conference paper

An approximate least-square Monte-Carlo algorithm for solving the multi-period continuous network design problem

Proceedings of the 97th annual meeting of the transportation research board

Publication Date

January 1, 2018

Abstract

This paper proposes a new algorithm to solve the Multi-period Continuous Network Design Problem (MPCNDP) in a real options framework. The MPCNDP aims to find the long-term optimal highway expansion plan for a road network with stochastic demand. Analytical methods, finite difference methods or Least Square Monte Carlo simulation (LSMC) are not applicable for solving the MPCNDP because of the high dimension of the stochastic demand variables and the complexity of the intrinsic complexity of the network design problem. The authors propose an algorithm, which they call â??Approximate Least Square Monte Carlo simulationâ?? (ALSMC). This algorithm applies least square regression to estimate the value of the termination payoff function without knowing the optimal capacity improvement plan. During each iteration, only a multi-period CNDP with deterministic demand needs to be solved, which dramatically reduces the computing time of each termination payoff function. The authors first test the ALSMC method on a simple example for which the exact solution is known, and show that it converges quickly to the solution. They then test the ALSMC method on a small network with 6 centroids and 16 links, which has been used as a benchmark in dozens of papers. The authors find that the ALSMC method gives quick and reasonably accurate estimates of the termination payoff function.

Suggested Citation
Ke Wang and Jean-Daniel M. Saphores (2018) “An approximate least-square Monte-Carlo algorithm for solving the multi-period continuous network design problem”, in Proceedings of the 97th annual meeting of the transportation research board, p. 18p.

published journal article

Comments

Brookings-Wharton Papers on Urban Affairs

Publication Date

January 1, 2000

Author(s)

Jan Brueckner, Douglas Holtz-Eakin
Suggested Citation
Jan K. Brueckner and Douglas Holtz-Eakin (2000) “Comments”, Brookings-Wharton Papers on Urban Affairs, 2000(1), pp. 267–273. Available at: 10.1353/urb.2000.0014.

published journal article

Associations between green space and preterm birth: Windows of susceptibility and interaction with air pollution

Environment International

Publication Date

September 1, 2020

Author(s)

Yi Sun, Paige Sheridan, Olivier Laurent, Jia Li, David A. Sacks, Heidi Fischer, Yang Qiu, Yu Jiang, Ilona S. Yim, Luo-Hua Jiang, John Molitor, Jiu-Chiuan Chen, Tarik Benmarhnia, Jean M. Lawrence, Jun Wu

Abstract

Background Recent studies have reported inconsistent associations between maternal residential green space and preterm birth (PTB, born < 37 completed gestational weeks). In addition, windows of susceptibility during pregnancy have not been explored and potential interactions of green space with air pollution exposures during pregnancy are still unclear. Objectives To evaluate the relationships between green space and PTB, identify windows of susceptibility, and explore potential interactions between green space and air pollution. Methods Birth certificate records for all births in California (2001–2008) were obtained. The Normalized Difference Vegetation Index (NDVI) was used to characterized green space exposure. Gestational age was treated as a time-to-event outcome; Cox proportional hazard models were applied to estimate the association between green space exposure and PTB, moderately PTB (MPTB, gestational age < 35 weeks), and very PTB (VPTB, gestational age < 30 weeks), after controlling for maternal age, race/ethnicity, education, and median household income. Month-specific green space exposure was used to identify potential windows of susceptibility. Potential interactions between green space and air pollution [fine particulate matter < 2.5 µm (PM2.5), nitrogen dioxide (NO2), and ozone (O3)] were examined on both additive and multiplicative scales. Results In total, 3,753,799 eligible births were identified, including 341,123 (9.09%) PTBs, 124,631 (3.32%) MPTBs, and 22,313 (0.59%) VPTBs. A reduced risk of PTB was associated with increases in residential NDVI exposure in 250 m, 500 m, 1000 m, and 2000 m buffers. In the 2000 m buffer, the association was strongest for VPTB [adjusted hazard ratio (HR) per interquartile range increase in NDVI: 0.959, 95% confidence interval (CI): 0.942–0.976)], followed by MPTB (HR = 0.970, 95% CI: 0.962–0.978) and overall PTB (HR = 0.972, 95% CI: 0.966–0.978). For PTB, green space during the 3rd − 5th gestational months had stronger associations than those in the other time periods, especially during the 4th gestational month (NDVI 2000 m: HR = 0.970, 95% CI: 0.965–0.975). We identified consistent positive additive and multiplicative interactions between decreasing green space and higher air pollution. Conclusion This large study found that maternal exposure to residential green space was associated with decreased risk of PTB, MPTB, and VPTB, especially in the second trimester. There is a synergistic effect between low green space and high air pollution levels on PTB, indicating that increasing exposure to green space may be more beneficial for women with higher air pollution exposures during pregnancy.

Suggested Citation
Yi Sun, Paige Sheridan, Olivier Laurent, Jia Li, David A. Sacks, Heidi Fischer, Yang Qiu, Yu Jiang, Ilona S. Yim, Luo-Hua Jiang, John Molitor, Jiu-Chiuan Chen, Tarik Benmarhnia, Jean M. Lawrence and Jun Wu (2020) “Associations between green space and preterm birth: Windows of susceptibility and interaction with air pollution”, Environment International, 142, p. 105804. Available at: 10.1016/j.envint.2020.105804.

published journal article

Using Section 15 Data: Adapting and Evaluating the Magnetic Tape Version for Statistical Analysis

Transportation Research Record

Publication Date

December 1, 1983

Author(s)

