Considering the range anxiety issue caused by the limited driving range and the scarcity of battery charging stations,the conventional multinomial logit(MNL)model with the overlapping path issue was used in route choi...Considering the range anxiety issue caused by the limited driving range and the scarcity of battery charging stations,the conventional multinomial logit(MNL)model with the overlapping path issue was used in route choice modeling to describe the route choice behavior of travelers effectively.Furthermore,the generalized nested logit-based stochastic user equilibrium(GNL-SUE)model with the constraints of multiple user classes and distance limits was proposed.A mathematical model was developed and solved by the method of successive averages.The mathematical model was proven to be analytically equivalent to the modified GNL-SUE model,and the uniqueness of the solution was also confirmed.The proposed mathematical model was tested and compared with the GNL-SUE model without a distance limit and the MNL-SUE model with a distance limit.Results show that the proposed mathematical model can effectively handle the range anxiety and overlapping path challenges.展开更多
We developed a multinomial-logit-based stochastic user equilibrium(MNL SUE)model incorporating time value of cargo to investigate future proportions of cargo flow through the Northeast Passage(NEP)and the Suez Canal R...We developed a multinomial-logit-based stochastic user equilibrium(MNL SUE)model incorporating time value of cargo to investigate future proportions of cargo flow through the Northeast Passage(NEP)and the Suez Canal Route between representative ports.We studied navigation during the ice-free and ice-covered seasons using sea ice projections for 2070 based on 1991–2021 NEP ice data.Sailing distance and time between selected ports are lower via the NEP than the Suez Canal Route.Under the scenario of year-round operation of the NEP,the proportion of cargo flow through the NEP is estimated to be 68.5%,which represents considerable commercial potential.Proportions are higher for the ice-free season and for ports at high latitudes.We also assessed flow under different scenarios.Under the scenario of fuel price increase,proportion of flow through the NEP in the ice-covered season is expected to increase.If time value is ignored,flow through the NEP is expected to increase all year round.If shippers become more cost-conscious,flow through the NEP is also expected to increase.展开更多
This paper puts forward a rigorous approach for a sensitivity analysis of stochastic user equilibrium with the elastic demand （SUEED） model. First, proof is given for the existence of derivatives of output variables...This paper puts forward a rigorous approach for a sensitivity analysis of stochastic user equilibrium with the elastic demand （SUEED） model. First, proof is given for the existence of derivatives of output variables with respect to the perturbation parameters for the SUEED model. Then by taking advantage of the gradient-based method for sensitivity analysis of a general nonlinear program, detailed formulae are developed for calculating the derivatives of designed variables with respect to perturbation parameters at the equilibrium state of the SUEED model. This method is not only applicable for a sensitivity analysis of the logit-type SUEED problem, but also for the probit-type SUEED problem. The application of the proposed method in a numerical example shows that the proposed method can be used to approximate the equilibrium link flow solutions for both logit-type SUEED and probit-type SUEED problems when small perturbations are introduced in the input parameters.展开更多
Advanced traveler information systems （ATIS） can not only improve drivers＇ accessibility to the more accurate route travel time information, but also can improve drivers＇ adaptability to the stochastic network cap...Advanced traveler information systems （ATIS） can not only improve drivers＇ accessibility to the more accurate route travel time information, but also can improve drivers＇ adaptability to the stochastic network capacity degradations. In this paper, a mixed stochastic user equilibrium model was proposed to describe the interactive route choice behaviors between ATIS equipped and unequipped drivers on a degradable transport network. In the proposed model the information accessibility of equipped drivers was reflected by lower degree of uncertainty in their stochastic equilibrium flow distributions, and their behavioral adaptability was captured by multiple equilibrium behaviors over the stochastic network state set. The mixed equilibrium model was formulated as a fixed point problem defined in the mixed route flows, and its solution was achieved by executing an iterative algorithm. Numerical experiments were provided to verify the properties of the mixed network equilibrium model and the efficiency of the iterative algorithm.展开更多
The cumulative prospect theory(CPT) is applied to study travelers' route choice behavior in a degradable transport network. A cumulative prospect theory-based user equilibrium(CPT-UE) model considering stochastic ...The cumulative prospect theory(CPT) is applied to study travelers' route choice behavior in a degradable transport network. A cumulative prospect theory-based user equilibrium(CPT-UE) model considering stochastic perception error(SPE) within travelers' route choice decision process is developed. The SPE is conditionally dependent on the actual travel time distribution, which is different from the deterministic perception error used in the traditional logit-based stochastic user equilibrium. The CPT-UE model is formulated as a variational inequality problem and solved by a heuristic solution algorithm. Numerical examples are provided to illustrate the application of the proposed model and efficiency of the solution algorithm. The effects of SPE on the reference point determination, cumulative prospect value estimation, route choice decision and network performance evaluation are investigated.展开更多
