Finite-time Safety and Reach-avoid Verification of Stochastic Discrete-time Systems

This paper studies finite-time safety and reach-avoid verification for stochastic discrete-time dynamical systems. The aim is to ascertain lower and upper bounds of the probability that, within a predefined finite-time horizon, a system starting from an initial state in a safe set will either exit the safe set (safety verification) or reach a target set while remaining within the safe set until the first encounter with the target (reach-avoid verification). We introduce novel barrier-like sufficient conditions for characterizing these bounds, which either complement existing ones or fill gaps. Finally, we demonstrate the efficacy of these conditions on two examples.