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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…

Systems and Control · Electrical Eng. & Systems 2023-04-17 Niklas Schmid , John Lygeros

This paper develops a hierarchical games-in-games control architecture for hybrid stochastic systems governed by regime-switching jump-diffusions. We model the interplay between continuous state dynamics and discrete mode transitions as a…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Yunian Pan , Quanyan Zhu

We study the convex hulls of reachable sets of nonlinear systems with bounded disturbances and uncertain initial conditions. Reachable sets play a critical role in control, but remain notoriously challenging to compute, and existing…

Optimization and Control · Mathematics 2026-04-16 Thomas Lew , Riccardo Bonalli , Marco Pavone

We propose a method to efficiently compute the forward stochastic reach (FSR) set and its probability measure for nonlinear systems with an affine disturbance input, that is stochastic and bounded. This method is applicable to systems with…

Systems and Control · Computer Science 2016-10-12 Baisravan HomChaudhuri , Abraham P. Vinod , Meeko M. K. Oishi

This paper poses a theoretical characterization of the stochastic reachability problem in terms of probability measures, capturing the probability measure of the state of the system that satisfies the reachability specification for all…

Optimization and Control · Mathematics 2024-12-13 Karthik Sivaramakrishnan , Vignesh Sivaramakrishnan , Rosalyn Alex Devonport , Meeko M. K. Oishi

In this paper a novel computational technique for finite discrete approximation of continuous dynamical systems suitable for a significant class of biochemical dynamical systems is introduced. The method is parameterized in order to affect…

Systems and Control · Computer Science 2011-08-01 Lubos Brim , Jana Fabrikova , Sven Drazan , David Safranek

We present ProbReach, a tool for verifying probabilistic reachability for stochastic hybrid systems, i.e., computing the probability that the system reaches an unsafe region of the state space. In particular, ProbReach will compute an…

Logic in Computer Science · Computer Science 2015-03-06 Fedor Shmarov , Paolo Zuliani

In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…

Optimization and Control · Mathematics 2021-08-03 Carsten Hartmann , Lara Neureither , Markus Strehlau

We treat infinite horizon optimal control problems by solving the associated stationary Hamilton-Jacobi-Bellman (HJB) equation numerically to compute the value function and an optimal feedback law. The dynamical systems under consideration…

Optimization and Control · Mathematics 2021-05-19 Mathias Oster , Leon Sallandt , Reinhold Schneider

There has been an increasing interest in using neural networks in closed-loop control systems to improve performance and reduce computational costs for on-line implementation. However, providing safety and stability guarantees for these…

Systems and Control · Electrical Eng. & Systems 2020-04-20 Haimin Hu , Mahyar Fazlyab , Manfred Morari , George J. Pappas

In this article, we consider the infinite-horizon reach-avoid (RA) and stabilize-avoid (SA) zero-sum game problems for general nonlinear continuous-time systems, where the goal is to find the set of states that can be controlled to reach or…

Optimization and Control · Mathematics 2026-05-20 Boyang Li , Zheng Gong , Sylvia Herbert

Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Thomas Lew , Marco Pavone

In this work, we propose a new framework for reachable set computation through continuous evolution of a set of parameters and offsets which define a parametope, through the intersection of constraints. This results in a dynamical approach…

Optimization and Control · Mathematics 2025-09-16 Akash Harapanahalli , Samuel Coogan

Reachability analysis is a critical tool for the formal verification of dynamical systems and the synthesis of controllers for them. Due to their computational complexity, many reachability analysis methods are restricted to systems with…

Systems and Control · Electrical Eng. & Systems 2020-07-14 Alex Devonport , Mahmoud Khaled , Murat Arcak , Majid Zamani

In the scope of discrete finite-state models of interacting components, we present a novel algorithm for identifying sets of local states of components whose activity is necessary for the reachability of a given local state. If all the…

Systems and Control · Computer Science 2013-07-15 Loïc Paulevé , Geoffroy Andrieux , Heinz Koeppl

We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

Many problems in quantum information theory can be formulated as optimizations over the sequential outcomes of dynamical systems subject to unpredictable external influences. Such problems include many-body entanglement detection through…

Quantum Physics · Physics 2024-06-07 Mirjam Weilenmann , Costantino Budroni , Miguel Navascues

The rarely used Hamilton-Jacobi equation has been utilized as an elegant way to find the trajectories of mechanical systems and to derive symplectic maps. Further, the exact solution in kick approximation of Hamilton's equations of motion…

Accelerator Physics · Physics 2026-01-21 Stephan I. Tzenov

This paper proposes a mechanism to fine-tune convex approximations of probabilistic reachable sets (PRS) of uncertain dynamic systems. We consider the case of unbounded uncertainties, for which it may be impossible to find a bounded…

Robotics · Computer Science 2024-02-06 Pengcheng Wu , Sonia Martinez , Jun Chen

Safety is a primary concern when applying reinforcement learning to real-world control tasks, especially in the presence of external disturbances. However, existing safe reinforcement learning algorithms rarely account for external…

Machine Learning · Computer Science 2023-10-12 Zeyang Li , Chuxiong Hu , Shengbo Eben Li , Jia Cheng , Yunan Wang
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