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Sensitivity analysis of the variable demand probit stochastic user equilibrium with multiple user-classes

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  • Connors, Richard D.
  • Sumalee, Agachai
  • Watling, David P.

Abstract

This paper presents a formulation of the multiple user class, variable demand, probit stochastic user equilibrium model (SUE). Sufficient conditions are stated for differentiability of the equilibrium flows of this model. This justifies the derivation of sensitivity expressions for the equilibrium flows. This paper then considers the network design problem (NDP), assuming that users' responses to changes in the design variables follow the probit SUE. With probit SUE stated as a fixed-point condition, the NDP is a mathematical program with equilibrium constraints (MPEC). The probit SUE sensitivity expressions provide the information necessary to adopt a gradient-based approach to solving the probit SUE NDP. Numerical examples verify the sensitivity expressions, and the NDP solution.

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  • Connors, Richard D. & Sumalee, Agachai & Watling, David P., 2007. "Sensitivity analysis of the variable demand probit stochastic user equilibrium with multiple user-classes," Transportation Research Part B: Methodological, Elsevier, vol. 41(6), pages 593-615, July.
  • Handle: RePEc:eee:transb:v:41:y:2007:i:6:p:593-615
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    Cited by:

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    4. Luathep, Paramet & Sumalee, Agachai & Lam, William H.K. & Li, Zhi-Chun & Lo, Hong K., 2011. "Global optimization method for mixed transportation network design problem: A mixed-integer linear programming approach," Transportation Research Part B: Methodological, Elsevier, vol. 45(5), pages 808-827, June.
    5. Sumalee, Agachai & Tan, Zhijia & Lam, William H.K., 2009. "Dynamic stochastic transit assignment with explicit seat allocation model," Transportation Research Part B: Methodological, Elsevier, vol. 43(8-9), pages 895-912, September.
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    7. Adriaan Hendrik van der Weijde & Vincent A.C. van den Berg, 2013. "Stochastic User Equilibrium Traffic Assignment with Price-sensitive Demand: Do Methods matter (much)?," Tinbergen Institute Discussion Papers 13-209/VIII, Tinbergen Institute.
    8. Qiang Meng & Zhiyuan Liu, 2011. "Trial-and-error method for congestion pricing scheme under side-constrained probit-based stochastic user equilibrium conditions," Transportation, Springer, vol. 38(5), pages 819-843, September.
    9. Ukkusuri, Satish V. & Patil, Gopal, 2009. "Multi-period transportation network design under demand uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 43(6), pages 625-642, July.
    10. Eri Nakamura & Fumitoshi Mizutani, 2019. "Necessary demand and extra demand of public utility product: identification using the stochastic frontier model," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 46(1), pages 45-64, March.
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