Maximizing Reach-Avoid Probabilities for Linear Stochastic Systems via Control Architectures

Fuente: arXiv
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Main Authors: Schmid, Niklas, Choi, Jaeyoun, So, Oswin, Fan, Chuchu
Format: Preprint
Published: 2026
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author Schmid, Niklas
Choi, Jaeyoun
So, Oswin
Fan, Chuchu
author_facet Schmid, Niklas
Choi, Jaeyoun
So, Oswin
Fan, Chuchu
contents The maximization of reach-avoid probabilities for stochastic systems is a central topic in the control literature. Yet, the available methods are either restricted to low-dimensional systems or suffer from conservative approximations. To address these limitations, we propose control architectures that combine the flexibility of Markov Decision Processes with the scalability of Model Predictive Controllers. The Model Predictive Controller tracks reference signals while remaining agnostic to the stochasticity and reach-avoid objective. Instead, the reach-avoid probability is maximized by optimally updating the controller's reference online. To achieve this, the closed-loop system, consisting of the system and Model Predictive Controller, is abstracted as a Markov Decision Process in which a new reference can be chosen at every time-step. A feedback policy generating optimal references is then computed via Dynamic Programming. If the state space of the system is continuous, the Dynamic Programming algorithm must be executed on a finite system approximation. Modifications to the Model Predictive Controller enable a computationally efficient robustification of the Dynamic Programming algorithm to approximation errors, preserving bounds on the achieved reach-avoid probability. The approach is validated on a perturbed 12D quadcopter model in cluttered reach-avoid environments proving its flexibility and scalability.
format Preprint
id arxiv_https___arxiv_org_abs_2601_16290
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Maximizing Reach-Avoid Probabilities for Linear Stochastic Systems via Control Architectures
Schmid, Niklas
Choi, Jaeyoun
So, Oswin
Fan, Chuchu
Optimization and Control
Systems and Control
The maximization of reach-avoid probabilities for stochastic systems is a central topic in the control literature. Yet, the available methods are either restricted to low-dimensional systems or suffer from conservative approximations. To address these limitations, we propose control architectures that combine the flexibility of Markov Decision Processes with the scalability of Model Predictive Controllers. The Model Predictive Controller tracks reference signals while remaining agnostic to the stochasticity and reach-avoid objective. Instead, the reach-avoid probability is maximized by optimally updating the controller's reference online. To achieve this, the closed-loop system, consisting of the system and Model Predictive Controller, is abstracted as a Markov Decision Process in which a new reference can be chosen at every time-step. A feedback policy generating optimal references is then computed via Dynamic Programming. If the state space of the system is continuous, the Dynamic Programming algorithm must be executed on a finite system approximation. Modifications to the Model Predictive Controller enable a computationally efficient robustification of the Dynamic Programming algorithm to approximation errors, preserving bounds on the achieved reach-avoid probability. The approach is validated on a perturbed 12D quadcopter model in cluttered reach-avoid environments proving its flexibility and scalability.
title Maximizing Reach-Avoid Probabilities for Linear Stochastic Systems via Control Architectures
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2601.16290