Computation of Reachable Set

Manish Sharma

I.

Introduction

Reachable set is set of all the points in state space that a system can reach starting from a set
of initial points called, initial reach set or final reach set, depending on the kind of reachability we
are trying to computea . If we are interested in finding all the set of states that the system can
reach starting from initial set we integrate system forward in time and such reachable set is called
forward reachable set. On the other hand if system is integrated backward in time the set of all the
possible states a system will pass through is called backward reachable set. From the perspective of
safety it is better to compute backward reachable set. Once it is computed prior control measures
are taken to make sure that system never reaches in the reachable set of the set of states at final
state which is called unsafe set in the problems dealing with safety.
Possibly the first attempt to compute reachable set was made by Issacs.1 Instead of computing
the reachable set as such, Issacs was interested to find the barrier surfaces in game of a kind with
applications to warfare, which are games with only two possible outputs. For example in game of a
kind formulation of Pursuer Evader game, the two possible outputs might be 1 or 0 b . Depending
upon if the pursuer was able to catch or evader was able to escape respectively. These barrier
surfaces are n-1 dimensional manifold in the state space. Which were able to separate the region
in which the evader wins or the pursuer wins. The same formulation to find barrier surfaces in
games of kind can be used to find reachable set by reducing the game to a single player game, and
barrier surfaces separating the reachable space from unreachable space. In his doctoral dissertation2
Mitchell worked on computational techniques to find these reachable sets. The work used zero level
subset of implicit surface function representation to separate the reachable set from the rest. In
a

For forward reachability computation, we call it initial reach set and for backward reachability computation we

call it otherwise
b
Later we will see that the output on the barrier is assumed to be in between 1 and 0 as it is assumed neither
evader nor pursuer wins on barrier surface

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other words zero sublevel set of these implicit surface functions represent barrier surfaces previously
introduced by Issacs.

II.

Problem Formulation

For a general class of system described by

x = f (x(t), u(t), v(t), t)

(1)

such that x Rn , u U Rm and v V Rk , u and v are the inputs of the inputs of player
1 and player 2 respectively where player 1 is trying to minimize the reach set by giving inputs in
order to oppose the system to reach the target set G while player 2 is doing the opposite.
II.A.

Definitions

II.A.1.

Reach Set

Reach set or Reachable set which are used interchangeable. We are interested in finding the
reachable set for system defined by
II.B.

Vectogram

Set of all the possible vectors that can be drawn from a state under the effect of all the possible
inputs.
II.C.

Semipermeable Surfaces

Any surface on which V is constant is called semipermeable surface.These are the surfaces on which
no matter what strategy player 1 apply the optimal strategy of player 2 will not allow player 1 to
cross this surface in the direction of V < C, similarly no matter what strategy player 2 applies
there is a strategy of player 1 which will not allow the system state to move in the direction V > C.

III.

Proof for reachability

In a typical two player game

Z
V (x, t) =

min

max

u()U (t) v()V (t)

tf

L(x(t), u(t), v(t)) dt]

[(x(tf ), tf ) +

(2)

An equivalent game can be constructed with an augmented state so that the cost of game is only
terminal, if x n+1 = L(x(t), u(t), v(t)) and xn+1 (0) = 0 with new 0 = + xn+1 (tf ). So there is no
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loss of generality in the sense of the type of cost function if we assume that the cost of the game
is only terminal. Therefore, it is sufficient to play games with terminal payoff only, if required. In
which case the optimal cost function will reduce to 3
V =

min

max

u()U (t) v()V (t)

(x(tf ), tf )

Using the principle of dynamic programming, computing payoff at x at time t

Z t+h
P (x, t) = V (x + x, t + h) +
L(x(t), u(t), v(t)) dt

(3)

(4)

Equation 4 is the case in which V is assumed to be a function of x and t both. This will give rise
to a time varying Hamilton Jacobi equation. If cost of game is assumed to be a function of x only
then equation 4 can be extended
P (x) = V (x) + h [

V T
.f + L(x(t), u(t), v(t))] + O(h2 )
x

(5)

also,
V (x) =

min

max P (x)

(6)

u()U (t) v()V (t)

V (x) = V (x) +

min

max [h (

u()U (t) v()V (t)

V T
.f + L(x(t), u(t), v(t))) + O(h2 )]
x

(7)

For very small time h,

min

max h [

u()U (t) v()V (t)

V T
.f + L(x(t), u(t), v(t))] = 0
x

(8)

if we want 8 to go to zero, for small h which are not zero,

min

max [

u()U (t) v()V (t)

V T
.f + L(x(t), u(t), v(t))] = 0
x

(9)

() and v
() are the optimal strategies of players, equation 9 can be written as
Assuming, u
[

V T
(t), v
(t))] = 0
.f + L(x(t), u
x

(10)

For the special case, with terminal payoff,

T

V
V = [
.f ] = 0
x

(11)

In other words, payoff is constant among all the starting points that lies on optimal trajectory if
the payoff is terminal.

References
1

Rufus Issacs Differential Games John Wiley and Sons, 1965

Ian Michael Mitchell Application of Level Set Methods to Control and Reachability Problems in Continuous and

Hybrid Systems August 2002

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