论文标题
使用线性编程对随机系统的概率可及性和不变性计算
Probabilistic Reachability and Invariance Computation of Stochastic Systems using Linear Programming
论文作者
论文摘要
我们考虑对离散时间,随机系统的安全评估。因此,我们讨论并将概率不变性与可及性问题以及避免问题联系起来。我们展示了如何使用动态和线性编程有效计算这些数量。
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.