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Robust Stability of Perturbed Continuous-Time Markov Chains

  • Lin LIN
  • , James LAM
  • , Zhiyi ZHONG
  • , Xin YUAN
  • , Ka-Wai KWOK
  • , Guanrong CHEN

Research output: Chapters, Conference Papers, Creative and Literary Works › RGC 32 - Refereed conference paper (with host publication) › peer-review

Abstract

This paper studies the stability of perturbed continuous-time Markov chains (CT-MCs) by establishing stability criteria and robustness indicators. The robust stability criteria are derived from the spatial relationships between reachable sets and invariant subsets. Moreover, a robustness indicator is formulated to quantify the ability of each transition to resist perturbations affecting the stability, where lower values signify more critical transitions. Finally, a biological case study demonstrates the applicability of the theoretical result. This framework not only facilitates stability assessments for perturbed CT-MCs but also identifies critical transitions, the monitoring of which can enhance system resilience. © 2025 IEEE.
Original languageEnglish
Title of host publicationProceedings of 2025 International Conference on Machine Learning and Cybernetics
PublisherIEEE
Pages146-151
ISBN (Electronic)9798331587369
ISBN (Print)979-8-3315-8737-6
DOIs
Publication statusPublished - 2025
Event24th International Conference on Machine Learning and Cybernetics (ICMLC 2025) - Holiday Inn Resort Baruna Ball, Bali, Indonesia
Duration: 13 Jul 2025 → 15 Jul 2025
https://ieeexplore.ieee.org/xpl/conhome/11280001/proceeding

Publication series

NameProceedings - International Conference on Machine Learning and Cybernetics
ISSN (Print)2160-133X
ISSN (Electronic)2160-1348

Conference

Conference24th International Conference on Machine Learning and Cybernetics (ICMLC 2025)
PlaceIndonesia
CityBali
Period13/07/25 → 15/07/25
Internet address

Funding

This work was partially supported by the National Natural Science Foundation of China (62273286), GRF (17200124), the Shenzhen-Hong Kong-Macau Technology Research Programme (SGDX20230821091559019), the Guangdong Basic Research and Applied Research Fund (2024A1515011509), the Research Grants Council of Hong Kong (STG1/E-401/23- N, C4026-21G, 17209021), the Australian Research Council (DP240101140), and the Innovation and Technology Commission of the HKSAR Government under the InnoHK initiative.

Research Keywords

  • Continuous-time Markov chain
  • Invariant subset
  • Perturbation
  • Robustness
  • Stability

RGC Funding Information

  • RGC-funded

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