Traffic assignment has been recognized as one of the key technologies in supporting transportation planning and operations.To better address the perfectly rational issue of the expected utility theory(EUT)and the over...Traffic assignment has been recognized as one of the key technologies in supporting transportation planning and operations.To better address the perfectly rational issue of the expected utility theory(EUT)and the overlapping path issue of the multinomial logit(MNL)model that are involved in the traffic assignment process,this paper proposes a cumulative prospect value(CPV)-based generalized nested logit(GNL)stochastic user equilibrium(SUE)model.The proposed model uses CPV to replace the utility value as the path performance within the GNL model framework.An equivalent mathematical model is provided for the proposed CPV-based GNL SUE model,which is solved by the method of successive averages(MSA).The existence and equivalence of the solution are also proved for the equivalent model.To demonstrate the performance of the proposed CPV-based GNL SUE model,three road networks are selected in the empirical test.The results show that the proposed model can jointly deal with the perfectly rational issue and the overlapping path issue,and additionally,the proposed model is shown to be applicable for large road networks.展开更多
Based on the framework of method of successive averages(MSA), a modified stochastic user-equilibrium assignment algorithm was proposed, which can be used to calculate the passenger flow distribution of urban rail tran...Based on the framework of method of successive averages(MSA), a modified stochastic user-equilibrium assignment algorithm was proposed, which can be used to calculate the passenger flow distribution of urban rail transit(URT) under network operation. In order to describe the congestion's impact to passengers' route choices, a generalized cost function with in-vehicle congestion was set up. Building on the k-th shortest path algorithm, a method for generating choice set with time constraint was embedded, considering the characteristics of network operation. A simple but efficient route choice model, which was derived from travel surveys for URT passengers in China, was introduced to perform the stochastic network loading at each iteration in the algorithm. Initial tests on the URT network in Shanghai City show that the methodology, with rational calculation time, promises to compute more precisely the passenger flow distribution of URT under network operation, compared with those practical algorithms used in today's China.展开更多
This paper examines the existence of general equilibrium in a discrete time economy with the infinite horizon incomplete markets.There is a single good at each node in the event tree.The existence of general equilibri...This paper examines the existence of general equilibrium in a discrete time economy with the infinite horizon incomplete markets.There is a single good at each node in the event tree.The existence of general equilibrium for the infinite horizon economy is proved by taking limit of equilibria in truncated economies in which trade stops at a sequence of dates.展开更多
The paper analyses integrating origin-destination (O-D) survey results with stochastic user equilibrium (SUE) in traffic assignment. The two methods are widely used in transportation planning but their applications ha...The paper analyses integrating origin-destination (O-D) survey results with stochastic user equilibrium (SUE) in traffic assignment. The two methods are widely used in transportation planning but their applications have not yet fully integrated. While O-D gives a generalized trip patterns, purpose and characteristics, SUE provides optimal trip distributions using the characteristics found in O-D survey. The paper utilized O-D and SUE in route relocation study for the town of Coamo in Puerto Rico. The O-D survey was used initially in studying possible trip distribution and assignment for the new route. Initial distribution and assignment of traffic to the existing roadway networks and the proposed route were allocated utilizing the O-D survey findings. The SUE was then used to optimize the assignments considering roadway characteristics such as number of lanes, capacity limits, free flow speed, signal spacing density, travel time and gasoline cost. The travel time was optimized through the Bureau of Public Roads (BPR) equation found in 2000 HCM. The optimal trips found from the SUE were then used to propose the final alignment of the new route. Traffic assignment from the SUE was slightly different from those initially assigned using O-D, indicating there was optimization. The assignment on new route was increased by 13.8% from the one assigned using O-D while assignment on the existing link was reduced by 22%.展开更多
In this article, we summarize some results on invariant non-homogeneous and dynamic-equilibrium (DE) continuous Markov stochastic processes. Moreover, we discuss a few examples and consider a new application of DE pro...In this article, we summarize some results on invariant non-homogeneous and dynamic-equilibrium (DE) continuous Markov stochastic processes. Moreover, we discuss a few examples and consider a new application of DE processes to elements of survival analysis. These elements concern the stochastic quadratic-hazard-rate model, for which our work 1) generalizes the reading of its It? stochastic ordinary differential equation (ISODE) for the hazard-rate-driving independent (HRDI) variables, 2) specifies key properties of the hazard-rate function, and in particular, reveals that the baseline value of the HRDI variables is the expectation of the DE solution of the ISODE, 3) suggests practical settings for obtaining multi-dimensional probability densities necessary for consistent and systematic reconstruction of missing data by Gibbs sampling and 4) further develops the corresponding line of modeling. The resulting advantages are emphasized in connection with the framework of clinical trials of chronic obstructive pulmonary disease (COPD) where we propose the use of an endpoint reflecting the narrowing of airways. This endpoint is based on a fairly compact geometric model that quantifies the course of the obstruction, shows how it is associated with the hazard rate, and clarifies why it is life-threatening. The work also suggests a few directions for future research.展开更多
