Displaying similar documents to “A Markov chain model for traffic equilibrium problems”

A Markov chain model for traffic equilibrium problems

Giandomenico Mastroeni (2002)

RAIRO - Operations Research - Recherche Opérationnelle

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We consider a stochastic approach in order to define an equilibrium model for a traffic-network problem. In particular, we assume a markovian behaviour of the users in their movements throughout the zones of the traffic area. This assumption turns out to be effective at least in the context of urban traffic, where, in general, the users tend to travel by choosing the path they find more convenient and not necessarily depending on the already travelled part. The developed model is a homogeneous...

Fast simulation for Road Traffic Network

Roberta Jungblut-Hessel, Brigitte Plateau, William J. Stewart, Bernard Ycart (2010)

RAIRO - Operations Research

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In this paper we present a method to perform fast simulation of large Markovian systems. This method is based on the use of three concepts: Markov chain uniformization, event-driven dynamics, and modularity. An application of urban traffic simulation is presented to illustrate the performance of our approach.

Technical comment. A problem on Markov chains

Franco Giannessi (2002)

RAIRO - Operations Research - Recherche Opérationnelle

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A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.

Conditional Markov chains - construction and properties

Tomasz R. Bielecki, Jacek Jakubowski, Mariusz Niewęgłowski (2015)

Banach Center Publications

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In this paper we study finite state conditional Markov chains (CMCs). We give two examples of CMCs, one which admits intensity, and another one, which does not admit an intensity. We also give a sufficient condition under which a doubly stochastic Markov chain is a CMC. In addition we provide a method for construction of conditional Markov chains via change of measure.

Technical comment. A problem on Markov chains

Franco Giannessi (2010)

RAIRO - Operations Research

Similarity:

A problem (arisen from applications to networks) is posed about the principal minors of the matrix of transition probabilities of a Markov chain.

On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated Hidden Markov Model

Thomas Kaijser

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Consider a Hidden Markov Model (HMM) such that both the state space and the observation space are complete, separable, metric spaces and for which both the transition probability function (tr.pr.f.) determining the hidden Markov chain of the HMM and the tr.pr.f. determining the observation sequence of the HMM have densities. Such HMMs are called fully dominated. In this paper we consider a subclass of fully dominated HMMs which we call regular. A fully dominated,...

Single-use reliability computation of a semi-Markovian system

Guglielmo D'Amico (2014)

Applications of Mathematics

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Markov chain usage models were successfully used to model systems and software. The most prominent approaches are the so-called failure state models Whittaker and Thomason (1994) and the arc-based Bayesian models Sayre and Poore (2000). In this paper we propose arc-based semi-Markov usage models to test systems. We extend previous studies that rely on the Markov chain assumption to the more general semi-Markovian setting. Among the obtained results we give a closed form representation...

Simple Markov chains

O. Adelman (1976)

Annales scientifiques de l'Université de Clermont. Mathématiques

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Semi-Markov-based approach for the analysis of open tandem networks with blocking and truncation

Walenty Oniszczuk (2009)

International Journal of Applied Mathematics and Computer Science

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This paper describes an analytical study of open two-node (tandem) network models with blocking and truncation. The study is based on semi-Markov process theory, and network models assume that multiple servers serve each queue. Tasks arrive at the tandem in a Poisson fashion at the rate λ, and the service times at the first and the second node are nonexponentially distributed with means sA and sB , respectively. Both nodes have buffers with finite capacities. In this type of network,...