Probabilistic Reachability and Invariance Computation of Stochastic Systems using Linear Programming

Niklas Schmid; John Lygeros

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arXiv · 2211.07544

Probabilistic Reachability and Invariance Computation of Stochastic Systems using Linear Programming

Niklas Schmid·John Lygeros

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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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Niklas Schmid, John Lygeros. 2022-11-14. Probabilistic Reachability and Invariance Computation of Stochastic Systems using Linear Programming. https://arxiv.org/abs/2211.07544

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