This paper analyzes the aritrage free security markets and the general equilibrium existence problem for a stochastic economy with incomplete financial markets. Information structure is given by an event tree. This pa...This paper analyzes the aritrage free security markets and the general equilibrium existence problem for a stochastic economy with incomplete financial markets. Information structure is given by an event tree. This paper restricts attention to purely financial securities. It is assume that trading takes place in the sequence of spot markets and futures markets for securities payable in units of account. Unlimited short selling in securities is allowed. Financial markets may be incomplete: some consumption streams may be impossible to obtain by any trading strategy. Securities may be individually precluded from trade at arbitrary states and dates. The security price process is arbitrage free the dividend process if and only if there exists a stochstic state price (present value) process: the present value of the security prices at every vertex is the present value of their dividend and capital values over the set of immediate successors; the current value of each security at every vertex is the present value of its future dividend stream over all succeeding vertices. The existence of such an equilibrium is proved under the following condition: continuous, weakly convex, strictly monotone and complete preferences, strictly positive endowments and dividends processes.展开更多
A discrete time stochastic traffic assignment model is proposed. The model provides a discrete time description of the variations of flows on a road network during a day or a peak period. The congestion effect at li...A discrete time stochastic traffic assignment model is proposed. The model provides a discrete time description of the variations of flows on a road network during a day or a peak period. The congestion effect at links and link junctions are taken into account. The first in first out principle is enforced on all links at all periods of the day. A stochastic user equilibrium assignment is achieved when the tripmaker is unable to find better travel alternatives. A computational procedure is also presented.展开更多
We study the stochastic evolutionary public goods game with punishment in a finite size population. Two kinds of costly punishments are considered, i.e., first-order punishment in which only the defectors are punished...We study the stochastic evolutionary public goods game with punishment in a finite size population. Two kinds of costly punishments are considered, i.e., first-order punishment in which only the defectors are punished, and second-order punishment in which both the defectors and the cooperators who do not punish the defective behaviors are punished. We focus on the stochastic stable equilibrium of the system. In the population, the evolutionary process of strategies is described as a finite state Markov process. The evolutionary equilibrium of the system and its stochastic stability are analyzed by the limit distribution of the Markov process. By numerical experiments, our findings are as follows.（i） The first-order costly punishment can change the evolutionary dynamics and equilibrium of the public goods game, and it can promote cooperation only when both the intensity of punishment and the return on investment parameters are large enough.（ii）Under the first-order punishment, the further imposition of the second-order punishment cannot change the evolutionary dynamics of the system dramatically, but can only change the probability of the system to select the equilibrium points in the ＂C＋P＂ states, which refer to the co-existence states of cooperation and punishment. The second-order punishment has limited roles in promoting cooperation, except for some critical combinations of parameters.（iii） When the system chooses＂C＋P＂ states with probability one, the increase of the punishment probability under second-order punishment will further increase the proportion of the ＂P＂ strategy in the ＂C＋P＂ states.展开更多
The traffic equilibrium assignment problem under tradable credit scheme(TCS) in a bi-modal stochastic transportation network is investigated in this paper. To describe traveler’s risk-taking behaviors under uncertain...The traffic equilibrium assignment problem under tradable credit scheme(TCS) in a bi-modal stochastic transportation network is investigated in this paper. To describe traveler’s risk-taking behaviors under uncertainty, the cumulative prospect theory(CPT) is adopted. Travelers are assumed to choose the paths with the minimum perceived generalized path costs, consisting of time prospect value(PV) and monetary cost. At equilibrium with a given TCS, the endogenous reference points and credit price remain constant, and are consistent with the equilibrium flow pattern and the corresponding travel time distributions of road sub-network. To describe such an equilibrium state, the CPT-based stochastic user equilibrium(SUE) conditions can be formulated under TCS. An equivalent variational inequality(VI) model embedding a parameterized fixed point(FP) model is then established, with its properties analyzed theoretically. A heuristic solution algorithm is developed to solve the model, which contains two-layer iterations. The outer iteration is a bisection-based contraction method to find the equilibrium credit price, and the inner iteration is essentially the method of successive averages(MSA) to determine the corresponding CPT-based SUE network flow pattern. Numerical experiments are provided to validate the model and algorithm.展开更多
