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Related papers: Underapproximation of Reach-Avoid Sets for Discret…

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In this paper, we present a stochastic augmented Lagrangian approach on (possibly infinite-dimensional) Riemannian manifolds to solve stochastic optimization problems with a finite number of deterministic constraints.We investigate the…

Optimization and Control · Mathematics 2025-04-01 Caroline Geiersbach , Tim Suchan , Kathrin Welker

We consider the verification of neural network policies for discrete-time stochastic systems with respect to reach-avoid specifications. We use a learner-verifier procedure that learns a certificate for the specification, represented as a…

Machine Learning · Computer Science 2025-07-21 Thom Badings , Wietze Koops , Sebastian Junges , Nils Jansen

We present the first review of methods to overapproximate the set of reachable states of linear time-invariant systems subject to uncertain initial states and input signals for short time horizons. These methods are fundamental to…

Numerical Analysis · Mathematics 2022-06-02 Marcelo Forets , Christian Schilling

Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…

Systems and Control · Electrical Eng. & Systems 2025-08-12 Alexandros E. Tzikas , Lukas Fiechtner , Arec Jamgochian , Mykel J. Kochenderfer

We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…

Optimization and Control · Mathematics 2009-09-28 Debasish Chatterjee , Eugenio Cinquemani , Giorgos Chaloulos , John Lygeros

We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…

Optimization and Control · Mathematics 2023-02-09 Alberto De Marchi , Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…

Optimization and Control · Mathematics 2023-05-31 Ilgee Hong , Sen Na , Michael W. Mahoney , Mladen Kolar

We study stochastic minimum-cost reach-avoid reinforcement learning, where an agent must satisfy a reach-avoid specification with probability at least $p$ while minimizing expected cumulative costs in stochastic environments. Existing safe…

Machine Learning · Computer Science 2026-05-19 Jingduo Pan , Taoran Wu , Yiling Xue , Bai Xue

Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…

Systems and Control · Electrical Eng. & Systems 2020-01-07 Mahmoud Salamati , Sadegh Soudjani , Rupak Majumdar

We propose a hybrid feedback control law that guarantees both safety and asymptotic stability for a class of Lagrangian systems in environments with obstacles. Rather than performing trajectory planning and implementing a…

Optimization and Control · Mathematics 2021-02-12 Fernando S. Barbosa , Lars Lindemann , Dimos V. Dimarogonas , Jana Tumova

The paper is devoted to introducing an approach to compute the approximate minimum time function of control problems which is based on reachable set approximation and uses arithmetic operations for convex compact sets. In particular, in…

Optimization and Control · Mathematics 2018-05-08 Robert Baier , Thuy T. T. Le

A novel robust nonlinear model predictive control strategy is proposed for systems with nonlinear dynamics and convex state and control constraints. Using a sequential convex approximation approach and a difference of convex functions…

Optimization and Control · Mathematics 2025-01-28 Yana Lishkova , Mark Cannon

We introduce LRT-NG, a set of techniques and an associated toolset that computes a reachtube (an over-approximation of the set of reachable states over a given time horizon) of a nonlinear dynamical system. LRT-NG significantly advances the…

Systems and Control · Electrical Eng. & Systems 2021-11-16 Sophie Gruenbacher , Jacek Cyranka , Mathias Lechner , Md. Ariful Islam , Scott A. Smolka , Radu Grosu

In this paper, we compare several representative barrier-like conditions from the literature for infinite-horizon reach-avoid verification of stochastic discrete-time systems. Our comparison examines both their theoretical properties and…

Systems and Control · Electrical Eng. & Systems 2025-12-08 Zhipeng Cao , Peixin Wang , Luke Ong , Đorđe Žikelić , Dominik Wagner , Bai Xue

Validating and controlling safety-critical systems in uncertain environments necessitates probabilistic reachable sets of future state evolutions. The existing methods of computing probabilistic reachable sets normally assume that…

Systems and Control · Electrical Eng. & Systems 2025-02-03 Xun Shen , Ye Wang , Kazumune Hashimoto , Yuhu Wu , Sebastien Gros

We propose a new numerical scheme for approximating level-sets of Lipschitz multivariate functions which is robust to stochastic noise. The algorithm's main feature is an adaptive grid-based stochastic approximation strategy which…

Numerical Analysis · Mathematics 2025-09-19 Matteo Croci , Abdul-Lateef Haji-Ali , Ian C. J. Powell

In this paper, we consider a geometric formalism for optimal control of underactuated mechanical systems. Our techniques are an adaptation of the classical Skinner and Rusk approach for the case of Lagrangian dynamics with higher-order…

Mathematical Physics · Physics 2015-05-14 L. Colombo , D. Martin de Diego , M. Zuccalli

Forward reachability analysis is the predominant approach for verifying reach-avoid properties in neural feedback systems (dynamical systems controlled by neural networks). This dominance stems from the limited scalability of existing…

Artificial Intelligence · Computer Science 2026-01-14 Samuel I. Akinwande , Sydney M. Katz , Mykel J. Kochenderfer , Clark Barrett

In this paper, the problem of full state approximation by model reduction is studied for stochastic and bilinear systems. Our proposed approach relies on identifying the dominant subspaces based on the reachability Gramian of a system. Once…

Numerical Analysis · Mathematics 2021-02-16 Martin Redmann , Igor Pontes Duff

This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…

Optimization and Control · Mathematics 2024-11-25 Juan Liu , Nan-Jing Huang , Xian-Jun Long , Xue-song Li