论文标题
随机差分动力学的无限时间安全验证
Unbounded-Time Safety Verification of Stochastic Differential Dynamics
论文作者
论文摘要
在本文中,我们提出了一种界限随机微分方程(SDE)系统在无限时间范围内违反安全规范的概率的方法。 SDE是随机过程的数学模型,可捕获状态如何及时演变。它们被广泛用于工程系统(例如,建模行人在十字路口的移动),计算融资(例如,建模股票期权价格)和生态过程(例如,人口随时间变化)。以前,安全验证问题已在有限和无限的时间范围内使用各种方法解决。本文中的方法试图通过首先识别有限的时间来连接两种视图,除此之外,违反安全性的可能性可能会被少数数字界定。这是通过发现指数性障碍证书来实现的,该证书证明了随着时间的推移违反安全性的可能性的指数融合界限。一旦找到有限的时间间隔,就会使用有限的时间验证方法来限制此间隔的违规概率。我们在文献中展示了我们的方法,其中我们的方法可用于在无限的时间范围内找到安全特性的违规可能性的紧密范围。
In this paper, we propose a method for bounding the probability that a stochastic differential equation (SDE) system violates a safety specification over the infinite time horizon. SDEs are mathematical models of stochastic processes that capture how states evolve continuously in time. They are widely used in numerous applications such as engineered systems (e.g., modeling how pedestrians move in an intersection), computational finance (e.g., modeling stock option prices), and ecological processes (e.g., population change over time). Previously the safety verification problem has been tackled over finite and infinite time horizons using a diverse set of approaches. The approach in this paper attempts to connect the two views by first identifying a finite time bound, beyond which the probability of a safety violation can be bounded by a negligibly small number. This is achieved by discovering an exponential barrier certificate that proves exponentially converging bounds on the probability of safety violations over time. Once the finite time interval is found, a finite-time verification approach is used to bound the probability of violation over this interval. We demonstrate our approach over a collection of interesting examples from the literature, wherein our approach can be used to find tight bounds on the violation probability of safety properties over the infinite time horizon.