Quantitative Verification of Finite-Time Constrained Occupation Measures for Continuous-time Stochastic Systems
Bai Xue, C. -H. Luke Ong
- 发表年份
- 2026
- 访问权限
- 开放获取
摘要
This paper addresses the quantitative verification of finite-time constrained occupation time for stochastic continuous-time systems governed by stochastic differential equations (SDEs). Unlike classical reachability analysis, which focuses on single-event properties such as entering a target set, many autonomous tasks-including surveillance, wireless charging, and chemical mixing-require a system to accumulate a prescribed duration within a target region while strictly maintaining safety constraints. We propose a barrier-certificate framework to compute rigorous upper and lower bounds on the probability that such cumulative specifications are satisfied over a finite time horizon. By introducing a stopped process that freezes the system once it reaches the boundary of the safe set, we derive three classes of certificates: one for upper bounds and two for lower bounds. The proposed approaches are validated through numerical examples implemented using semidefinite programming.
关键词
相关论文
Statistical Learning Theory
Yuhai Wu, Vladimir Vapnik
1999
Fractional Differential Equations
Igor Podlubný
2025
Applied Nonlinear Control
Jean-Jacques Slotine, Weiping Li
1991
Genetic Programming: On the Programming of Computers by Means of Natural Selection
John R. Koza
1992