English
Related papers

Related papers: Improved Hamilton-Jacobi Quantization for Nonholon…

200 papers

Hamilton-Jacobi (HJ) reachability analysis is an important formal verification method for guaranteeing performance and safety properties of dynamical systems; it has been applied to many small-scale systems in the past decade. Its…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Mo Chen , Sylvia Herbert , Claire J. Tomlin

James' effective Hamiltonian method has been extensively adopted to investigate largely detuned interacting quantum systems. This method is just corresponding to the second-order perturbation theory, and cannot be exploited to treat the…

Quantum Physics · Physics 2017-04-05 Wenjun Shao , Chunfeng Wu , Xun-Li Feng

This paper deals with junction conditions for Hamilton-Jacobi-Bellman (HJB) equations for finite horizon control problems on multi-domains. We consider two different cases where the final cost is continuous or lower semi-continuous. In the…

Optimization and Control · Mathematics 2017-07-21 Daria Ghilli , Zhiping Rao , Hasnaa Zidani

We consider the problem of time-optimal path planning for simple nonholonomic vehicles. In previous similar work, the vehicle has been simplified to a point mass and the obstacles have been stationary. Our formulation accounts for a…

Optimization and Control · Mathematics 2021-11-22 Christian Parkinson , Madeline Ceccia

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…

Computational Finance · Quantitative Finance 2011-02-17 Jan Hendrik Witte , Christoph Reisinger

This paper is devoted to discrete mechanical systems subject to external forces. We introduce a discrete version of systems with Rayleigh-type forces, obtain the equations of motion and characterize the equivalence for these systems.…

Mathematical Physics · Physics 2022-05-03 Manuel de León , Manuel Lainz , Asier López-Gordón

Non-holonomic mechanical systems can be described by a degenerate almost-Poisson structure (dropping the Jacobi identity) in the constrained space. If enough symmetries transversal to the constraints are present, the system reduces to a…

Mathematical Physics · Physics 2022-09-21 Pedro de M. Rios , Jair Koiller

In this paper, we present a generalization of a Hamilton--Jacobi theory to higher order implicit differential equations. We propose two different backgrounds to deal with higher order implicit Lagrangian theories: the Ostrogradsky approach…

Mathematical Physics · Physics 2020-02-19 O. Esen , M. de León , C. Sardón

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

We continue the study of the homogenization of coercive non-convex Hamilton-Jacobi equations in random media identifying two general classes of Hamiltonians with very distinct behavior. For the first class there is no homogenization in a…

Analysis of PDEs · Mathematics 2016-09-30 William M. Feldman , Panagiotis E. Souganidis

Dirac algorithm allows to construct Hamiltonian systems for singular systems, and so contributing to its successful quantization. A drawback of this method is that the resulting quantized theory does not have manifest Lorentz invariance.…

Mathematical Physics · Physics 2013-09-17 Hernán Cendra , Santiago Capriotti

A close relationship between the classical Hamilton-Jacobi theory and the kinematic reduction of control systems by decoupling vector fields is shown in this paper. The geometric interpretation of this relationship relies on new…

The BRST-anti-BRST covariant extension is suggested for the split involution quantization scheme for the second class constrained theories. The constraint algebra generating equations involve on equal footing a pair of BRST charges for…

High Energy Physics - Theory · Physics 2009-10-31 I. Yu. Karataeva , S. L. Lyakhovich

Stochastic optimal principle leads to the resolution of a partial differential equation (PDE), namely the Hamilton-Jacobi-Bellman (HJB) equation. In general, this equation cannot be solved analytically, thus numerical algorithms are the…

Numerical Analysis · Mathematics 2021-09-14 Christelle Dleuna Nyoumbi , Antoine Tambue

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

We study the periodic homogenization problem of state-constraint Hamilton--Jacobi equations on perforated domains in the convex setting and obtain the optimal convergence rate. We then consider a dilute situation in which the holes'…

Analysis of PDEs · Mathematics 2024-05-03 Yuxi Han , Wenjia Jing , Hiroyoshi Mitake , Hung V. Tran

This paper considers a class of uncertain linear quantum systems subject to uncertain perturbations in the system Hamiltonian. We present a method to design a coherent robust H-infinity controller so that the closed loop system is robustly…

Systems and Control · Computer Science 2015-09-10 Chengdi Xiang , Ian R. Petersen , Daoyi Dong

The Dirac-Bergmann algorithm for the Hamiltonian analysis of constrained systems is a nice and powerful tool, widely used for quantization and non-perturbative counting of degrees of freedom. However, certain aspects of its application to…

High Energy Physics - Theory · Physics 2026-02-09 Kirill Russkov

In this talk I discuss a recently developed "Unfolded Quantization Framework". It allows to introduce a Hamiltonian Second Quantization based on a Hopf algebra endowed with a coproduct satisfying, for the Hamiltonian, the physical…

High Energy Physics - Theory · Physics 2012-03-06 Francesco Toppan

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