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Related papers: Data-Driven Reachability Analysis of Stochastic Dy…

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We present ProbReach, a tool for verifying probabilistic reachability for stochastic hybrid systems, i.e., computing the probability that the system reaches an unsafe region of the state space. In particular, ProbReach will compute an…

Logic in Computer Science · Computer Science 2015-03-06 Fedor Shmarov , Paolo Zuliani

We consider a multi-period stochastic control problem where the multivariate driving stochastic factor of the system has known marginal distributions but uncertain dependence structure. To solve the problem, we propose to implement the…

Optimization and Control · Mathematics 2022-09-13 Erhan Bayraktar , Tao Chen

Data-driven predictive control based on the fundamental lemma by Willems et al. is frequently considered for deterministic LTI systems subject to measurement noise. However, little has been done on data-driven stochastic control. In this…

Systems and Control · Electrical Eng. & Systems 2023-08-04 Guanru Pan , Ruchuan Ou , Timm Faulwasser

State density distribution, in contrast to worst-case reachability, can be leveraged for safety-related problems to better quantify the likelihood of the risk for potentially hazardous situations. In this work, we propose a data-driven…

Artificial Intelligence · Computer Science 2021-09-15 Yue Meng , Dawei Sun , Zeng Qiu , Md Tawhid Bin Waez , Chuchu Fan

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

We present SOCKS, a data-driven stochastic optimal control toolbox based in kernel methods. SOCKS is a collection of data-driven algorithms that compute approximate solutions to stochastic optimal control problems with arbitrary cost and…

Machine Learning · Computer Science 2022-03-15 Adam J. Thorpe , Meeko M. K. Oishi

Motivation: Models of discrete concurrent systems often lead to huge and complex state transition graphs that represent their dynamics. This makes difficult to analyse dynamical properties. In particular, for logical models of biological…

Discrete Mathematics · Computer Science 2014-11-14 Nuno D. Mendes , Pedro T. Monteiro , Jorge Carneiro , Elisabeth Remy , Claudine Chaouiya

We propose a scalable method for forward stochastic reachability analysis for uncontrolled linear systems with affine disturbance. Our method uses Fourier transforms to efficiently compute the forward stochastic reach probability measure…

Systems and Control · Computer Science 2017-02-14 Abraham P. Vinod , Baisravan Homchaudhuri , Meeko M. K. Oishi

Formal verification of robotic tasks requires a simple yet conformant model of the used robot. We present the first work on generating reachset conformant models for robotic contact tasks considering hybrid (mixed continuous and discrete)…

Robotics · Computer Science 2024-10-15 Chencheng Tang , Matthias Althoff

Reachable set computation is an important tool for analyzing control systems. Simulating a control system can show general trends, but a formal tool like reachability analysis can provide guarantees of correctness. Reachability analysis for…

Systems and Control · Electrical Eng. & Systems 2025-05-07 Chelsea Sidrane , Jana Tumova

The main objective of this article is to develop a matrix pencil approach for the study of the controllability and reachability of a class of linear singular discrete time systems. The description equation of a practical system may be…

Optimization and Control · Mathematics 2014-06-06 Charalambos P. Kontzalis , Grigoris Kalogeropoulos

The governing equations of stochastic dynamical systems often become cost-prohibitive for numerical simulation at large scales. Surrogate models of the governing equations, learned from data of the high-fidelity system, are routinely used…

Methodology · Statistics 2026-03-24 Joanna Zou , Han Cheng Lie , Youssef Marzouk

Stability enforcement remains a challenge in data-driven control paradigms, where no parametrised model of the system is available. For instance, the system's instabilities can be estimated in order to enforce a closed-loop stability…

Systems and Control · Electrical Eng. & Systems 2020-12-14 Basile Bouteau , Pauline Kergus , Pierre Vuillemin

In this paper a constructive method to determine and compute probabilistic reachable and invariant sets for linear discrete-time systems, excited by a stochastic disturbance, is presented. The samples of the disturbance signal are not…

Systems and Control · Electrical Eng. & Systems 2020-04-16 Mirko Fiacchini , Teodoro Alamo

The requirement for identifying accurate system representations has not only been a challenge to fulfill, but it has compromised the scalability of formal methods, as the resulting models are often too complex for effective decision making…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Oliver Schön , Sofie Haesaert , Sadegh Soudjani

This work establishes a crucial step toward advancing data-driven trajectory-based methods for stochastic systems with unknown mathematical dynamics. In contrast to scenario-based approaches that rely on independent and identically…

Systems and Control · Electrical Eng. & Systems 2025-08-01 Abolfazl Lavaei

We consider the control design of stochastic discrete-time linear multi-agent systems (MASs) under a global signal temporal logic (STL) specification to be satisfied at a predefined probability. By decomposing the dynamics into…

Systems and Control · Electrical Eng. & Systems 2024-09-17 Eleftherios E. Vlahakis , Lars Lindemann , Pantelis Sopasakis , Dimos V. Dimarogonas

In this paper, we propose a data-driven approach to formally verify the safety of (potentially) unknown discrete-time continuous-space stochastic systems. The proposed framework is based on a notion of barrier certificates together with…

Systems and Control · Electrical Eng. & Systems 2021-12-24 Ali Salamati , Abolfazl Lavaei , Sadegh Soudjani , Majid Zamani

Deploying autonomous systems in safety critical settings necessitates methods to verify their safety properties. This is challenging because real-world systems may be subject to disturbances that affect their performance, but are unknown a…

Systems and Control · Electrical Eng. & Systems 2024-02-15 Nicholas Rober , Karan Mahesh , Tyler M. Paine , Max L. Greene , Steven Lee , Sildomar T. Monteiro , Michael R. Benjamin , Jonathan P. How

In recent years, computational power and data availability breakthroughs have revolutionized our ability to analyze complex physical systems through the inverse problem approach. Data-driven techniques like system identification and machine…

Systems and Control · Electrical Eng. & Systems 2026-05-04 Sriram Narayanan , Mohamed Naveed Gul Mohamed , Ishan Paranjape , Indranil Nayak , Suman Chakravorty , Mrinal Kumar
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