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In this paper we propose a novel semi-definite programming approach that solves reach-avoid problems over open (i.e., not bounded a priori) time horizons for dynamical systems modeled by polynomial stochastic differential equations. The…

Optimization and Control · Mathematics 2023-12-22 Bai Xue , Naijun Zhan , Martin Fränzle

Digital control has become increasingly prevalent in modern systems, making continuous-time plants controlled by discrete-time (digital) controllers ubiquitous and crucial across industries, including aerospace, automotive, and…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Taoran Wu , Dejin Ren , Shuyuan Zhang , Lei Wang , Bai Xue

In this paper we propose sufficient conditions to synthesizing reach-avoid controllers for deterministic systems modelled by ordinary differential equations and stochastic systems modeled by stochastic differential equations based on the…

Systems and Control · Electrical Eng. & Systems 2023-03-01 Bai Xue

This paper studies finite-time safety and reach-avoid verification for stochastic discrete-time dynamical systems. The aim is to ascertain lower and upper bounds of the probability that, within a predefined finite-time horizon, a system…

Systems and Control · Electrical Eng. & Systems 2025-10-22 Bai Xue

Providing finite-time probabilistic safety and reach-avoid guarantees is crucial for safety-critical stochastic systems. Existing state-of-the-art barrier methods often rely on a restrictive boundedness assumption for auxiliary functions,…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Bai Xue , Luke Ong , Dominik Wagner , Peixin Wang

Reach-avoid analysis combines the construction of safety and specific progress guarantees, and is able to formalize many important engineering problems. In this paper we study the reach-avoid verification problem of systems modelled by…

Systems and Control · Electrical Eng. & Systems 2023-02-07 Bai Xue

This paper investigates necessary and sufficient barrier-like conditions for infinite-horizon safety and reach-avoid verification of stochastic discrete-time systems, derived via a relaxation of the Bellman equations. Unlike prior…

Systems and Control · Electrical Eng. & Systems 2026-01-06 Bai Xue

Reach-avoid analysis is fundamental to reasoning about the safety and goal-reaching behavior of dynamical systems, and serves as a foundation for specifying and verifying more complex control objectives. This paper introduces a reach-avoid…

Systems and Control · Electrical Eng. & Systems 2026-03-30 Rayan Mazouz , Luca Laurenti , Morteza Lahijanian

We consider finite horizon reach-avoid problems for discrete time stochastic systems. Our goal is to construct upper bound functions for the reach-avoid probability by means of tractable convex optimization problems. We achieve this by…

Optimization and Control · Mathematics 2015-06-11 Nikolaos Kariotoglou , Maryam Kamgarpour , Tyler H. Summers , John Lygeros

Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…

Optimization and Control · Mathematics 2020-12-01 Abraham P. Vinod , Meeko M. K. Oishi

This paper addresses the computation of controlled reach-avoid sets (CRASs) for discrete-time polynomial systems subject to control inputs. A CRAS is a set encompassing initial states from which there exist control inputs driving the system…

Systems and Control · Electrical Eng. & Systems 2025-06-10 Taoran Wu , Yiling Xue , Dejin Ren , Arvind Easwaran , Martin Fränzle , Bai Xue

In this paper, we address the real-time risk-bounded safety verification problem of continuous-time state trajectories of autonomous systems in the presence of uncertain time-varying nonlinear safety constraints. Risk is defined as the…

Robotics · Computer Science 2021-10-04 Ashkan Jasour , Weiqiao Han , Brian Williams

This article deals with stochastic processes endowed with the Markov (memoryless) property and evolving over general (uncountable) state spaces. The models further depend on a non-deterministic quantity in the form of a control input, which…

Systems and Control · Computer Science 2015-09-11 Sofie Haesaert , Robert Babuska , Alessandro Abate

We consider the maximal reach-avoid probability to a target in finite horizon for semi-Markov decision processes with time-varying obstacles. Since the variance of the obstacle set, the model \eqref{Model} is non-homogeneous. To overcome…

Probability · Mathematics 2025-05-06 Yanyun Li , Xianping Guo

In this paper we study reachability verification problems of stochastic discrete-time dynamical systems over the infinite time horizon. The reachability verification of interest in this paper is to certify specified lower and upper bounds…

Systems and Control · Electrical Eng. & Systems 2023-02-21 Bai Xue

Model-based reinforcement learning seeks to simultaneously learn the dynamics of an unknown stochastic environment and synthesise an optimal policy for acting in it. Ensuring the safety and robustness of sequential decisions made through a…

Machine Learning · Computer Science 2023-10-04 Matthew Wicker , Luca Laurenti , Andrea Patane , Nicola Paoletti , Alessandro Abate , Marta Kwiatkowska

In this article we approach a class of stochastic reachability problems with state constraints from an optimal control perspective. Preceding approaches to solving these reachability problems are either confined to the deterministic setting…

Optimization and Control · Mathematics 2017-11-27 Peyman Mohajerin Esfahani , Debasish Chatterjee , John Lygeros

Stability and safety are crucial in safety-critical control of dynamical systems. The reach-avoid-stay objectives for deterministic dynamical systems can be effectively handled by formal methods as well as Lyapunov methods with soundness…

Dynamical Systems · Mathematics 2022-06-03 Yiming Meng , Jun Liu

This letter proposes a novel sampled-data model predictive control framework for continuous control-affine nonlinear systems that provides rigorous reach-avoid and recursive feasibility guarantees under physical constraints. By propagating…

Optimization and Control · Mathematics 2026-04-07 Jianqiang Ding , Nishant Jayesh Bhave , Shankar A. Deka

We examine Lagrangian techniques for computing underapproximations of finite-time horizon, stochastic reach-avoid level-sets for discrete-time, nonlinear systems. We use the concept of reachability of a target tube in the control literature…

Systems and Control · Computer Science 2017-04-13 Joseph D. Gleason , Abraham P. Vinod , Meeko. M. K. Oishi
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