In this paper, we discuss the dynamics of a stochastic SIRC epidemic model with infection rate affected by white noise. We prove that this stochastic model has a unique nonnegative solution globally. A threshold is id...In this paper, we discuss the dynamics of a stochastic SIRC epidemic model with infection rate affected by white noise. We prove that this stochastic model has a unique nonnegative solution globally. A threshold is identified. When the noise is small, the solution of the stochastic model converges to the disease-free equilibrium point of the deterministic model if , which means the basic reproductive number of the stochastic model. And if , the solution of the stochastic model fluctuates around the epidemic equilibrium of the deterministic model. When the noise is large, the disease tends to extinction. The results are illustrated by computer simulations.展开更多
To investigate the equilibrium relationships between the volatility of capital and income, taxation, and ance in a stochastic control model, the uniqueness of the solution to this model was proved by using the method ...To investigate the equilibrium relationships between the volatility of capital and income, taxation, and ance in a stochastic control model, the uniqueness of the solution to this model was proved by using the method of dynamic programming under the introduction of distributive disturbance and elastic labor supply. Furthermore, the effects of two types of shocks on labor-leisure choice, economic growth rate and welfare were numerically analyzed, and then the optimal tax policy was derived.展开更多
A continuous-time stochastic model is constructed to analyze how to control rent seeking behaviors. Using the stochastic optimization methods based on the modem risky theory, a unique positive solution to the dynamic ...A continuous-time stochastic model is constructed to analyze how to control rent seeking behaviors. Using the stochastic optimization methods based on the modem risky theory, a unique positive solution to the dynamic model is derived. The effects of preference-related parameters on the optimal control level of rent seeking are discussed, and some policy measures are given. The results show that there exists a unique solution to the stochastic dynamic model under some macroeconomic assumptions, and that raising public expenditure may have reverse effects on rent seeking in an underdeveloped or developed economic environment.展开更多
This paper considers a linear-quadratic(LQ) meanfield game governed by a forward-backward stochastic system with partial observation and common noise,where a coupling structure enters state equations,cost functionals ...This paper considers a linear-quadratic(LQ) meanfield game governed by a forward-backward stochastic system with partial observation and common noise,where a coupling structure enters state equations,cost functionals and observation equations.Firstly,to reduce the complexity of solving the meanfield game,a limiting control problem is introduced.By virtue of the decomposition approach,an admissible control set is proposed.Applying a filter technique and dimensional-expansion technique,a decentralized control strategy and a consistency condition system are derived,and the related solvability is also addressed.Secondly,we discuss an approximate Nash equilibrium property of the decentralized control strategy.Finally,we work out a financial problem with some numerical simulations.展开更多
A detailed analysis was carried out on global asymptotic behavior of a kind of stochastic SIRS(susceptible-infective-removed-susceptible)model.This model has been obtained by introducing stochasticity into the origina...A detailed analysis was carried out on global asymptotic behavior of a kind of stochastic SIRS(susceptible-infective-removed-susceptible)model.This model has been obtained by introducing stochasticity into the original deterministic SIRS model via the technique of parameter perturbation which is standard in stochastic population modeling.By making corresponding Lyapunov function and using It formula,the condition for the solution of the model tending to the disease free equilibrium asymptotically was obtained.Under this condition,the epidemics will die out as time goes by.Based on this,almost surely exponential stability was analyzed.展开更多
Park-and-ride （P＆R） facilities can alleviate the traffic burden in central urban areas by enabling car drivers to park at the perimeter of congested areas and continue their journeys with public transportation （e....Park-and-ride （P＆R） facilities can alleviate the traffic burden in central urban areas by enabling car drivers to park at the perimeter of congested areas and continue their journeys with public transportation （e.g., metro and bus rapid transit）. Whether a P＆R scheme is successful depends on its attractiveness to car users. This paper presents anevaluation method for the reliability analysis of P＆R mode. Two indices, P＆R reliability and mode reliability, are in- troduced to represent the reliabilities of a transfer point and an entire trip, respectively. Then, a systematic reliability analysis is conducted for a stochastic P＆R network, where travelers can complete their journeys via two options： auto mode or P＆R mode. A variational inequality （VI） model is proposed and solved by a heuristic solution algorithm. Nu- merical results show that the P＆R facility reliability is significantly influenced by the capacity of parking facilities, the dispatching frequency of the connecting metro, and the metro fare. In addition, a higher level of total demand in the network has significant negative impacts on P＆R mode＇s attractiveness compared to auto mode.展开更多
基金The Postgraduate Research&Practice Innovation Program of Jiangsu Province(No.KYLX16_0271).
