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Related papers: Reach-Avoid Analysis for Polynomial Stochastic Dif…

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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

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

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

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

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

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

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

Optimization and Control · Mathematics 2020-05-29 Rohit Kannan , James Luedtke

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 develop an algorithm for computing bounded reachability probability for hybrid systems, i.e., the probability that the system reaches an unsafe region within a finite number of discrete transitions. In particular, we focus on hybrid…

Logic in Computer Science · Computer Science 2015-05-13 Fedor Shmarov , Paolo Zuliani

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

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

Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…

Optimization and Control · Mathematics 2014-04-24 Kendra Lesser , Meeko Oishi

In this paper we study the reachability problem for discrete-time nonlinear stochastic systems. Our goal is to present a unified framework for calculating the probabilistic reachable set of discrete-time systems in the presence of both…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Zishun Liu , Saber Jafarpour , Yongxin Chen

We approximate the backward reachable set of discrete-time autonomous polynomial systems using the recently developed occupation measure approach. We formulate the problem as an infinite-dimensional linear programming (LP) problem on…

Systems and Control · Computer Science 2018-07-27 Weiqiao Han , Russ Tedrake

This paper presents a method to approximately solve stochastic optimal control problems in which the cost function and the system dynamics are polynomial. For stochastic systems with polynomial dynamics, the moments of the state can be…

Optimization and Control · Mathematics 2017-02-24 Andrew Lamperski , Khem Raj Ghusinga , Abhyudai Singh

In Bayesian probabilistic programming, a central problem is to estimate the normalised posterior distribution (NPD) of a probabilistic program with conditioning via score (a.k.a. observe) statements. Most previous approaches address this…

Programming Languages · Computer Science 2024-08-02 Peixin Wang , Tengshun Yang , Hongfei Fu , Guanyan Li , C. -H. Luke Ong

The maximization of reach-avoid probabilities for stochastic systems is a central topic in the control literature. Yet, the available methods are either restricted to low-dimensional systems or suffer from conservative approximations. To…

Optimization and Control · Mathematics 2026-01-26 Niklas Schmid , Jaeyoun Choi , Oswin So , Chuchu Fan

A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint set over a given time horizon. In this paper, we leverage…

This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…

Optimization and Control · Mathematics 2018-02-02 Khem Raj Ghusinga , Andrew Lamperski , Abhyudai Singh