F.B. Mathiesen
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Stochastic barrier functions (SBFs) are Lyapunov-like functions that enable safety analysis of stochastic systems. Finding a valid SBF, however, is challenging, as it requires solving a complex functional optimization problem. Existing convex approaches are often limited to low-dimensional systems with simple (polynomial) dynamics, while non-convex approaches lack completeness guarantees. To address these challenges, this paper presents a novel SBF synthesis framework based on piecewise (PW) functions We first outline a general formulation of PW-SBFs. Then, we focus on PW-Constant (PWC) SBFs and show how their simplicity yields computational advantages for general stochastic systems. Specifically, we prove that synthesis of PWC-SBFs reduces to a minimax optimization problem. We then introduce three efficient algorithms to solve this problem, each offering distinct trade-offs, all with completeness guarantees. The first algorithm is based on dual linear programming (LP), which provides an exact solution to the minimax optimization problem. The second is a more scalable algorithm based on counter-example guided inductive synthesis, which involves solving two smaller LPs. The third algorithm solves the minimax problem using gradient descent, which admits even better scalability. We provide an extensive evaluation of these methods on various case studies, including neural network dynamic models, nonlinear switched systems, and high-dimensional linear systems. Our benchmarks demonstrate that PWC-SBFs outperform state-of-the-art methods, namely sum-of-squares and neural barrier functions, and can scale to eight dimensional systems.
To answer this question and address the gap, the present dissertation develops several complementary approaches for efficiently verifying properties of stochastic systems. The focus is on discrete-time, continuous-space stochastic systems and simple specifications over given sets. The approaches represent points along the spectrum of the scalability-conservatism trade-off and rely on different system assumptions. The methods developed belong to two families: stochastic barrier functions and finite-state abstractions.
Stochastic barrier functions are Lyapunov-like functions that provide certificates of safety by imposing conditions on the expected value of the barrier function along system trajectories. The core idea is that if the composition of the barrier function with the dynamics of the system forms a c-martingale, then the probability of safety can be bounded using martingale inequalities. The main challenge is to construct a barrier that is optimal with respect to the martingale inequalities. Hand-crafting such functions is difficult and time-consuming, and existing synthesis methods are often limited to low-dimensional and simple systems for non-trivial results. To enable efficient synthesis of stochastic barrier functions, we develop multiple synthesis techniques, including a neural network-based method that offers flexibility but requires post hoc verification to confirm correctness. More significantly, we introduce piecewise-constant stochastic barrier function theory and synthesis methods that are guaranteed to asymptotically approach optimality. The synthesis methods include a dual linear programming formulation, a counterexample-guided inductive synthesis with linear programming solvers, and gradient descent optimization; their trade-off is between scalability and required parameter tuning. The theoretical analysis of piece-wise constant barriers reveals deep insights into the relationship between barrier functions and system dynamics, illuminates fundamental sources of conservatism inherent to the approach, and establishes clear connections to Interval Markov Decision Process (IMDP)-based finite-state abstractions. Additionally, we develop a data-driven scenario-theoretic approach for systems with partially unknown dynamics, leveraging scenario theory to handle uncertainty in system models.
Finite-state abstractions, on the other hand, reduce the original continuous-space system to a finite-state model that can be analysed using probabilistic model checking techniques. While abstraction-based methods are exceedingly flexible -- they have been successfully applied to a wide range of systems, including partially-unknown systems, and specifications -- they often suffer from high computational complexity of using probabilistic model checking and scalability issues due to the pervasive state-space explosion problem. To address the first issue, we develop hardware-aware algorithmic innovations for faster model checking of IMDPs via dynamic programming. Dynamic programming over IMDPs relies for efficiency on an algorithm named O-maximization, or order-maximization, which by theoretical analysis is revealed to be composed of two phases: a sorting phase and a cumulative summation phase. We introduce parallel algorithms to both phases, which allows us to exploit modern highly parallel computing architectures to achieve significant speedups in verifying IMDPs. To address the second issue, we introduce a novel finite-state model called factored Interval Markov Decision Processes (fIMDPs) that exploits structural properties of the system dynamics to significantly reduce memory requirements while maintaining formal guarantees. Factored models encode data-dependencies more fine-grained than flat models, which is the key driver for the reduction in memory. Moreover, factored models have been successfully used in the context of abstraction to Markov Decision Processes (MDPs), but have not been applied until now to IMDPs. An insight of abstracting to factored models is that the structural exploitation inadvertently tightens the ambiguity sets that characterize IMDPs conservatism, thereby reducing the pessimism of the bounds.
The methods developed in this dissertation represent significant algorithmic and theoretical advances to address the scalability-conservatism trade-off and enable more efficient computation of tighter safety probability bounds, advancing formal verification of stochastic dynamical systems. By advancing stochastic barrier function synthesis and IMDP-based finite-state abstractions, this work pushes the frontier of formal verification for stochastic systems, providing new tools and insights to bridge the gap between theory and practice. The findings suggest that future progress in scalable safety verification for stochastic systems depends critically on designing algorithms that respect and exploit inherent problem structure, offering a promising, albeit challenging path toward making formal methods practical for real-world stochastic cyber-physical systems. ...
To answer this question and address the gap, the present dissertation develops several complementary approaches for efficiently verifying properties of stochastic systems. The focus is on discrete-time, continuous-space stochastic systems and simple specifications over given sets. The approaches represent points along the spectrum of the scalability-conservatism trade-off and rely on different system assumptions. The methods developed belong to two families: stochastic barrier functions and finite-state abstractions.
