Stochastic system controller synthesis for reachability specifications encoded by random sets

We consider a reach–avoid specification for a stochastic hybrid dynamical system defined as reaching a goal set at some finite time, while avoiding an unsafe set at all previous times. In contrast with earlier works which consider the target and avoid sets as deterministic, we consider these sets to be probabilistic. An optimal control policy is derived which maximizes the reach–avoid probability. Special structure on the stochastic sets is exploited to make the computation tractable for large space dimensions.