Worst-Case Probability Bounds for Finite-Horizon Safety under Moment Uncertainty

Renato Loureiro; Torbjørn Cunis

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arXiv · 2608.20121

Worst-Case Probability Bounds for Finite-Horizon Safety under Moment Uncertainty

Renato Loureiro·Torbjørn Cunis

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Abstract

This paper addresses the problem of estimating upper bounds on the probability that a dynamical system will enter an undesirable region at some point within a finite time horizon. The primary source of uncertainty lies in the system's initial state, for which only a finite set of moments is known or within a prescribed interval. To tackle this problem, we formulate a measure-based program and propose its relaxation using the moment-sum-of-squares (moment-SOS) framework. The corresponding dual problem is introduced as a functional program, which is subsequently strengthened into a sum-of-squares (SOS) program. Notably, this dual formulation bears a structural resemblance to classical barrier function techniques for certifying system safety, with the key distinction that it yields a probabilistic certificate. The effectiveness of the proposed approach is demonstrated through multiple case studies, including a case involving an object in orbit.

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BibTeX RIS

Renato Loureiro, Torbjørn Cunis. 2026-08-20. Worst-Case Probability Bounds for Finite-Horizon Safety under Moment Uncertainty. https://arxiv.org/abs/2608.20121

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