Related papers: Probabilistic Reachability and Invariance Computat…
We consider the decidability of state-to-state reachability in linear time-invariant control systems over discrete time. We analyse this problem with respect to the allowable control sets, which in general are assumed to be defined by…
This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…
This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…
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…
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…
Uncertainty propagation in non-linear dynamical systems has become a key problem in various fields including control theory and machine learning. In this work we focus on discrete-time non-linear stochastic dynamical systems. We present a…
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…
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…
This paper addresses the design of safety certificates for stochastic systems, with a focus on ensuring long-term safety through fast real-time control. In stochastic environments, set invariance-based methods that restrict the probability…
In this paper, we study networks of positive linear systems subject to time-invariant and random uncertainties. We present linear matrix inequalities for checking the stability of the whole network around the origin with prescribed…
This paper deals with the problem of point-to-point reachability in multi-linear systems. These systems consist of a partition of the Euclidean space into a finite number of regions and a constant derivative assigned to each region in the…
A risk-aware decision-making problem can be formulated as a chance-constrained linear program in probability measure space. Chance-constrained linear program in probability measure space is intractable, and no numerical method exists to…
Investigate the stochastic dynamic non-linear system with the Wiener and the Poisson perturbations. For such systems we construct the program control with probability one, which allows this system to move on the given trajectory. In this…
Reachability analysis is a popular method to give safety guarantees for stochastic cyber-physical systems (SCPSs) that takes in a symbolic description of the system dynamics and uses set-propagation methods to compute an overapproximation…
A constant-rate multi-mode system is a hybrid system that can switch freely among a finite set of modes, and whose dynamics is specified by a finite number of real-valued variables with mode-dependent constant rates. We introduce and study…
The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…
The problem of computing the reachable set for a given system is a quintessential question in nonlinear control theory. While previous work has yielded a plethora of approximate and analytical methods for determining such a set, these…
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…
Designing provably safe control is a core problem in trustworthy autonomy. However, most prior work in this regard assumes either that the system dynamics are known or deterministic, or that the state and action space are finite,…
A shortcoming of existing reachability approaches for nonlinear systems is the poor scalability with the number of continuous state variables. To mitigate this problem we present a simulation-based approach where we first sample a number of…