文摘Considering the range anxiety issue caused by the limited driving range and the scarcity of battery charging stations,the conventional multinomial logit(MNL)model with the overlapping path issue was used in route choice modeling to describe the route choice behavior of travelers effectively.Furthermore,the generalized nested logit-based stochastic user equilibrium(GNL-SUE)model with the constraints of multiple user classes and distance limits was proposed.A mathematical model was developed and solved by the method of successive averages.The mathematical model was proven to be analytically equivalent to the modified GNL-SUE model,and the uniqueness of the solution was also confirmed.The proposed mathematical model was tested and compared with the GNL-SUE model without a distance limit and the MNL-SUE model with a distance limit.Results show that the proposed mathematical model can effectively handle the range anxiety and overlapping path challenges.
基金supported by the Ministry of Education of People’s Republic of China(Grant no.20JHQ016)the National Social Science Fund of China(Grant no.17BGJ059)。
文摘We developed a multinomial-logit-based stochastic user equilibrium(MNL SUE)model incorporating time value of cargo to investigate future proportions of cargo flow through the Northeast Passage(NEP)and the Suez Canal Route between representative ports.We studied navigation during the ice-free and ice-covered seasons using sea ice projections for 2070 based on 1991–2021 NEP ice data.Sailing distance and time between selected ports are lower via the NEP than the Suez Canal Route.Under the scenario of year-round operation of the NEP,the proportion of cargo flow through the NEP is estimated to be 68.5%,which represents considerable commercial potential.Proportions are higher for the ice-free season and for ports at high latitudes.We also assessed flow under different scenarios.Under the scenario of fuel price increase,proportion of flow through the NEP in the ice-covered season is expected to increase.If time value is ignored,flow through the NEP is expected to increase all year round.If shippers become more cost-conscious,flow through the NEP is also expected to increase.
基金The Scientific Innovation Research of College Graduates in Jiangsu Province(No.CXLX13_110)the Young Scientists Fund of National Natural Science Foundation of China(No.51408253)the Young Scientists Fund of Huaiyin Institute of Technology(No.491713328)
文摘This paper puts forward a rigorous approach for a sensitivity analysis of stochastic user equilibrium with the elastic demand （SUEED） model. First, proof is given for the existence of derivatives of output variables with respect to the perturbation parameters for the SUEED model. Then by taking advantage of the gradient-based method for sensitivity analysis of a general nonlinear program, detailed formulae are developed for calculating the derivatives of designed variables with respect to perturbation parameters at the equilibrium state of the SUEED model. This method is not only applicable for a sensitivity analysis of the logit-type SUEED problem, but also for the probit-type SUEED problem. The application of the proposed method in a numerical example shows that the proposed method can be used to approximate the equilibrium link flow solutions for both logit-type SUEED and probit-type SUEED problems when small perturbations are introduced in the input parameters.
基金Projects(51378119,51578150)supported by the National Natural Science Foundation of China
文摘Advanced traveler information systems （ATIS） can not only improve drivers＇ accessibility to the more accurate route travel time information, but also can improve drivers＇ adaptability to the stochastic network capacity degradations. In this paper, a mixed stochastic user equilibrium model was proposed to describe the interactive route choice behaviors between ATIS equipped and unequipped drivers on a degradable transport network. In the proposed model the information accessibility of equipped drivers was reflected by lower degree of uncertainty in their stochastic equilibrium flow distributions, and their behavioral adaptability was captured by multiple equilibrium behaviors over the stochastic network state set. The mixed equilibrium model was formulated as a fixed point problem defined in the mixed route flows, and its solution was achieved by executing an iterative algorithm. Numerical experiments were provided to verify the properties of the mixed network equilibrium model and the efficiency of the iterative algorithm.
