IDEAS home Printed from https://ideas.repec.org/a/eee/transb/v80y2015icp275-290.html
   My bibliography  Save this article

Study on mean-standard deviation shortest path problem in stochastic and time-dependent networks: A stochastic dominance based approach

Author

Listed:
  • Wu, Xing

Abstract

This paper studies a mean-standard deviation shortest path model, also called travel time budget (TTB) model. A route’s TTB is defined as this route’s mean travel time plus a travel time margin, which is the route travel time’s standard deviation multiplied with a factor. The TTB model violates the Bellman’s Principle of Optimality (BPO), making it difficult to solve it in any large stochastic and time-dependent network. Moreover, it is found that if path travel time distributions are skewed, the conventional TTB model cannot reflect travelers’ heterogeneous risk-taking behavior in route choice. This paper proposes to use the upper or lower semi-standard deviation to replace the standard deviation in the conventional TTB model (the new models are called derived TTB models), because these derived TTB models can well capture such heterogeneous risk-taking behavior when the path travel time distributions are skewed. More importantly, this paper shows that the optimal solutions of these two derived TTB models must be non-dominated paths under some specific stochastic dominance (SD) rules. These finding opens the door to solve these derived TTB models efficiently in large stochastic and time-dependent networks. Numerical examples are presented to illustrate these findings.

