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Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

Sapo is a C++ tool for the formal analysis of polynomial dynamical systems. Its main features are: 1) Reachability computation, i.e., the calculation of the set of states reachable from a set of initial conditions, and 2) Parameter…

Systems and Control · Computer Science 2016-07-11 Tommaso Dreossi

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

The operation of a system, such as a vehicle, communication network or automatic process, heavily depends on the correct operation of its components. A Stochastic Binary System (SBS) mathematically models the behavior of on-off systems,…

Discrete Mathematics · Computer Science 2020-11-05 Héctor Cancela , Gustavo Guerberoff , Franco Robledo , Pablo Romero

This paper is concerned with identifying linear system dynamics without the knowledge of individual system trajectories, but from the knowledge of the system's reachable sets observed at different times. Motivated by a scenario where the…

Systems and Control · Electrical Eng. & Systems 2023-09-11 Taha Shafa , Roy Dong , Melkior Ornik

We investigate the problem of synthesizing distributionally robust control policies for stochastic systems under safety and reach-avoid specifications. Using a game-theoretical framework, we consider the setting where the probability…

Systems and Control · Electrical Eng. & Systems 2025-11-04 Yu Chen , Yuda Li , Shaoyuan Li , Xiang Yin

When autonomous vehicles encounter untrained scenarios, ensuring safety hinges on effective safety verification to prevent accidents stemming from unexpected model decisions. Reachability analysis, a method of safety verification, offers…

Systems and Control · Electrical Eng. & Systems 2025-12-05 Lingxiang Fan , Linxuan He , Haoyuan Ji , Shuo Feng

We present a scalable underapproximation of the terminal hitting time stochastic reach-avoid probability at a given initial condition, for verification of high-dimensional stochastic LTI systems. While several approximation techniques have…

Systems and Control · Computer Science 2017-05-18 Abraham P. Vinod , Meeko M. K. Oishi

We propose a stochastic reachability computation framework for occupancy prediction in automated driving by directly solving the underlying transport partial differential equation governing the advection of the closed-loop joint density…

Optimization and Control · Mathematics 2020-11-04 Shadi Haddad , Abhishek Halder , Baljeet Singh

Fast and reliable state estimation and tracking are essential for real-time situation awareness in Cyber-Physical Systems (CPS) operating in tactical environments or complicated civilian environments. Traditional centralized solutions do…

Machine Learning · Computer Science 2024-09-17 Connor Mclaughlin , Matthew Ding , Deniz Erdogmus , Lili Su

Stochastic programming models can lead to very large-scale optimization problems for which it may be impossible to enumerate all possible scenarios. In such cases, one adopts a sampling-based solution methodology in which case the…

Optimization and Control · Mathematics 2024-05-20 Shuotao Diao , Suvrajeet Sen

Hamilton-Jacobi (HJ) reachability analysis is an important formal verification method for guaranteeing performance and safety properties of dynamical systems; it has been applied to many small-scale systems in the past decade. Its…

Systems and Control · Computer Science 2017-09-25 Somil Bansal , Mo Chen , Sylvia Herbert , Claire J. Tomlin

Statistical uncertainties complicate engineering design -- confounding regulated design approaches, and degrading the performance of reliability efforts. The simplest means to tackle this uncertainty is double loop simulation; a nested…

Methodology · Statistics 2018-11-02 Zachary del Rosario , Richard W. Fenrich , Gianluca Iaccarino

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

Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…

Optimization and Control · Mathematics 2022-04-08 Shukai Li , Sanjay Mehrotra

We investigate methods to provide safety assurances for autonomous agents that incorporate predictions of other, uncontrolled agents' behavior into their own trajectory planning. Given a learning-based forecasting model that predicts…

Systems and Control · Electrical Eng. & Systems 2023-12-14 Anish Muthali , Haotian Shen , Sampada Deglurkar , Michael H. Lim , Rebecca Roelofs , Aleksandra Faust , Claire Tomlin

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

The literature on reachability analysis methods for neural networks currently only focuses on uncertainties on the network's inputs. In this paper, we introduce two new approaches for the reachability analysis of neural networks with…

Systems and Control · Electrical Eng. & Systems 2023-03-15 Pierre-Jean Meyer

Generating overtaking trajectories in high-speed scenarios is typically addressed through hierarchical planning, which often suffers from local optima due to single initial solutions and low computational efficiency during numerical…

Robotics · Computer Science 2026-05-14 Wule Mao , Zhouheng Li , Entao Sun , Lei Xie , Hongye Su

One of the most important problems in hybrid systems is the {\em reachability problem}. The reachability problem has been shown to be undecidable even for a subclass of {\em linear} hybrid systems. In view of this, the main focus in the…

Logic in Computer Science · Computer Science 2009-09-29 D. Ravi , R. K. Shyamasundar
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