A score-based test, built on Doob's h-transform, gives necessary and sufficient conditions for almost sure controlled set invariance of Itô diffusions over finite and infinite horizons.
Safety Under Uncertainty: Tight Bounds with Risk-Aware Control Barrier Functions
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abstract
We propose a novel class of risk-aware control barrier functions (RA-CBFs) for the control of stochastic safety-critical systems. Leveraging a result from the stochastic level-crossing literature, we deviate from the martingale theory that is currently used in stochastic CBF techniques and prove that a RA-CBF based control synthesis confers a tighter upper bound on the probability of the system becoming unsafe within a finite time interval than existing approaches. We highlight the advantages of our proposed approach over the state-of-the-art via a comparative study on an mobile-robot example, and further demonstrate its viability on an autonomous vehicle highway merging problem in dense traffic.
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Set Invariance with Probability One for Controlled Diffusion: Score-based Approach
A score-based test, built on Doob's h-transform, gives necessary and sufficient conditions for almost sure controlled set invariance of Itô diffusions over finite and infinite horizons.