基金Project(2012CB725400)supported by the National Basic Research Program of ChinaProjects(71271023,71322102)supported by the National Science Foundation of ChinaProject(2015JBM053)supported by the Fundamental Research Funds for the Central Universities,China
文摘The cumulative prospect theory(CPT) is applied to study travelers' route choice behavior in a degradable transport network. A cumulative prospect theory-based user equilibrium(CPT-UE) model considering stochastic perception error(SPE) within travelers' route choice decision process is developed. The SPE is conditionally dependent on the actual travel time distribution, which is different from the deterministic perception error used in the traditional logit-based stochastic user equilibrium. The CPT-UE model is formulated as a variational inequality problem and solved by a heuristic solution algorithm. Numerical examples are provided to illustrate the application of the proposed model and efficiency of the solution algorithm. The effects of SPE on the reference point determination, cumulative prospect value estimation, route choice decision and network performance evaluation are investigated.
基金Project(KYLX16_0271)supported by the Postgraduate Research&Practice Innovation Program of Jiangsu Province,China。
文摘Traffic assignment has been recognized as one of the key technologies in supporting transportation planning and operations.To better address the perfectly rational issue of the expected utility theory(EUT)and the overlapping path issue of the multinomial logit(MNL)model that are involved in the traffic assignment process,this paper proposes a cumulative prospect value(CPV)-based generalized nested logit(GNL)stochastic user equilibrium(SUE)model.The proposed model uses CPV to replace the utility value as the path performance within the GNL model framework.An equivalent mathematical model is provided for the proposed CPV-based GNL SUE model,which is solved by the method of successive averages(MSA).The existence and equivalence of the solution are also proved for the equivalent model.To demonstrate the performance of the proposed CPV-based GNL SUE model,three road networks are selected in the empirical test.The results show that the proposed model can jointly deal with the perfectly rational issue and the overlapping path issue,and additionally,the proposed model is shown to be applicable for large road networks.
基金Project(2007AA11Z236) supported by the National High Technology Research and Development Program of ChinaProject(2012M5209O1) supported by China Postdoctoral Science Foundation
文摘Based on the framework of method of successive averages(MSA), a modified stochastic user-equilibrium assignment algorithm was proposed, which can be used to calculate the passenger flow distribution of urban rail transit(URT) under network operation. In order to describe the congestion's impact to passengers' route choices, a generalized cost function with in-vehicle congestion was set up. Building on the k-th shortest path algorithm, a method for generating choice set with time constraint was embedded, considering the characteristics of network operation. A simple but efficient route choice model, which was derived from travel surveys for URT passengers in China, was introduced to perform the stochastic network loading at each iteration in the algorithm. Initial tests on the URT network in Shanghai City show that the methodology, with rational calculation time, promises to compute more precisely the passenger flow distribution of URT under network operation, compared with those practical algorithms used in today's China.
基金This research was supported by a project of Financial MathematicsFinancial Engineering and Finan-cial Managementwhich is o
文摘This paper examines the existence of general equilibrium in a discrete time economy with the infinite horizon incomplete markets.There is a single good at each node in the event tree.The existence of general equilibrium for the infinite horizon economy is proved by taking limit of equilibria in truncated economies in which trade stops at a sequence of dates.
文摘The paper analyses integrating origin-destination (O-D) survey results with stochastic user equilibrium (SUE) in traffic assignment. The two methods are widely used in transportation planning but their applications have not yet fully integrated. While O-D gives a generalized trip patterns, purpose and characteristics, SUE provides optimal trip distributions using the characteristics found in O-D survey. The paper utilized O-D and SUE in route relocation study for the town of Coamo in Puerto Rico. The O-D survey was used initially in studying possible trip distribution and assignment for the new route. Initial distribution and assignment of traffic to the existing roadway networks and the proposed route were allocated utilizing the O-D survey findings. The SUE was then used to optimize the assignments considering roadway characteristics such as number of lanes, capacity limits, free flow speed, signal spacing density, travel time and gasoline cost. The travel time was optimized through the Bureau of Public Roads (BPR) equation found in 2000 HCM. The optimal trips found from the SUE were then used to propose the final alignment of the new route. Traffic assignment from the SUE was slightly different from those initially assigned using O-D, indicating there was optimization. The assignment on new route was increased by 13.8% from the one assigned using O-D while assignment on the existing link was reduced by 22%.
