We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach-avoid problems. We show how to efficiently compute these quantities using dynamic and linear programming.
@article{arxiv.2211.07544,
title = {Probabilistic Reachability and Invariance Computation of Stochastic Systems using Linear Programming},
author = {Niklas Schmid and John Lygeros},
journal= {arXiv preprint arXiv:2211.07544},
year = {2023}
}