Probabilistic Reachability and Invariance Computation of Stochastic Systems using Linear Programming
Niklas Schmid, John Lygeros · IFAC-PapersOnLine · 2023
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.