Suggested Citation

  • Wu, Xing, 2015. "Study on mean-standard deviation shortest path problem in stochastic and time-dependent networks: A stochastic dominance based approach," Transportation Research Part B: Methodological, Elsevier, vol. 80(C), pages 275-290.
  • Handle: RePEc:eee:transb:v:80:y:2015:i:c:p:275-290
    DOI: 10.1016/j.trb.2015.07.009
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0191261515001563
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.trb.2015.07.009?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Lam, William H.K. & Shao, Hu & Sumalee, Agachai, 2008. "Modeling impacts of adverse weather conditions on a road network with uncertainties in demand and supply," Transportation Research Part B: Methodological, Elsevier, vol. 42(10), pages 890-910, December.
    2. Y. Y. Fan & R. E. Kalaba & J. E. Moore, 2005. "Arriving on Time," Journal of Optimization Theory and Applications, Springer, vol. 127(3), pages 497-513, December.
    3. Hadar, Josef & Russell, William R., 1971. "Stochastic dominance and diversification," Journal of Economic Theory, Elsevier, vol. 3(3), pages 288-305, September.
    4. Fu, Liping & Rilett, L. R., 1998. "Expected shortest paths in dynamic and stochastic traffic networks," Transportation Research Part B: Methodological, Elsevier, vol. 32(7), pages 499-516, September.
    5. Ogryczak, Wlodzimierz & Ruszczynski, Andrzej, 1999. "From stochastic dominance to mean-risk models: Semideviations as risk measures," European Journal of Operational Research, Elsevier, vol. 116(1), pages 33-50, July.
    6. Xing, Tao & Zhou, Xuesong, 2011. "Finding the most reliable path with and without link travel time correlation: A Lagrangian substitution based approach," Transportation Research Part B: Methodological, Elsevier, vol. 45(10), pages 1660-1679.
    7. Yu Nie & Xing Wu & Tito Homem-de-Mello, 2012. "Optimal Path Problems with Second-Order Stochastic Dominance Constraints," Networks and Spatial Economics, Springer, vol. 12(4), pages 561-587, December.
    8. Nie, Yu (Marco), 2011. "Multi-class percentile user equilibrium with flow-dependent stochasticity," Transportation Research Part B: Methodological, Elsevier, vol. 45(10), pages 1641-1659.
    9. Watling, David, 2006. "User equilibrium traffic network assignment with stochastic travel times and late arrival penalty," European Journal of Operational Research, Elsevier, vol. 175(3), pages 1539-1556, December.
    10. Elise D. Miller-Hooks & Hani S. Mahmassani, 2000. "Least Expected Time Paths in Stochastic, Time-Varying Transportation Networks," Transportation Science, INFORMS, vol. 34(2), pages 198-215, May.
    11. Nie, Yu (Marco) & Wu, Xing & Dillenburg, John F. & Nelson, Peter C., 2012. "Reliable route guidance: A case study from Chicago," Transportation Research Part A: Policy and Practice, Elsevier, vol. 46(2), pages 403-419.
    12. H. Frank, 1969. "Shortest Paths in Probabilistic Graphs," Operations Research, INFORMS, vol. 17(4), pages 583-599, August.
    13. Randolph W. Hall, 1986. "The Fastest Path through a Network with Random Time-Dependent Travel Times," Transportation Science, INFORMS, vol. 20(3), pages 182-188, August.
    14. Shahabi, Mehrdad & Unnikrishnan, Avinash & Boyles, Stephen D., 2013. "An outer approximation algorithm for the robust shortest path problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 58(C), pages 52-66.
    15. Wang, Judith Y.T. & Ehrgott, Matthias & Chen, Anthony, 2014. "A bi-objective user equilibrium model of travel time reliability in a road network," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 4-15.
    16. Wu, Xing & (Marco) Nie, Yu, 2011. "Modeling heterogeneous risk-taking behavior in route choice: A stochastic dominance approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(9), pages 896-915, November.
    17. G. Hanoch & H. Levy, 1969. "The Efficiency Analysis of Choices Involving Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(3), pages 335-346.
    18. Anthony Chen & Zhong Zhou, 2009. "A Stochastic α-reliable Mean-excess Traffic Equilibrium Model with Probabilistic Travel Times and Perception Errors," Springer Books, in: William H. K. Lam & S. C. Wong & Hong K. Lo (ed.), Transportation and Traffic Theory 2009: Golden Jubilee, chapter 0, pages 117-145, Springer.
    19. Khani, Alireza & Boyles, Stephen D., 2015. "An exact algorithm for the mean–standard deviation shortest path problem," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 252-266.
    20. Chen, Peng & Nie, Yu (Marco), 2013. "Bicriterion shortest path problem with a general nonadditive cost," Transportation Research Part B: Methodological, Elsevier, vol. 57(C), pages 419-435.
    21. Lo, Hong K. & Luo, X.W. & Siu, Barbara W.Y., 2006. "Degradable transport network: Travel time budget of travelers with heterogeneous risk aversion," Transportation Research Part B: Methodological, Elsevier, vol. 40(9), pages 792-806, November.
    22. Milton Friedman & L. J. Savage, 1948. "The Utility Analysis of Choices Involving Risk," Journal of Political Economy, University of Chicago Press, vol. 56, pages 279-279.
    23. Tan, Zhijia & Yang, Hai & Guo, Renyong, 2014. "Pareto efficiency of reliability-based traffic equilibria and risk-taking behavior of travelers," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 16-31.
    24. Nie, Yu (Marco) & Wu, Xing, 2009. "Shortest path problem considering on-time arrival probability," Transportation Research Part B: Methodological, Elsevier, vol. 43(6), pages 597-613, July.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhang, Yuli & Max Shen, Zuo-Jun & Song, Shiji, 2017. "Lagrangian relaxation for the reliable shortest path problem with correlated link travel times," Transportation Research Part B: Methodological, Elsevier, vol. 104(C), pages 501-521.
    2. Chai, Huajun, 2019. "Dynamic Traffic Routing and Adaptive Signal Control in a Connected Vehicles Environment," Institute of Transportation Studies, Working Paper Series qt9ng3z8vn, Institute of Transportation Studies, UC Davis.
    3. Anny B. Wang & W. Y. Szeto, 2020. "Bounding the Inefficiency of the Reliability-Based Continuous Network Design Problem Under Cost Recovery," Networks and Spatial Economics, Springer, vol. 20(2), pages 395-422, June.
