A Modified Late Arrival Penalised User Equilibrium Model and Robustness in Data Perturbation

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Hauptverfasser: Li, Manlan, Xu, Huifu
Format: Preprint
Veröffentlicht: 2023
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author Li, Manlan
Xu, Huifu
author_facet Li, Manlan
Xu, Huifu
contents In this paper, we revisit the LAPUE model with a different focus: we begin by adopting a new penalty function which gives a smooth transition of the boundary between lateness and no lateness and demonstrate the LAPUE model based on the new penalty function has a unique equilibrium and is stable with respect to (w.r.t.) small perturbation of probability distribution under moderate conditions. We then move on to discuss statistical robustness of the modified LAPUE (MLAPUE) model by considering the case that the data to be used for fitting the density function may be perturbed in practice or there is a discrepancy between the probability distribution of the underlying uncertainty constructed with empirical data and the true probability distribution in future, we investigate how the data perturbation may affect the equilibrium. We undertake the analysis from two perspectives: (a) a few data are perturbed by outliers and (b) all data are potentially perturbed. In case (a), we use the well-known influence function to quantify the sensitivity of the equilibrium by the outliers and in case (b) we examine the difference between empirical distributions of the equilibrium based on perturbed data and the equilibrium based on unperturbed data. To examine the performance of the MLAPUE model and our theoretical analysis of statistical robustness, we carry out some numerical experiments, the preliminary results confirm the statistical robustness as desired.
format Preprint
id arxiv_https___arxiv_org_abs_2401_00380
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle A Modified Late Arrival Penalised User Equilibrium Model and Robustness in Data Perturbation
Li, Manlan
Xu, Huifu
Optimization and Control
In this paper, we revisit the LAPUE model with a different focus: we begin by adopting a new penalty function which gives a smooth transition of the boundary between lateness and no lateness and demonstrate the LAPUE model based on the new penalty function has a unique equilibrium and is stable with respect to (w.r.t.) small perturbation of probability distribution under moderate conditions. We then move on to discuss statistical robustness of the modified LAPUE (MLAPUE) model by considering the case that the data to be used for fitting the density function may be perturbed in practice or there is a discrepancy between the probability distribution of the underlying uncertainty constructed with empirical data and the true probability distribution in future, we investigate how the data perturbation may affect the equilibrium. We undertake the analysis from two perspectives: (a) a few data are perturbed by outliers and (b) all data are potentially perturbed. In case (a), we use the well-known influence function to quantify the sensitivity of the equilibrium by the outliers and in case (b) we examine the difference between empirical distributions of the equilibrium based on perturbed data and the equilibrium based on unperturbed data. To examine the performance of the MLAPUE model and our theoretical analysis of statistical robustness, we carry out some numerical experiments, the preliminary results confirm the statistical robustness as desired.
title A Modified Late Arrival Penalised User Equilibrium Model and Robustness in Data Perturbation
topic Optimization and Control
url https://arxiv.org/abs/2401.00380