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This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…

Systems and Control · Computer Science 2015-04-21 Jie Fu , Ufuk Topcu

In this paper we propose novel optimization-based methods for verifying reach-avoid (or, eventuality) properties of continuous-time systems modelled by ordinary differential equations. Given a system, an initial set, a safe set and a target…

Optimization and Control · Mathematics 2022-08-18 Bai Xue , Naijun Zhan , Martin Fränzle , Ji Wang , Wanwei Liu

We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…

Optimization and Control · Mathematics 2019-06-06 Victor Magron , Pierre-Loic Garoche , Didier Henrion , Xavier Thirioux

Traditional reachability methods provide formal guarantees of safety under bounded disturbances. However, they strictly enforce state constraints as inviolable, which can result in overly conservative or infeasible solutions in complex…

Systems and Control · Electrical Eng. & Systems 2025-10-30 Chams Eddine Mballo , Donggun Lee , Claire J. Tomlin

We consider the problem of system identification of partially observed linear time-invariant (LTI) systems. Given input-output data, we provide non-asymptotic guarantees for identifying the system parameters under general heavy-tailed noise…

Systems and Control · Electrical Eng. & Systems 2025-04-28 Vinay Kanakeri , Aritra Mitra

An important mathematical tool in the analysis of dynamical systems is the approximation of the reach set, i.e., the set of states reachable after a given time from a given initial state. This set is difficult to compute for complex systems…

Machine Learning · Computer Science 2023-09-19 Abdelmouaiz Tebjou , Goran Frehse , Faïcel Chamroukhi

Autonomous systems like aircraft and assistive robots often operate in scenarios where guaranteeing safety is critical. Methods like Hamilton-Jacobi reachability can provide guaranteed safe sets and controllers for such systems. However,…

Model predictive control solves a constrained optimization problem online in order to compute an implicit closed-loop control policy. Recursive feasibility -- guaranteeing that the optimal control problem will have a solution at every time…

Optimization and Control · Mathematics 2024-10-16 Jacob W. Knaup , Panagiotis Tsiotras

Transient stability assessment of power systems needs to account for increased risk from uncertainties due to the integration of renewables and distributed generators. The uncertain operating condition of the power grid hinders reliable…

Dynamical Systems · Mathematics 2017-05-04 Dongchan Lee , Konstantin Turitsyn

This manuscript presents an innovative framework for constructing barrier functions to bound reachability probabilities for continuous-time stochastic systems described by stochastic differential equations (SDEs). The reachability…

Systems and Control · Electrical Eng. & Systems 2025-12-09 Bai Xue

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…

Optimization and Control · Mathematics 2019-04-03 Andreas Ernst , Lars Grüne , Janosch Rieger

This paper provides a non-asymptotic analysis of linear stochastic approximation (LSA) algorithms with fixed stepsize. This family of methods arises in many machine learning tasks and is used to obtain approximate solutions of a linear…

Machine Learning · Statistics 2021-06-03 Alain Durmus , Eric Moulines , Alexey Naumov , Sergey Samsonov , Kevin Scaman , Hoi-To Wai

Many relevant problems in the area of systems and control, such as controller synthesis, observer design and model reduction, can be viewed as optimization problems involving dynamical systems: for instance, maximizing performance in the…

Optimization and Control · Mathematics 2023-11-15 Pascal Den Boef , Jos Maubach , Wil Schilders , Nathan van de Wouw

In real world applications, uncertain parameters are the rule rather than the exception. We present a reachability algorithm for linear systems with uncertain parameters and inputs using set propagation of polynomial zonotopes. In contrast…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Yushen Huang , Ertai Luo , Stanley Bak , Yifan Sun

For given system dynamics, observer structure, and observer-based fault/attack detection procedure, we provide mathematical tools -- in terms of Linear Matrix Inequalities (LMIs) -- for computing outer ellipsoidal bounds on the set of…

Systems and Control · Computer Science 2017-10-20 Carlos Murguia , Justin Ruths

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

This work presents a method of efficiently computing inner and outer approximations of forward reachable sets for nonlinear control systems with changed dynamics and diminished control authority, given an a priori computed reachable set for…

Optimization and Control · Mathematics 2022-03-22 Hamza El-Kebir , Ani Pirosmanishvili , Melkior Ornik

Reachable sets for a dynamical system describe collections of system states that can be reached in finite time, subject to system dynamics. They can be used to guarantee goal satisfaction in controller design or to verify that unsafe…

Optimization and Control · Mathematics 2025-02-25 Vincent Liu , Chris Manzie , Peter M. Dower

Dynamic Programming suffers from the curse of dimensionality due to large state and action spaces, a challenge further compounded by uncertainties in the environment. To mitigate these issue, we explore an off-policy based Temporal…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Ali Forootani , Raffaele Iervolino , Massimo Tipaldi , Mohammad Khosravi

Recently, randomized algorithms for low-rank approximation of quaternion matrices have received increasing attention. However, for large-scale problems, existing quaternion orthonormalizations are inefficient, leading to slow rangefinders.…

Numerical Analysis · Mathematics 2024-06-19 Chao Chang , Yuning Yang