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

A Markov chain model for traffic equilibrium problems

Giandomenico Mastroeni (2010)

RAIRO - Operations Research

Similarity:

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...

Technical comment. A problem on Markov chains

Franco Giannessi (2002)

RAIRO - Operations Research - Recherche Opérationnelle

Similarity:

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

Single-use reliability computation of a semi-Markovian system

Guglielmo D'Amico (2014)

Applications of Mathematics

Similarity:

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...

Aggregation/disaggregation method for safety models

Štěpán Klapka, Petr Mayer (2002)

Applications of Mathematics

Similarity:

The paper concerns the possibilities for mathematical modelling of safety related systems (equipment oriented on safety). Some mathematical models have been required by the present European Standards for the railway transport. We are interested in the possibility of using Markov’s models to meet these Standards. In the text an example of using that method in the interlocking equipment life cycle is given. An efficient aggregation/disaggregation method for computing some characteristics...

Fast simulation for road traffic network

Roberta Jungblut-Hessel, Brigitte Plateau, William J. Stewart, Bernard Ycart (2001)

RAIRO - Operations Research - Recherche Opérationnelle

Similarity:

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.

Central limit theorem for hitting times of functionals of Markov jump processes

Christian Paroissin, Bernard Ycart (2004)

ESAIM: Probability and Statistics

Similarity:

A sample of i.i.d. continuous time Markov chains being defined, the sum over each component of a real function of the state is considered. For this functional, a central limit theorem for the first hitting time of a prescribed level is proved. The result extends the classical central limit theorem for order statistics. Various reliability models are presented as examples of applications.