A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint set over a given time horizon. In this paper, we leverage existing theory of reachability analysis and risk measures to devise a risk-sensitive reachability approach for safety of stochastic dynamic systems under non-adversarial disturbances over a finite time horizon. Specifically, we first introduce the notion of a risk-sensitive safe set asa set of initial states from which the risk of large constraint violations can be reduced to a required level via a control policy, where risk is quantified using the Conditional Value-at-Risk(CVaR) measure. Second, we show how the computation of a risk-sensitive safe set can be reduced to the solution to a Markov Decision Process (MDP), where cost is assessed according to CVaR. Third, leveraging this reduction, we devise a tractable algorithm to approximate a risk-sensitive safe set and provide arguments about its correctness. Finally, we present a realistic example inspired from stormwater catchment design to demonstrate the utility of risk-sensitive reachability analysis. In particular, our approach allows a practitioner to tune the level of risk sensitivity from worst-case (which is typical for Hamilton-Jacobi reachability analysis) to risk-neutral (which is the case for stochastic reachability analysis).

We present an approach to learn and formally verify feedback laws for data-driven models of neural networks. Neural networks are emerging as powerful and general data-driven representations for functions. This has led to their increased use in data-driven plant models and the representation of feedback laws in control systems. However, it is hard to formally verify properties of such feedback control systems. The proposed learning approach uses a receding horizon formulation that samples from the initial states and disturbances to enforce properties such as reachability, safety and stability. Next, our verification approach uses an over-approximate reachability analysis over the system, supported by range analysis for feedforward neural networks. We report promising results obtained by applying our techniques on several challenging nonlinear dynamical systems.