English

Quantitative Verification of Finite-Time Constrained Occupation Measures for Continuous-time Stochastic Systems

Systems and Control 2026-04-22 v1 Systems and Control

Abstract

This paper addresses the quantitative verification of finite-time constrained occupation time for stochastic continuous-time systems governed by stochastic differential equations (SDEs). Unlike classical reachability analysis, which focuses on single-event properties such as entering a target set, many autonomous tasks-including surveillance, wireless charging, and chemical mixing-require a system to accumulate a prescribed duration within a target region while strictly maintaining safety constraints. We propose a barrier-certificate framework to compute rigorous upper and lower bounds on the probability that such cumulative specifications are satisfied over a finite time horizon. By introducing a stopped process that freezes the system once it reaches the boundary of the safe set, we derive three classes of certificates: one for upper bounds and two for lower bounds. The proposed approaches are validated through numerical examples implemented using semidefinite programming.

Keywords

Cite

@article{arxiv.2604.19014,
  title  = {Quantitative Verification of Finite-Time Constrained Occupation Measures for Continuous-time Stochastic Systems},
  author = {Bai Xue and C. -H. Luke Ong},
  journal= {arXiv preprint arXiv:2604.19014},
  year   = {2026}
}