Risk Averse Dynamic System Optimal Traffic Assignment
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- YAMAZAKI Shuichi
- 東北大学大学院情報科学研究科
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- AKAMATSU Takashi
- 東北大学大学院情報科学研究科
Bibliographic Information
- Other Title
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- 不確実性に対するリスク回避度を考慮した動的な交通システム最適配分
Abstract
This paper presents a method for solving a dynamic system optimal (DSO) traffic assignment problem with uncertain travel time. Formulating the DSO assignment in a network with two parallel links as a stochastic control problem, we derive the optimality conditions of the assignment problem. We then show that the optimality conditions can be equivalently stated as a dynamical system of generalized complementarity problems (GCP). Based on this reformulation, we provide an efficient algorithm for solving the stochastic control problem.
Journal
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- INFRASTRUCTURE PLANNING REVIEW
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INFRASTRUCTURE PLANNING REVIEW 23 963-972, 2006
Japan Society of Civil Engineers
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Details 詳細情報について
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- CRID
- 1390282679614832384
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- NII Article ID
- 130004039547
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- ISSN
- 18848303
- 09134034
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- Data Source
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- JaLC
- Crossref
- CiNii Articles
- KAKEN
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- Abstract License Flag
- Disallowed