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Probabilistic Reachability and Invariance Computation of Stochastic Systems using Linear Programming

Niklas Schmid,John Lygeros

IFAC PAPERSONLINE（2023）

Cited 0|Views15
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Abstract
We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach- avoid problems. We show how to efficiently compute these quantities using dynamic and linear programming.
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Key words
Stochastic Systems,Reachability Analysis,Linear Programming,Dynamic,Programming,Invariance,Viability,Safety,Optimal Control
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