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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

This paper proposes a mechanism to fine-tune convex approximations of probabilistic reachable sets (PRS) of uncertain dynamic systems. We consider the case of unbounded uncertainties, for which it may be impossible to find a bounded…

Robotics · Computer Science 2024-02-06 Pengcheng Wu , Sonia Martinez , Jun Chen

Accurately modeling and verifying the correct operation of systems interacting in dynamic environments is challenging. By leveraging parametric uncertainty within the model description, one can relax the requirement to describe exactly the…

Optimization and Control · Mathematics 2016-04-05 Patrick Holmes , Shreyas Kousik , Shankar Mohan , Ram Vasudevan

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

The probabilistic reachability problems of nondeterministic systems are studied. Based on the existing studies, the definition of probabilistic reachable sets is generalized by taking into account time-varying target set and obstacle. A…

Systems and Control · Electrical Eng. & Systems 2021-08-10 Wei Liao , Taotao Liang , Xiaohui Wei , Qiaozhi Yin

To verify the correct operation of systems, engineers need to determine the set of configurations of a dynamical model that are able to safely reach a specified configuration under a control law. Unfortunately, constructing models for…

Optimization and Control · Mathematics 2016-01-07 Shankar Mohan , Victor Shia , Ram Vasudevan

We study the set of solutions to a parameterized, strongly convex optimization problem whose cost depends on uncertain, bounded parameters. We compute a certified outer approximation of the corresponding set of optimizers, using convergence…

Optimization and Control · Mathematics 2026-05-01 Brendan Gould , Chih-Yuan Chiu , Antoine P. Leeman , Kyriakos G. Vamvoudakis , Samuel Coogan , Glen Chou

Validating and controlling safety-critical systems in uncertain environments necessitates probabilistic reachable sets of future state evolutions. The existing methods of computing probabilistic reachable sets normally assume that…

Systems and Control · Electrical Eng. & Systems 2025-02-03 Xun Shen , Ye Wang , Kazumune Hashimoto , Yuhu Wu , Sebastien Gros

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…

Optimization and Control · Mathematics 2019-06-06 Victor Magron , Pierre-Loic Garoche , Didier Henrion , Xavier Thirioux

In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…

Systems and Control · Electrical Eng. & Systems 2026-05-20 Felix Brändle , Nicolas Chatzikiriakos , Andrea Iannelli , Frank Allgöwer

We study the convex hulls of reachable sets of nonlinear systems with bounded disturbances and uncertain initial conditions. Reachable sets play a critical role in control, but remain notoriously challenging to compute, and existing…

Optimization and Control · Mathematics 2026-04-16 Thomas Lew , Riccardo Bonalli , Marco Pavone

We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…

Systems and Control · Electrical Eng. & Systems 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

Reachability analysis is at the core of many applications, from neural network verification, to safe trajectory planning of uncertain systems. However, this problem is notoriously challenging, and current approaches tend to be either too…

Systems and Control · Electrical Eng. & Systems 2020-11-10 Thomas Lew , Marco Pavone

Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the stochastic reachability problem, which maximizes the probability that the state remains within…

Optimization and Control · Mathematics 2020-12-01 Abraham P. Vinod , Meeko M. K. Oishi

We consider the problem of computing reachable sets directly from noisy data without a given system model. Several reachability algorithms are presented for different types of systems generating the data. First, an algorithm for computing…

Systems and Control · Electrical Eng. & Systems 2023-03-14 Amr Alanwar , Anne Koch , Frank Allgöwer , Karl Henrik Johansson

This paper addresses a fundamental challenge in data-driven reachability analysis: accurately representing and propagating non-convex reachable sets. We propose a novel approach using constrained polynomial zonotopes to describe reachable…

Systems and Control · Electrical Eng. & Systems 2025-12-23 Zhen Zhang , M. Umar B. Niazi , Michelle S. Chong , Karl H. Johansson , Amr Alanwar

In this paper we propose a stochastic model predictive control (MPC) algorithm for linear discrete-time systems affected by possibly unbounded additive disturbances and subject to probabilistic constraints. Constraints are treated in…

Systems and Control · Computer Science 2019-02-15 Lukas Hewing , Melanie N. Zeilinger

We introduce a framework for the control of discrete-time switched stochastic systems with uncertain distributions. In particular, we consider stochastic dynamics with additive noise whose distribution lies in an ambiguity set of…

Systems and Control · Electrical Eng. & Systems 2024-05-21 Ibon Gracia , Dimitris Boskos , Morteza Lahijanian , Luca Laurenti , Manuel Mazo

Data-driven reachability analysis enables safety verification when first-principles models are unavailable. This requires constructing sets of system models consistent with measured trajectories and noise assumptions. Existing approaches…

Systems and Control · Electrical Eng. & Systems 2026-04-07 Peng Xie , Zhen Zhang , Rolf Findeisen , Amr Alanwar
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