Related papers: Probabilistic Reachability Analysis of Stochastic …
In many human-in-the-loop robotic applications such as robot-assisted surgery and remote teleoperation, predicting the intended motion of the human operator may be useful for successful implementation of shared control, guidance virtual…
Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…
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…
In this paper, we consider the classic stochastic (dynamic) knapsack problem, a fundamental mathematical model in revenue management, with general time-varying random demand. Our main goal is to study the optimal policies, which can be…
Devising optimal interventions for constraining stochastic systems is a challenging endeavour that has to confront the interplay between randomness and nonlinearity. Existing methods for identifying the necessary dynamical adjustments…
This paper studies the set of terminal state covariances that are reachable over a finite time horizon from a given initial state covariance for a linear stochastic system with additive noise. For discrete-time systems, a complete…
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…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
This work presents a method of efficiently computing inner and outer approximations of forward reachable sets for nonlinear control systems with changed dynamics and diminished control authority, given an a priori computed reachable set for…
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…
Hybrid dynamical systems with nonlinear dynamics are one of the most general modeling tools for representing robotic systems, especially contact-rich systems. However, providing guarantees regarding the safety or performance of nonlinear…
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…
A probabilistic framework is proposed for the optimization of efficient switched control strategies for physical systems dominated by stochastic excitation. In this framework, the equation for the state trajectory is replaced with an…
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…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
In this paper, we present an analytical approach for the synthesis of ellipsoidal probabilistic reachable sets of saturated systems subject to unbounded additive noise. Using convex optimization methods, we compute a contraction factor of…
Controllers for dynamical systems that operate in safety-critical settings must account for stochastic disturbances. Such disturbances are often modeled as process noise in a dynamical system, and common assumptions are that the underlying…
In this paper, a novel computational technique for finite discrete approximation of continuous dynamical systems suitable for a significant class of biochemical dynamical systems is introduced. The method is parameterized in order to affect…
In this work, we present a novel Koopman spectrum-based reachability verification method for nonlinear systems. Contrary to conventional methods that focus on characterizing all potential states of a dynamical system over a presupposed time…
Reachability analysis, in general, is a fundamental method that supports formally-correct synthesis, robust model predictive control, set-based observers, fault detection, invariant computation, and conformance checking, to name but a few.…