general nonnegative Lagrangians using the dynamic programming approach. We prove theorems characterizing the value function as the unique…

Optimization and Control · Mathematics 2007-05-23 Michael Malisoff

The evaluation of the path-integral representation for stochastic processes in the weak-noise limit shows that these systems are governed by a set of equations which are those of a classical dynamics. We show that, even when the noise is…

Condensed Matter · Physics 2009-10-22 S. J. B. Einchcomb , A. J. McKane
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