Stochastic barrier functions are Lyapunov-like functions that provide certificates of safety by imposing conditions on the expected value of the barrier function along system trajectories. The core idea is that if the composition of the barrier function with the dynamics of the system forms a c-martingale, then the probability of safety can be bounded using martingale inequalities. The main challenge is to construct a barrier that is optimal with respect to the martingale inequalities. Hand-crafting such functions is difficult and time-consuming, and existing synthesis methods are often limited to low-dimensional and simple systems for non-trivial results. To enable efficient synthesis of stochastic barrier functions, we develop multiple synthesis techniques, including a neural network-based method that offers flexibility but requires post hoc verification to confirm correctness. More significantly, we introduce piecewise-constant stochastic barrier function theory and synthesis methods that are guaranteed to asymptotically approach optimality. The synthesis methods include a dual linear programming formulation, a counterexample-guided inductive synthesis with linear programming solvers, and gradient descent optimization; their trade-off is between scalability and required parameter tuning. The theoretical analysis of piece-wise constant barriers reveals deep insights into the relationship between barrier functions and system dynamics, illuminates fundamental sources of conservatism inherent to the approach, and establishes clear connections to Interval Markov Decision Process (IMDP)-based finite-state abstractions. Additionally, we develop a data-driven scenario-theoretic approach for systems with partially unknown dynamics, leveraging scenario theory to handle uncertainty in system models.
Finite-state abstractions, on the other hand, reduce the original continuous-space system to a finite-state model that can be analysed using probabilistic model checking techniques. While abstraction-based methods are exceedingly flexible -- they have been successfully applied to a wide range of systems, including partially-unknown systems, and specifications -- they often suffer from high computational complexity of using probabilistic model checking and scalability issues due to the pervasive state-space explosion problem. To address the first issue, we develop hardware-aware algorithmic innovations for faster model checking of IMDPs via dynamic programming. Dynamic programming over IMDPs relies for efficiency on an algorithm named O-maximization, or order-maximization, which by theoretical analysis is revealed to be composed of two phases: a sorting phase and a cumulative summation phase. We introduce parallel algorithms to both phases, which allows us to exploit modern highly parallel computing architectures to achieve significant speedups in verifying IMDPs. To address the second issue, we introduce a novel finite-state model called factored Interval Markov Decision Processes (fIMDPs) that exploits structural properties of the system dynamics to significantly reduce memory requirements while maintaining formal guarantees. Factored models encode data-dependencies more fine-grained than flat models, which is the key driver for the reduction in memory. Moreover, factored models have been successfully used in the context of abstraction to Markov Decision Processes (MDPs), but have not been applied until now to IMDPs. An insight of abstracting to factored models is that the structural exploitation inadvertently tightens the ambiguity sets that characterize IMDPs conservatism, thereby reducing the pessimism of the bounds.
The methods developed in this dissertation represent significant algorithmic and theoretical advances to address the scalability-conservatism trade-off and enable more efficient computation of tighter safety probability bounds, advancing formal verification of stochastic dynamical systems. By advancing stochastic barrier function synthesis and IMDP-based finite-state abstractions, this work pushes the frontier of formal verification for stochastic systems, providing new tools and insights to bridge the gap between theory and practice. The findings suggest that future progress in scalable safety verification for stochastic systems depends critically on designing algorithms that respect and exploit inherent problem structure, offering a promising, albeit challenging path toward making formal methods practical for real-world stochastic cyber-physical systems.
Ensuring Safety Through Stochastic Control Barrier Functions
A Flexible Approach Based On Linear Bound Propagation
Control Barrier Functions (CBFs) that provide formal safety guarantees have been widely used for safety-critical systems. However, it is non-trivial to design a CBF. Utilizing neural networks as CBFs has shown great success, but it necessitates their certification as CBFs. In this work, we leverage bound propagation techniques and the Branch-and - Bound scheme to efficiently verify that a neural network satisfies the conditions to be a CBF over the continuous state space. To accelerate training, we further present a framework that embeds the verification scheme into the training loop to synthesize and verify a neural CBF simultaneously. In partic-ular, we employ the verification scheme to identify partitions of the state space that are not guaranteed to satisfy the CBF conditions and expand the training dataset by incorporating additional data from these partitions. The neural network is then optimized using the augmented dataset to meet the CBF conditions. We show that for a non-linear control-affine system, our framework can efficiently certify a neural network as a CBF and render a larger safe set than state-of-the-art neural CBF works. We further employ our learned neural CBF to derive a safe controller to illustrate the practical use of our framework.
Autonomous vehicles rely on accurate trajectory prediction to inform decision-making processes related to navigation and collision avoidance. However, current trajectory prediction models show signs of overfitting, which may lead to unsafe or suboptimal behavior. To address these challenges, this paper presents a comprehensive framework that categorizes and assesses the definitions and strategies used in the literature on evaluating and improving the robustness of trajectory prediction models. This involves a detailed exploration of various approaches, including data slicing methods, perturbation techniques, model architecture changes, and post-training adjustments. In the literature, we see many promising methods for increasing robustness, which are necessary for safe and reliable autonomous driving.
IntervalMDP.jl
Accelerated Value Iteration for Interval Markov Decision Processes