Reachability Verification for Stochastic Discrete-time Dynamical Systems

Abstract: In this paper we study reachability verification problems of stochastic discrete-time dynamical systems over the infinite time horizon. The reachability verification of interest in this paper is to certify specified lower and upper bounds of the reachability probability, with which the system starting from a designated initial set will enter a desired target set eventually. Existing sufficient conditions for reachability verification over the infinite time horizon are established based on the Doob's non-supermartingle inequality, which are often restrictive. Recently, a set of equations was proposed in [18], to which the solution is able to characterize the exact reachability probability. Inspired by this result, we in this paper propose sufficient conditions for reachability verification based on relaxing this equation. These sufficient conditions are shown to be weaker than the state-of-the-art ones, consequently being capable of providing more opportunities for verifying the reachability property successfully.