Verification of Stochastic Reach-Avoid Using RKHS Embeddings

A solution to the terminal-hitting and first-hitting stochastic reach-avoid problem for a Markov control process is presented. This solution takes advantage of a nonparametric representation of the stochastic kernel as a conditional distribution embedding within a reproducing kernel Hilbert space (RKHS). Because the disturbance is modeled as a data-driven stochastic process, this representation avoids intractable integrals in the dynamic recursion of the reach-avoid problem since the expectations can be calculated as an inner product within the RKHS. An example using a high-dimensional chain of integrators is presented, as well as for Clohessy-Wiltshire-Hill (CWH) dynamics