Numerical methods for stochastic control problems in continuous time
Numerical methods for stochastic control problems in continuous time
A level set formulation for the solution of the Dirichlet problem for Hamilton-Jacobi equations
SIAM Journal on Mathematical Analysis
Ergodic Control of Switching Diffusions
SIAM Journal on Control and Optimization
Decision and Control in Uncertain Resource Systems
Decision and Control in Uncertain Resource Systems
Optimal Control Using Bisimulations: Implementation
HSCC '01 Proceedings of the 4th International Workshop on Hybrid Systems: Computation and Control
Ordered Upwind Methods for Static Hamilton--Jacobi Equations: Theory and Algorithms
SIAM Journal on Numerical Analysis
The Flexible, Extensible and Efficient Toolbox of Level Set Methods
Journal of Scientific Computing
Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
Automatica (Journal of IFAC)
Computational approaches to reachability analysis of stochastic hybrid systems
HSCC'07 Proceedings of the 10th international conference on Hybrid systems: computation and control
LQR-trees: Feedback Motion Planning via Sums-of-Squares Verification
International Journal of Robotics Research
Proceedings of the 14th international conference on Hybrid systems: computation and control
Approximate reachability computation for polynomial systems
HSCC'06 Proceedings of the 9th international conference on Hybrid Systems: computation and control
Computational methods for reachability analysis of stochastic hybrid systems
HSCC'06 Proceedings of the 9th international conference on Hybrid Systems: computation and control
Computation platform for automatic analysis of embedded software systems using model based approach
ATVA'05 Proceedings of the Third international conference on Automated Technology for Verification and Analysis
LICS '12 Proceedings of the 2012 27th Annual IEEE/ACM Symposium on Logic in Computer Science
Online motion planning for multi-robot interaction using composable reachable sets
Robot Soccer World Cup XV
Hi-index | 0.00 |
Hamilton-Jacobi partial differential equations have many applications in the analysis of nondeterministic continuous and hybrid systems. Unfortunately, analytic solutions are seldom available and numerical approximation requires a great deal of programming infrastructure. In this paper we describe the first publicly available toolbox for approximating the solution of such equations, and discuss three examples of how these equations can be used in system analysis: cost to go, stochastic differential games, and stochastic hybrid systems. For each example we briefly summarize the relevant theory, describe the toolbox implementation, and provide results.