IDEAS home Printed from https://ideas.repec.org/a/inm/ortrsc/v36y2002i2p149-166.html
   My bibliography  Save this article

A Second Order Stochastic Network Equilibrium Model, I: Theoretical Foundation

Author

Listed:
  • David Watling

    (Institute for Transport Studies, University of Leeds, Woodhouse Lane, Leeds LS2 9JT, United Kingdom)

Abstract

Existing models of stochastic network equilibrium route choice in transport networks are able to represent exogenously specified variations in drivers' actual or perceived travel costs, but assume throughout that flows are deterministic. In this paper, a new notion of equilibrium is presented based on stochastic flow variables, in which the impact of variable flows on the variability in travel costs is endogenously handled. Firstly, a very general notion of equilibrium is deduced as a fixed point condition on the joint probability distribution of network flows. Then, an approximation to this condition is derived, which operates by equilibrating moments of order n and below of the joint flow probability distribution, and is termed a Generalized Stochastic User Equilibrium of order n , being denoted GSUE( n ). The GSUE(1) model is seen to be a conventional Stochastic User Equilibrium. The paper goes on to focus on the second order model, GSUE(2). Conditions are presented to guarantee the existence of GSUE(2) solutions. Conditions are deduced to guarantee (a) uniqueness of solutions in networks with a single interzonal movement, and (b) proximity of solutions in networks with multiple interzonal movements. Finally, a simple example is presented.

Suggested Citation

  • David Watling, 2002. "A Second Order Stochastic Network Equilibrium Model, I: Theoretical Foundation," Transportation Science, INFORMS, vol. 36(2), pages 149-166, May.
    • Handle: RePEc:inm:ortrsc:v:36:y:2002:i:2:p:149-166
    DOI: 10.1287/trsc.36.2.149.560
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/trsc.36.2.149.560
    Download Restriction: no
    File URL: https://libkey.io/10.1287/trsc.36.2.149.560?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
    ---><---

    References listed on IDEAS

    as
    1. Pitu Mirchandani & Hossein Soroush, 1987. "Generalized Traffic Equilibrium with Probabilistic Travel Times and Perceptions," Transportation Science, INFORMS, vol. 21(3), pages 133-152, August.
    2. Cascetta, Ennio, 1989. "A stochastic process approach to the analysis of temporal dynamics in transportation networks," Transportation Research Part B: Methodological, Elsevier, vol. 23(1), pages 1-17, February.
    3. G. E. Cantarella & E. Cascetta, 1995. "Dynamic Processes and Equilibrium in Transportation Networks: Towards a Unifying Theory," Transportation Science, INFORMS, vol. 29(4), pages 305-329, November.
    4. Smith, M. J., 1979. "The existence, uniqueness and stability of traffic equilibria," Transportation Research Part B: Methodological, Elsevier, vol. 13(4), pages 295-304, December.
    5. Gary A. Davis & Nancy L. Nihan, 1993. "Large Population Approximations of a General Stochastic Traffic Assignment Model," Operations Research, INFORMS, vol. 41(1), pages 169-178, February.
    6. Carlos F. Daganzo & Yosef Sheffi, 1977. "On Stochastic Models of Traffic Assignment," Transportation Science, INFORMS, vol. 11(3), pages 253-274, August.
    7. David Watling, 2002. "A Second Order Stochastic Network Equilibrium Model, II: Solution Method and Numerical Experiments," Transportation Science, INFORMS, vol. 36(2), pages 167-183, May.
    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. Li-Jun Tian & Hai-Jun Huang & Zi-You Gao, 2012. "A Cumulative Perceived Value-Based Dynamic User Equilibrium Model Considering the Travelers’ Risk Evaluation on Arrival Time," Networks and Spatial Economics, Springer, vol. 12(4), pages 589-608, December.
    2. 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.
    3. Martin L. Hazelton & David P. Watling, 2004. "Computation of Equilibrium Distributions of Markov Traffic-Assignment Models," Transportation Science, INFORMS, vol. 38(3), pages 331-342, August.
    4. 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.
    5. Shanjiang Zhu & David Levinson, 2011. "A Portfolio Theory of Route Choice," Working Papers 000096, University of Minnesota: Nexus Research Group.
    6. Hazelton, Martin L., 2022. "The emergence of stochastic user equilibria in day-to-day traffic models," Transportation Research Part B: Methodological, Elsevier, vol. 158(C), pages 102-112.
    7. Sumalee, Agachai & Xu, Wei, 2011. "First-best marginal cost toll for a traffic network with stochastic demand," Transportation Research Part B: Methodological, Elsevier, vol. 45(1), pages 41-59, January.
    8. David Watling, 2002. "A Second Order Stochastic Network Equilibrium Model, II: Solution Method and Numerical Experiments," Transportation Science, INFORMS, vol. 36(2), pages 167-183, May.
    9. Ma, Jie & Meng, Qiang & Cheng, Lin & Liu, Zhiyuan, 2022. "General stochastic ridesharing user equilibrium problem with elastic demand," Transportation Research Part B: Methodological, Elsevier, vol. 162(C), pages 162-194.
    10. 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.
    11. Crawford, F. & Watling, D.P. & Connors, R.D., 2017. "A statistical method for estimating predictable differences between daily traffic flow profiles," Transportation Research Part B: Methodological, Elsevier, vol. 95(C), pages 196-213.
    12. Connors, Richard D. & Sumalee, Agachai, 2009. "A network equilibrium model with travellers' perception of stochastic travel times," Transportation Research Part B: Methodological, Elsevier, vol. 43(6), pages 614-624, July.
    13. Shuang Wang & Jing Lu & Liping Jiang, 2019. "Time Reliability of the Maritime Transportation Network for China’s Crude Oil Imports," Sustainability, MDPI, vol. 12(1), pages 1-18, December.
    14. Xie, Chi & Liu, Zugang, 2014. "On the stochastic network equilibrium with heterogeneous choice inertia," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 90-109.
    15. Zhang, Chao & Chen, Xiaojun & Sumalee, Agachai, 2011. "Robust Wardrop's user equilibrium assignment under stochastic demand and supply: Expected residual minimization approach," Transportation Research Part B: Methodological, Elsevier, vol. 45(3), pages 534-552, March.