文摘In this article, we summarize some results on invariant non-homogeneous and dynamic-equilibrium (DE) continuous Markov stochastic processes. Moreover, we discuss a few examples and consider a new application of DE processes to elements of survival analysis. These elements concern the stochastic quadratic-hazard-rate model, for which our work 1) generalizes the reading of its It? stochastic ordinary differential equation (ISODE) for the hazard-rate-driving independent (HRDI) variables, 2) specifies key properties of the hazard-rate function, and in particular, reveals that the baseline value of the HRDI variables is the expectation of the DE solution of the ISODE, 3) suggests practical settings for obtaining multi-dimensional probability densities necessary for consistent and systematic reconstruction of missing data by Gibbs sampling and 4) further develops the corresponding line of modeling. The resulting advantages are emphasized in connection with the framework of clinical trials of chronic obstructive pulmonary disease (COPD) where we propose the use of an endpoint reflecting the narrowing of airways. This endpoint is based on a fairly compact geometric model that quantifies the course of the obstruction, shows how it is associated with the hazard rate, and clarifies why it is life-threatening. The work also suggests a few directions for future research.
文摘This paper analyzes the aritrage free security markets and the general equilibrium existence problem for a stochastic economy with incomplete financial markets. Information structure is given by an event tree. This paper restricts attention to purely financial securities. It is assume that trading takes place in the sequence of spot markets and futures markets for securities payable in units of account. Unlimited short selling in securities is allowed. Financial markets may be incomplete: some consumption streams may be impossible to obtain by any trading strategy. Securities may be individually precluded from trade at arbitrary states and dates. The security price process is arbitrage free the dividend process if and only if there exists a stochstic state price (present value) process: the present value of the security prices at every vertex is the present value of their dividend and capital values over the set of immediate successors; the current value of each security at every vertex is the present value of its future dividend stream over all succeeding vertices. The existence of such an equilibrium is proved under the following condition: continuous, weakly convex, strictly monotone and complete preferences, strictly positive endowments and dividends processes.
文摘A discrete time stochastic traffic assignment model is proposed. The model provides a discrete time description of the variations of flows on a road network during a day or a peak period. The congestion effect at links and link junctions are taken into account. The first in first out principle is enforced on all links at all periods of the day. A stochastic user equilibrium assignment is achieved when the tripmaker is unable to find better travel alternatives. A computational procedure is also presented.
基金supported by the National Natural Science Foundation of China(Grant Nos.71501149 and 71231007)the Soft Science Project of Hubei Province,China(Grant No.2017ADC122)the Fundamental Research Funds for the Central Universities,China(Grant No.WUT:2017VI070)
文摘We study the stochastic evolutionary public goods game with punishment in a finite size population. Two kinds of costly punishments are considered, i.e., first-order punishment in which only the defectors are punished, and second-order punishment in which both the defectors and the cooperators who do not punish the defective behaviors are punished. We focus on the stochastic stable equilibrium of the system. In the population, the evolutionary process of strategies is described as a finite state Markov process. The evolutionary equilibrium of the system and its stochastic stability are analyzed by the limit distribution of the Markov process. By numerical experiments, our findings are as follows.（i） The first-order costly punishment can change the evolutionary dynamics and equilibrium of the public goods game, and it can promote cooperation only when both the intensity of punishment and the return on investment parameters are large enough.（ii）Under the first-order punishment, the further imposition of the second-order punishment cannot change the evolutionary dynamics of the system dramatically, but can only change the probability of the system to select the equilibrium points in the ＂C＋P＂ states, which refer to the co-existence states of cooperation and punishment. The second-order punishment has limited roles in promoting cooperation, except for some critical combinations of parameters.（iii） When the system chooses＂C＋P＂ states with probability one, the increase of the punishment probability under second-order punishment will further increase the proportion of the ＂P＂ strategy in the ＂C＋P＂ states.
基金Project(BX20180268)supported by National Postdoctoral Program for Innovative Talent,ChinaProject(300102228101)supported by Fundamental Research Funds for the Central Universities of China+1 种基金Project(51578150)supported by the National Natural Science Foundation of ChinaProject(18YJCZH130)supported by the Humanities and Social Science Project of Chinese Ministry of Education
文摘The traffic equilibrium assignment problem under tradable credit scheme(TCS) in a bi-modal stochastic transportation network is investigated in this paper. To describe traveler’s risk-taking behaviors under uncertainty, the cumulative prospect theory(CPT) is adopted. Travelers are assumed to choose the paths with the minimum perceived generalized path costs, consisting of time prospect value(PV) and monetary cost. At equilibrium with a given TCS, the endogenous reference points and credit price remain constant, and are consistent with the equilibrium flow pattern and the corresponding travel time distributions of road sub-network. To describe such an equilibrium state, the CPT-based stochastic user equilibrium(SUE) conditions can be formulated under TCS. An equivalent variational inequality(VI) model embedding a parameterized fixed point(FP) model is then established, with its properties analyzed theoretically. A heuristic solution algorithm is developed to solve the model, which contains two-layer iterations. The outer iteration is a bisection-based contraction method to find the equilibrium credit price, and the inner iteration is essentially the method of successive averages(MSA) to determine the corresponding CPT-based SUE network flow pattern. Numerical experiments are provided to validate the model and algorithm.
