Generalizable Physics-informed Learning for Stochastic Safety-critical Systems

Accurate estimate of long-term risk is critical for safe decision-making, but sampling from rare risk events and long-term trajectories can be prohibitively costly. Risk gradient can be used in many first-order techniques for learning and control methods, but gradient estimate is difficult to obtain using Monte Carlo (MC) methods because the infinitesimal devisor may significantly amplify sampling noise. Motivated by this gap, we propose an efficient method to evaluate long-term risk probabilities and their gradients using short-term samples without sufficient risk events. We first derive that four types of long-term risk probability are solutions of certain partial differential equations (PDEs). Then, we propose a physics-informed learning technique that integrates data and physics information (aforementioned PDEs). The physics information helps propagate information beyond available data and obtain provable generalization beyond available data, which in turn enables long-term risk to be estimated using short-term samples of safe events. Finally, we demonstrate in simulation that the proposed technique has improved sample efficiency, generalizes well to unseen regions, and adapts to changing system parameters.