Physics-informed Reinforcement Learning for Stochastic Reach-Avoid Analysis

Stochastic reach-avoid analysis of controlled dynamical systems is an important tool for safety-critical control under uncertainty, in which the reach-avoid probability is characterized by a Hamilton-Jacobi partial differential equation (PDE). However, solving this PDE using conventional numerical methods becomes computationally intractable as the system dimension increases. Physics-informed neural networks (PINNs) may converge to inaccurate local minima when trained primarily through PDE-residual minimization. Reinforcement learning (RL) offers a scalable alternative, but its learned value functions may be inaccurate or inconsistent with the governing PDE. This paper proposes a physics-informed RL (PIRL) framework that combines the complementary strengths of PINNs and RL for stochastic reach-avoid analysis. We develop a scheduled PIRL algorithm in which temporal-difference actor-critic learning first guides the critic toward a meaningful approximation of the reach-avoid value function. PDE-residual and boundary-condition losses are then introduced progressively to enforce consistency with the governing PDE and its boundary conditions. The proposed method mitigates the failure modes of conventional PINN techniques while achieving accuracy comparable to that of successfully trained PINNs. The effectiveness of the proposed framework is demonstrated through two case studies.