SReachTools: A MATLAB Toolbox for stochastic reachability computation

SReachTools is an open-source (GPLv3) stochastic reachability toolbox, written in MATLAB. SReachTools has been repeatability-evaluated at the Hybrid Systems: Computation and Control, 2019. It implements all the algorithms I developed as part of my PhD work. It was developed in collaboration with J. Gleason.

Given a stochastic dynamical system, design controllers that maximize the probability of staying within the target tube {$\mathcal{T}_i$}, and characterize the set of initial states $\mathscr{L}_{\mathrm{SR}}(⋅)$ that satisfy a minimum reach probability. Image licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

For safety-critical applications, it is important that we construct either exact or underapproximations of the set of safe initial states. We do not want to be over-confident in our safety declarations, i.e., declare an initial state safe when it is not really safe.

SReachTools utilizes convex optimization, stochastic optimization, Fourier transforms, and computational geometry to construct underapproximations of the set of safe initial states and controllers that satisfy hard control bounds. Further, by being grid-free, SReachTools does not directly suffer from the curse of dimensionality that plagues the state-of-the-art dynamic programming-based solutions.

Research Scientist

Researcher with experience in optimization, control, stochastic modeling, and reinforcement learning