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相关论文: Unbounded-Time Safety Verification of Stochastic D…

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The problem of stopping stochastic gradient descent (SGD) in an online manner, based solely on the observed trajectory, is a challenging theoretical problem with significant consequences for applications. While SGD is routinely monitored as…

最优化与控制 · 数学 2026-02-24 Liviu Aolaritei , Michael I. Jordan

The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…

机器学习 · 计算机科学 2025-07-29 Yuhao Liu , Yu Chen , Rui Hu , Longbo Huang

In this paper, we compare several representative barrier-like conditions from the literature for infinite-horizon reach-avoid verification of stochastic discrete-time systems. Our comparison examines both their theoretical properties and…

系统与控制 · 电气工程与系统科学 2025-12-08 Zhipeng Cao , Peixin Wang , Luke Ong , Đorđe Žikelić , Dominik Wagner , Bai Xue

In this paper, we describe a novel approach for checking safety specifications of a dynamical system with exogenous inputs over infinite time horizon that is guaranteed to terminate in finite time with a conclusive answer. We introduce the…

最优化与控制 · 数学 2008-01-04 Amit Bhatia , Emilio Frazzoli

In this paper, we present a novel data-driven approach to quantify safety for non-linear, discrete-time stochastic systems with unknown noise distribution. We define safety as the probability that the system remains in a given region of the…

系统与控制 · 电气工程与系统科学 2024-10-10 Frederik Baymler Mathiesen , Licio Romao , Simeon C. Calvert , Luca Laurenti , Alessandro Abate

This paper presents a methodology for temporal logic verification of discrete-time stochastic systems. Our goal is to find a lower bound on the probability that a complex temporal property is satisfied by finite traces of the system.…

系统与控制 · 计算机科学 2019-11-22 Pushpak Jagtap , Sadegh Soudjani , Majid Zamani

In this paper, we investigate the problem of verifying the finite-time safety of continuous-time perturbed deterministic systems represented by ordinary differential equations in the presence of measurable disturbances. Given a finite-time…

系统与控制 · 电气工程与系统科学 2026-01-13 Yonghan Li , Chenyu Wu , Taoran Wu , Shijie Wang , Bai Xue

The paper presents a methodology for temporal logic verification of continuous-time switched stochastic systems. Our goal is to find the lower bound on the probability that a complex temporal property is satisfied over a finite time…

计算机科学中的逻辑 · 计算机科学 2021-09-28 Mahathi Anand , Pushpak Jagtap , Majid Zamani

We consider the problem of optimally stopping a general one-dimensional stochastic differential equation (SDE) with generalised drift over an infinite time horizon. First, we derive a complete characterisation of the solution to this…

概率论 · 数学 2019-09-26 Mihail Zervos , Neofytos Rodosthenous , Pui Chan Lon , Thomas Bernhardt

Stochastic dynamical systems have emerged as fundamental models across numerous application domains, providing powerful mathematical representations for capturing uncertain system behavior. In this paper, we address the problem of runtime…

系统与控制 · 电气工程与系统科学 2025-11-13 Shenghua Feng , Jie An , Fanjiang Xu

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…

系统与控制 · 电气工程与系统科学 2024-09-04 Saber Jafarpour , Zishun Liu , Yongxin Chen

This paper addresses the problem of risk-aware fixed-time stabilization of a class of uncertain, output-feedback nonlinear systems modeled via stochastic differential equations. First, novel classes of certificate functions, namely…

最优化与控制 · 数学 2024-04-01 Mitchell Black , Georgios Fainekos , Bardh Hoxha , Dimitra Panagou

In this paper we propose a novel semi-definite programming approach that solves reach-avoid problems over open (i.e., not bounded a priori) time horizons for dynamical systems modeled by polynomial stochastic differential equations. The…

最优化与控制 · 数学 2023-12-22 Bai Xue , Naijun Zhan , Martin Fränzle

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…

系统与控制 · 电气工程与系统科学 2025-08-01 Abolfazl Lavaei

We study the verification problem of stochastic systems under signal temporal logic (STL) specifications. We propose a novel approach that enables the verification of the probabilistic satisfaction of STL specifications for nonlinear…

计算机科学中的逻辑 · 计算机科学 2025-03-10 Liqian Ma , Zishun Liu , Hongzhe Yu , Yongxin Chen

In this paper, we consider supervisory control of stochastic discrete event systems (SDESs) under linear temporal logic specifications. Applying the bounded synthesis, we reduce the supervisor synthesis into a problem of satisfying a safety…

系统与控制 · 电气工程与系统科学 2022-04-12 Ryohei Oura , Toshimitsu Ushio , Ami Sakakibara

This work is concerned with the safety controller synthesis of stochastic hybrid systems, in which continuous evolutions are described by stochastic differential equations with both Brownian motions and Poisson processes, and instantaneous…

系统与控制 · 电气工程与系统科学 2022-08-09 Abolfazl Lavaei , Sadegh Soudjani , Emilio Frazzoli

This paper tackles the problem of generating safe exit controllers for continuous-time systems described by stochastic differential equations (SDEs). The primary aim is to develop controllers that maximize the lower bounds of the exit…

系统与控制 · 电气工程与系统科学 2023-10-10 Bai Xue

Accurate estimation of long-term risk is essential for the design and analysis of stochastic dynamical systems. Existing risk quantification methods typically rely on extensive datasets involving risk events observed over extended time…

机器学习 · 计算机科学 2025-10-09 Zhuoyuan Wang , Albert Chern , Yorie Nakahira

Control systems operating in the real world face countless sources of unpredictable uncertainties. These random disturbances can render deterministic guarantees inapplicable and cause catastrophic safety failures. To overcome this, this…

系统与控制 · 电气工程与系统科学 2026-02-10 Pol Mestres , Blake Werner , Ryan K. Cosner , Aaron D. Ames