    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. Martin L. Hazelton & David P. Watling, 2004. "Computation of Equilibrium Distributions of Markov Traffic-Assignment Models," Transportation Science, INFORMS, vol. 38(3), pages 331-342, August.
    2. Hazelton, Martin L., 2022. "The emergence of stochastic user equilibria in day-to-day traffic models," Transportation Research Part B: Methodological, Elsevier, vol. 158(C), pages 102-112.
    3. Rambha, Tarun & Boyles, Stephen D., 2016. "Dynamic pricing in discrete time stochastic day-to-day route choice models," Transportation Research Part B: Methodological, Elsevier, vol. 92(PA), pages 104-118.
    4. David Watling & Giulio Cantarella, 2015. "Model Representation & Decision-Making in an Ever-Changing World: The Role of Stochastic Process Models of Transportation Systems," Networks and Spatial Economics, Springer, vol. 15(3), pages 843-882, September.
    5. Watling, David, 1998. "Perturbation stability of the asymmetric stochastic equilibrium assignment model," Transportation Research Part B: Methodological, Elsevier, vol. 32(3), pages 155-171, April.
    6. David Watling, 2002. "A Second Order Stochastic Network Equilibrium Model, II: Solution Method and Numerical Experiments," Transportation Science, INFORMS, vol. 36(2), pages 167-183, May.
    7. Xie, Chi & Liu, Zugang, 2014. "On the stochastic network equilibrium with heterogeneous choice inertia," Transportation Research Part B: Methodological, Elsevier, vol. 66(C), pages 90-109.
    8. G. E. Cantarella & D. P. Watling, 2016. "Modelling road traffic assignment as a day-to-day dynamic, deterministic process: a unified approach to discrete- and continuous-time models," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 69-98, March.
    9. Paolo Delle Site, 2017. "On the Equivalence Between SUE and Fixed-Point States of Day-to-Day Assignment Processes with Serially-Correlated Route Choice," Networks and Spatial Economics, Springer, vol. 17(3), pages 935-962, September.
    10. Hazelton, Martin L., 2002. "Day-to-day variation in Markovian traffic assignment models," Transportation Research Part B: Methodological, Elsevier, vol. 36(7), pages 637-648, August.
    11. He, Xiaozheng & Guo, Xiaolei & Liu, Henry X., 2010. "A link-based day-to-day traffic assignment model," Transportation Research Part B: Methodological, Elsevier, vol. 44(4), pages 597-608, May.
    12. Watling, David P. & Hazelton, Martin L., 2018. "Asymptotic approximations of transient behaviour for day-to-day traffic models," Transportation Research Part B: Methodological, Elsevier, vol. 118(C), pages 90-105.
    13. 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.
    14. Katharina Parry & David P. Watling & Martin L. Hazelton, 2016. "A new class of doubly stochastic day-to-day dynamic traffic assignment models," EURO Journal on Transportation and Logistics, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 5-23, March.
    15. Di, Xuan & Liu, Henry X., 2016. "Boundedly rational route choice behavior: A review of models and methodologies," Transportation Research Part B: Methodological, Elsevier, vol. 85(C), pages 142-179.
    16. Bie, Jing & Lo, Hong K., 2010. "Stability and attraction domains of traffic equilibria in a day-to-day dynamical system formulation," Transportation Research Part B: Methodological, Elsevier, vol. 44(1), pages 90-107, January.
    17. Watling, David, 1999. "Stability of the stochastic equilibrium assignment problem: a dynamical systems approach," Transportation Research Part B: Methodological, Elsevier, vol. 33(4), pages 281-312, May.
    18. E. Nikolova & N. E. Stier-Moses, 2014. "A Mean-Risk Model for the Traffic Assignment Problem with Stochastic Travel Times," Operations Research, INFORMS, vol. 62(2), pages 366-382, April.
    19. Meneguzzer, Claudio, 2022. "Day-to-day dynamics in a simple traffic network with mixed direct and contrarian route choice behaviors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    20. Fernando Ordóñez & Nicolás E. Stier-Moses, 2010. "Wardrop Equilibria with Risk-Averse Users," Transportation Science, INFORMS, vol. 44(1), pages 63-86, February.

    More about this item

    Statistics

    Access and download statistics

    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:inm:ortrsc:v:36:y:2002:i:2:p:149-166. 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: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    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.