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Robust bilevel optimization models in transportation science

Författare och institution:
Michael Patriksson (Institutionen för matematiska vetenskaper, matematik, Chalmers/GU)
Publicerad i:
Philosophical Transactions of the Royal Society, A, 366 ( 1872 ) s. 1989-2004
Artikel, refereegranskad vetenskaplig
Sammanfattning (abstract):
Mathematical programs with equilibrium constraints (MPECs) constitute important modelling tools for network flow problems, as they place 'what-if' analyses in a proper mathematical framework. We consider a class of stochastic MPEC traffic models which explicitly incorporate possible uncertainties in travel costs and demands. In stochastic programming terminology, we consider 'here-and-now' models where decisions must be made before observing the uncertain parameter values and the responses of the network users; the objective is to minimize the expectation of the upper-level objective function. Such a model could, for example, be used to derive a fixed toll pricing scheme that provides the best revenue for a given network over a time period, where variations in traffic conditions and demand elasticities are described by distributions of parameters in the travel time and demand functions. We present new results on the stability of optimal solutions to perturbations in the probability distribution, establishing the robustness of the model. We also provide convergence results for algorithms based on the penalization of the equilibrium conditions or possible joint upper-level constraints, as well as for algorithms based on the discretization of the probability distribution; the latter enables the utilization of standard MPEC algorithms.
Ämne (baseras på Högskoleverkets indelning av forskningsämnen):
Matematik ->
Beräkningsmatematik ->
Tillämpad matematik
Matematik ->
Beräkningsmatematik ->
Tillämpad matematik ->
Optimeringslära, systemteori
Postens nummer:
Posten skapad:
2008-01-03 17:43
Posten ändrad:
2014-09-02 15:21

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