文摘In this paper, we discuss the dynamics of a stochastic SIRC epidemic model with infection rate affected by white noise. We prove that this stochastic model has a unique nonnegative solution globally. A threshold is identified. When the noise is small, the solution of the stochastic model converges to the disease-free equilibrium point of the deterministic model if , which means the basic reproductive number of the stochastic model. And if , the solution of the stochastic model fluctuates around the epidemic equilibrium of the deterministic model. When the noise is large, the disease tends to extinction. The results are illustrated by computer simulations.
文摘To investigate the equilibrium relationships between the volatility of capital and income, taxation, and ance in a stochastic control model, the uniqueness of the solution to this model was proved by using the method of dynamic programming under the introduction of distributive disturbance and elastic labor supply. Furthermore, the effects of two types of shocks on labor-leisure choice, economic growth rate and welfare were numerically analyzed, and then the optimal tax policy was derived.
基金The Social Science Foundation of China(No06BJY011)
文摘A continuous-time stochastic model is constructed to analyze how to control rent seeking behaviors. Using the stochastic optimization methods based on the modem risky theory, a unique positive solution to the dynamic model is derived. The effects of preference-related parameters on the optimal control level of rent seeking are discussed, and some policy measures are given. The results show that there exists a unique solution to the stochastic dynamic model under some macroeconomic assumptions, and that raising public expenditure may have reverse effects on rent seeking in an underdeveloped or developed economic environment.
基金supported by the National Key Research and Development Program of China(2022YFA1006103,2023YFA1009203)the National Natural Science Foundation of China(61925306,61821004,11831010,61977043,12001320)+2 种基金the Natural Science Foundation of Shandong Province(ZR2019ZD42,ZR2020ZD24)the Taishan Scholars Young Program of Shandong(TSQN202211032)the Young Scholars Program of Shandong University。
文摘This paper considers a linear-quadratic(LQ) meanfield game governed by a forward-backward stochastic system with partial observation and common noise,where a coupling structure enters state equations,cost functionals and observation equations.Firstly,to reduce the complexity of solving the meanfield game,a limiting control problem is introduced.By virtue of the decomposition approach,an admissible control set is proposed.Applying a filter technique and dimensional-expansion technique,a decentralized control strategy and a consistency condition system are derived,and the related solvability is also addressed.Secondly,we discuss an approximate Nash equilibrium property of the decentralized control strategy.Finally,we work out a financial problem with some numerical simulations.
基金Foundation of Shanghai for Outstanding Young Teachers in University,China(No.B-5300-08-007)the 085 Knowledge Innovation Project of Shanghai Municipal Education Commission,China(No.Z08509008-01)Humanities and SocialScience Fund General Project of Ministry of Education,China(No.08JA630051)
文摘A detailed analysis was carried out on global asymptotic behavior of a kind of stochastic SIRS(susceptible-infective-removed-susceptible)model.This model has been obtained by introducing stochasticity into the original deterministic SIRS model via the technique of parameter perturbation which is standard in stochastic population modeling.By making corresponding Lyapunov function and using It formula,the condition for the solution of the model tending to the disease free equilibrium asymptotically was obtained.Under this condition,the epidemics will die out as time goes by.Based on this,almost surely exponential stability was analyzed.
基金supported by the National Natural Science Foundations of China (Nos. 51178403 and 51108391)
文摘Park-and-ride （P＆R） facilities can alleviate the traffic burden in central urban areas by enabling car drivers to park at the perimeter of congested areas and continue their journeys with public transportation （e.g., metro and bus rapid transit）. Whether a P＆R scheme is successful depends on its attractiveness to car users. This paper presents anevaluation method for the reliability analysis of P＆R mode. Two indices, P＆R reliability and mode reliability, are in- troduced to represent the reliabilities of a transfer point and an entire trip, respectively. Then, a systematic reliability analysis is conducted for a stochastic P＆R network, where travelers can complete their journeys via two options： auto mode or P＆R mode. A variational inequality （VI） model is proposed and solved by a heuristic solution algorithm. Nu- merical results show that the P＆R facility reliability is significantly influenced by the capacity of parking facilities, the dispatching frequency of the connecting metro, and the metro fare. In addition, a higher level of total demand in the network has significant negative impacts on P＆R mode＇s attractiveness compared to auto mode.
