Saved in:
Bibliographic Details
Main Authors: Neustroev, Grigory, Giacobbe, Mirco, Lukina, Anna
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2412.17432
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866908509021405184
author Neustroev, Grigory
Giacobbe, Mirco
Lukina, Anna
author_facet Neustroev, Grigory
Giacobbe, Mirco
Lukina, Anna
contents We introduce for the first time a neural-certificate framework for continuous-time stochastic dynamical systems. Autonomous learning systems in the physical world demand continuous-time reasoning, yet existing learnable certificates for probabilistic verification assume discretization of the time continuum. Inspired by the success of training neural Lyapunov certificates for deterministic continuous-time systems and neural supermartingale certificates for stochastic discrete-time systems, we propose a framework that bridges the gap between continuous-time and probabilistic neural certification for dynamical systems under complex requirements. Our method combines machine learning and symbolic reasoning to produce formally certified bounds on the probabilities that a nonlinear system satisfies specifications of reachability, avoidance, and persistence. We present both the theoretical justification and the algorithmic implementation of our framework and showcase its efficacy on popular benchmarks.
format Preprint
id arxiv_https___arxiv_org_abs_2412_17432
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Neural Continuous-Time Supermartingale Certificates
Neustroev, Grigory
Giacobbe, Mirco
Lukina, Anna
Systems and Control
Artificial Intelligence
We introduce for the first time a neural-certificate framework for continuous-time stochastic dynamical systems. Autonomous learning systems in the physical world demand continuous-time reasoning, yet existing learnable certificates for probabilistic verification assume discretization of the time continuum. Inspired by the success of training neural Lyapunov certificates for deterministic continuous-time systems and neural supermartingale certificates for stochastic discrete-time systems, we propose a framework that bridges the gap between continuous-time and probabilistic neural certification for dynamical systems under complex requirements. Our method combines machine learning and symbolic reasoning to produce formally certified bounds on the probabilities that a nonlinear system satisfies specifications of reachability, avoidance, and persistence. We present both the theoretical justification and the algorithmic implementation of our framework and showcase its efficacy on popular benchmarks.
title Neural Continuous-Time Supermartingale Certificates
topic Systems and Control
Artificial Intelligence
url https://arxiv.org/abs/2412.17432