2021 60th IEEE Conference on Decision and Control (CDC) 2021
DOI: 10.1109/cdc45484.2021.9683555
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Reach-Avoid Analysis for Delay Differential Equations

Abstract: 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 reach-avoid problem in this paper is a probabilistic guarantee: we approximate from the inner a p-reach-avoid set, i.e., the set of initial states guaranteeing with probability larger than p that the system eventually enters a given target set while remaining inside a specified… Show more

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Cited by 1 publication
(2 citation statements)
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References 37 publications
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“…In this work we extend the aforementioned exponential and asymptotic control guidance-barrier functions for deterministic systems to stochastic systems for synthesizing reach-avoid controllers such that the system enters a target set eventually while staying inside a specified safe set before the first target hitting time in probability. Among these two extensions, the asymptotic control guidance-barrier function is constructed based on guidance-barrier functions in [37], which was developed to inner-approximating reach-avoid sets for stochastic systems.…”
Section: Related Workmentioning
confidence: 99%
See 1 more Smart Citation
“…In this work we extend the aforementioned exponential and asymptotic control guidance-barrier functions for deterministic systems to stochastic systems for synthesizing reach-avoid controllers such that the system enters a target set eventually while staying inside a specified safe set before the first target hitting time in probability. Among these two extensions, the asymptotic control guidance-barrier function is constructed based on guidance-barrier functions in [37], which was developed to inner-approximating reach-avoid sets for stochastic systems.…”
Section: Related Workmentioning
confidence: 99%
“…The conclusion can be assured by following arguments in Theorem 5 with small modifications. Assume that x 0 ∈ C. According to Lemma 1 in [37],…”
Section: The Proof Of Propositionmentioning
confidence: 99%