连续时间马尔可夫链的近似互模拟
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O231

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国家自然科学基金项目(12301589, 62273201, 62172048, 62303170);山东省泰山学者基金项目(tstp20221103);中国石油大学(北京)科研基金资助项目(2462024YJRC024);油气资源与工程全国重点实验室基金项目 (PRE/DX-2508);中国石油天然气集团有限公司关键核心技术攻关项目(2024ZG21).


Approximate bisimulations for continuous-time Markov chains
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    摘要:

    连续时间马尔可夫链(CT-MCs)是在随机建模中发挥重要作用的基本模型, 其约简问题是需要重点研究的问题之一. 并发理论和计算机科学中的互模拟是研究约简问题的一个重要工具, 近年来, 人们基于互模拟研究了CT-MCs的约简问题. 然而, 受现实因素的影响, 所构建的CT-MCs的数据往往不精确. 为了克服此问题且为了更好地约简CT-MCs, 基于近似互模拟研究了CT-MCs的约简问题. 首先给出CT-MCs的近似互模拟定义, 把差值在给定阈值范围内的状态行为仍然认为是等价的而不要求完全相同; 为研究CT-CMCs的可控性, 给出近似向前-向后互模拟的定义, 其既考虑状态的前邻域状态又考虑后邻域状态. 其次, 给出计算为等价关系的极大近似向前-向后互模拟的算法以及包含在此等价关系中的最大可控商集的算法. 最后, 构造CT-MCs的商, 其为状态较少的CT-MCs, 并给出CT-MCs的渐近稳定性是其商渐近稳定的充分必要条件; 构造CT-CMCs的商, 其为状态较少的CT-CMCs, 并给出CT-CMCs的渐近稳定性和可控性分别是其商渐近稳定性和可控性的充分必要条件.

    Abstract:

    Continuous-time Markov chains (CT-MCs) is a basic mathematical model, which plays a central role in stochastic modeling. The reduction problem is one of the important research questions. Bisimulation introduced in concurrency and computer science is a commonly used tool in reduction. Recently, the scale reductions of CT-MCs and continuous-time control Markov chains (CT-CMCs) have been investigated based on bisimulations. However, the data used to construct CT-MCs is often imprecision by reality. To overcome this problem and better reduce CT-MCs, approximate bisimulations are introduced to study the reduction problem of CT-MCs. Firstly, giving the definition of $\epsilon$-bisimulation of CT-MCs, where $\epsilon\in[0,1]$, which considers the two states of which behaviors with the difference not exceeding $\epsilon$ as equivalent rather than being the same. For CT-CMCs, the notion of $\epsilon$-forward-backward bisimulation is introduced to analysis the controllability, which not only considers the successor neighborhoods but also the predecessor neighborhoods. Then, the algorithms for the maximal $\epsilon$-forward-backward bisimulation which is an equivalence relation are provided and the maximum controllable quotient set contained in the equivalence relation is computed. Finally, the quotients of CT-MCs are constructed, which are CT-MCs with fewer states, and the consistency between the asymptotic stabilities of a CT-CMC and its quotient is obtained. The quotients of CT-CMCs are constructed, which are CT-CMCs with fewer states, and the consistencies between a CT-CMC and its quotient in asymptotic stabilities and controllabilities are developed.

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乔沙,冯俊娥,李景叶.连续时间马尔可夫链的近似互模拟[J].控制与决策,2026,41(1):101-111

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  • 收稿日期:2025-03-26
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  • 在线发布日期: 2025-12-30
  • 出版日期: 2026-01-10
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