# Probabilistic Reachability and Invariance Computation of Stochastic Systems using Linear Programming

arXiv: https://arxiv.org/abs/2211.07544 · HTML: https://mlsanity.com/paper/2211.07544/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 14 Nov 2022.

## Built on by (most cited first, 1 of 1)

- [Physics-informed Reinforcement Learning for Stochastic Reach-Avoid Analysis](https://mlsanity.com/paper/2608.17117/) (2026)

## Abstract (arXiv)

We consider the safety evaluation of discrete time, stochastic systems over a finite horizon. Therefore, we discuss and link probabilistic invariance with reachability as well as reach-avoid problems. We show how to efficiently compute these quantities using dynamic and linear programming.