    4. Chen, Bi Yu & Li, Qingquan & Lam, William H.K., 2016. "Finding the k reliable shortest paths under travel time uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 189-203.
    5. Shen, Liang & Shao, Hu & Wu, Ting & Fainman, Emily Zhu & Lam, William H.K., 2020. "Finding the reliable shortest path with correlated link travel times in signalized traffic networks under uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 144(C).
    6. Yang, Lixing & Zhang, Yan & Li, Shukai & Gao, Yuan, 2016. "A two-stage stochastic optimization model for the transfer activity choice in metro networks," Transportation Research Part B: Methodological, Elsevier, vol. 83(C), pages 271-297.
    7. Zhang, Yufeng & Khani, Alireza, 2019. "An algorithm for reliable shortest path problem with travel time correlations," Transportation Research Part B: Methodological, Elsevier, vol. 121(C), pages 92-113.
    8. Xiangfeng Ji & Xuegang (Jeff) Ban & Mengtian Li & Jian Zhang & Bin Ran, 2017. "Non-expected Route Choice Model under Risk on Stochastic Traffic Networks," Networks and Spatial Economics, Springer, vol. 17(3), pages 777-807, September.
    9. Liu, Siyuan & Qu, Qiang, 2016. "Dynamic collective routing using crowdsourcing data," Transportation Research Part B: Methodological, Elsevier, vol. 93(PA), pages 450-469.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhaoqi Zang & Xiangdong Xu & Kai Qu & Ruiya Chen & Anthony Chen, 2022. "Travel time reliability in transportation networks: A review of methodological developments," Papers 2206.12696, arXiv.org, revised Jul 2022.
    2. Wu, Xing & (Marco) Nie, Yu, 2011. "Modeling heterogeneous risk-taking behavior in route choice: A stochastic dominance approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(9), pages 896-915, November.
    3. Chen, Bi Yu & Li, Qingquan & Lam, William H.K., 2016. "Finding the k reliable shortest paths under travel time uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 189-203.
    4. Tan, Zhijia & Yang, Hai & Guo, Renyong, 2014. "Pareto efficiency of reliability-based traffic equilibria and risk-taking behavior of travelers," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 16-31.
    5. Zhang, Yufeng & Khani, Alireza, 2019. "An algorithm for reliable shortest path problem with travel time correlations," Transportation Research Part B: Methodological, Elsevier, vol. 121(C), pages 92-113.
    6. A. Arun Prakash & Karthik K. Srinivasan, 2017. "Finding the Most Reliable Strategy on Stochastic and Time-Dependent Transportation Networks: A Hypergraph Based Formulation," Networks and Spatial Economics, Springer, vol. 17(3), pages 809-840, September.
    7. Yang, Lixing & Zhou, Xuesong, 2017. "Optimizing on-time arrival probability and percentile travel time for elementary path finding in time-dependent transportation networks: Linear mixed integer programming reformulations," Transportation Research Part B: Methodological, Elsevier, vol. 96(C), pages 68-91.
    8. Shahabi, Mehrdad & Unnikrishnan, Avinash & Boyles, Stephen D., 2013. "An outer approximation algorithm for the robust shortest path problem," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 58(C), pages 52-66.
    9. Xu, Xiangdong & Chen, Anthony & Cheng, Lin & Yang, Chao, 2017. "A link-based mean-excess traffic equilibrium model under uncertainty," Transportation Research Part B: Methodological, Elsevier, vol. 95(C), pages 53-75.
    10. Khani, Alireza & Boyles, Stephen D., 2015. "An exact algorithm for the mean–standard deviation shortest path problem," Transportation Research Part B: Methodological, Elsevier, vol. 81(P1), pages 252-266.
    11. Amirgholy, Mahyar & Gonzales, Eric J., 2017. "Efficient frontier of route choice for modeling the equilibrium under travel time variability with heterogeneous traveler preferences," Economics of Transportation, Elsevier, vol. 11, pages 1-14.
    12. Shen, Liang & Shao, Hu & Wu, Ting & Fainman, Emily Zhu & Lam, William H.K., 2020. "Finding the reliable shortest path with correlated link travel times in signalized traffic networks under uncertainty," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 144(C).
    13. Zhang, Yuli & Max Shen, Zuo-Jun & Song, Shiji, 2017. "Lagrangian relaxation for the reliable shortest path problem with correlated link travel times," Transportation Research Part B: Methodological, Elsevier, vol. 104(C), pages 501-521.
    14. Prakash, A. Arun & Seshadri, Ravi & Srinivasan, Karthik K., 2018. "A consistent reliability-based user-equilibrium problem with risk-averse users and endogenous travel time correlations: Formulation and solution algorithm," Transportation Research Part B: Methodological, Elsevier, vol. 114(C), pages 171-198.
    15. Xiangfeng Ji & Xuegang (Jeff) Ban & Mengtian Li & Jian Zhang & Bin Ran, 2017. "Non-expected Route Choice Model under Risk on Stochastic Traffic Networks," Networks and Spatial Economics, Springer, vol. 17(3), pages 777-807, September.
    16. Manseur, Farida & Farhi, Nadir & Nguyen Van Phu, Cyril & Haj-Salem, Habib & Lebacque, Jean-Patrick, 2020. "Robust routing, its price, and the tradeoff between routing robustness and travel time reliability in road networks," European Journal of Operational Research, Elsevier, vol. 285(1), pages 159-171.
    17. Teppei Kato & Kenetsu Uchida & William H. K. Lam & Agachai Sumalee, 2021. "Estimation of the value of travel time and of travel time reliability for heterogeneous drivers in a road network," Transportation, Springer, vol. 48(4), pages 1639-1670, August.
    18. Zhang, Yuli & Shen, Zuo-Jun Max & Song, Shiji, 2016. "Parametric search for the bi-attribute concave shortest path problem," Transportation Research Part B: Methodological, Elsevier, vol. 94(C), pages 150-168.
    19. Yu Nie & Xing Wu & Tito Homem-de-Mello, 2012. "Optimal Path Problems with Second-Order Stochastic Dominance Constraints," Networks and Spatial Economics, Springer, vol. 12(4), pages 561-587, December.
    20. Yang, Lixing & Zhou, Xuesong, 2014. "Constraint reformulation and a Lagrangian relaxation-based solution algorithm for a least expected time path problem," Transportation Research Part B: Methodological, Elsevier, vol. 59(C), pages 22-44.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:transb:v:80:y:2015:i:c:p:275-290. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/548/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.