Suggested Citation
Gordon Fielding, Mary Brenner and Olivia de la Rocha (1983) “Using Section 15 Data: Adapting and Evaluating the Magnetic Tape Version for Statistical Analysis”, Transportation Research Record [Preprint], (961). Available at: https://onlinepubs.trb.org/Onlinepubs/trr/1984/961/961.pdf.

published journal article

The trip chaining activity of Sydney residents: A cross-section assessment by age group with a focus on seniors

Journal of Transport Geography

Publication Date

July 1, 2007

Author(s)

Thomas Golob, David A. Hensher

Abstract

In this paper, we use a pooled (2002-2004) cross-section of the Sydney travel survey, an annual continuous survey since 1997, to investigate the current profile of trip chaining travel activity of individuals in five-year groups, with a particular focus on those over 64 years old (i.e., seniors), given the aging of the population. Multiple correspondence analysis is used to establish causality of nonlinear and non-monotonic relationships between socioeconomic descriptors and measures of travel behavior (assessed as trip chains). A benchmark setting for today not only establishes the way in which the elderly currently `cope’ with the existing supply network and the available modal alternatives, given their needs, but also is useful in providing hints as to what might be the key emerging transport policy and planning challenges in the future to serve this growing and increasingly influential population sub-strata. The main policy finding is that after age 64, travel demand shifts from car driving (partly linked to loss of driving license, but partly through choice), to car passenger and then to public transport in complex trip chains, especially for singles and for all women.

Suggested Citation
Thomas F. Golob and David A. Hensher (2007) “The trip chaining activity of Sydney residents: A cross-section assessment by age group with a focus on seniors”, Journal of Transport Geography, 15(4), pp. 298–312. Available at: 10.1016/j.jtrangeo.2006.09.005.

conference paper

Improving urban multi-modal transport system through congestion pricing and bus fleet sizing: Bi-modal network fundamental diagram modeling approach

Proceedings of the 99th annual meeting of the transportation research board

Publication Date

January 1, 2020
Suggested Citation
Irene Martinez, Michael Hyland and Wenlong Jin (2020) “Improving urban multi-modal transport system through congestion pricing and bus fleet sizing: Bi-modal network fundamental diagram modeling approach”, in Proceedings of the 99th annual meeting of the transportation research board.

published journal article

A Difference Method for Plane Problems in Magnetoelastodynamics

Journal of Applied Mechanics

Publication Date

September 1, 1972

Author(s)

Abstract

The two-dimensional equations of magnetoelastodynamics are considered as a symmetric hyperbolic system of linear first-order partial-differential equations in three independent variables. The characteristic properties of the system are determined and a numerical method for obtaining the solution to mixed initial and boundary-value problems in plane magnetoelastodynamics is presented. Results on the von Neumann necessary condition are presented. Application of the method to a problem which has a known solution provides further numerical evidence of the convergence and stability of the method.

Suggested Citation
W. W. Recker (1972) “A Difference Method for Plane Problems in Magnetoelastodynamics”, Journal of Applied Mechanics, 39(3), pp. 689–695. Available at: 10.1115/1.3422774.

conference paper

Pseudorange measurement outlier detection for navigation with cellular signals. WIP abstract

Proceedings of the 10th ACM/IEEE international conference on cyber-physical systems

Publication Date

April 1, 2019

Author(s)

Mahdi Maaref, Joe Khalife, Zaher Kassas
Suggested Citation
Mahdi Maaref, Joe Khalife and Zaher M. Kassas (2019) “Pseudorange measurement outlier detection for navigation with cellular signals. WIP abstract”, in Proceedings of the 10th ACM/IEEE international conference on cyber-physical systems. ACM, pp. 346–347. Available at: 10.1145/3302509.3313334.

published journal article

MARKOV CHAIN MODELS IN PRACTICE: A REVIEW OF LOW COST SOFTWARE OPTIONS

Investigación Operacional

Publication Date

April 28, 2023

Author(s)

Jiaru Bai, Cristina del Campo, Robin Keller

Abstract

<p><span id="page3R_mcid27" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*100.34px); top: calc(var(–scale-factor)*263.71px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.939886);" role="presentation">Markov processes (or Markov chains) are used for modeling a phenomenon in which changes over time of a random variable</span> <span dir="ltr" style="left: calc(var(–scale-factor)*100.34px); top: calc(var(–scale-factor)*272.95px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.91935);" role="presentation">comprise a sequence of values in the future, each of which depends only on the immediately preceding state, not on other past</span> <span dir="ltr" style="left: calc(var(–scale-factor)*100.34px); top: calc(var(–scale-factor)*282.19px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.915678);" role="presentation">states. A Markov process (PM) is completely characterized by specifying the finite set S of possible states and the stationary</span> <span dir="ltr" style="left: calc(var(–scale-factor)*100.34px); top: calc(var(–scale-factor)*291.31px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.934392);" role="presentation">probabilities (i.e. time-invariant) of transition between these states.</span></span><span id="page3R_mcid28" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*318.67px); top: calc(var(–scale-factor)*291.31px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.987133);" role="presentation">The</span></span><span id="page3R_mcid29" class="markedContent"></span><span id="page3R_mcid30" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*333.07px); top: calc(var(–scale-factor)*291.31px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.952517);" role="presentation">software</span></span><span id="page3R_mcid31" class="markedContent"></span><span id="page3R_mcid32" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*362.47px); top: calc(var(–scale-factor)*291.31px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.888688);" role="presentation">mos</span></span><span id="page3R_mcid33" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*375.82px); top: calc(var(–scale-factor)*291.31px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.879561);" role="presentation">t used</span></span><span id="page3R_mcid34" class="markedContent"></span><span id="page3R_mcid35" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*396.82px); top: calc(var(–scale-factor)*291.31px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.937188);" role="presentation">in medical applications</span></span><span id="page3R_mcid36" class="markedContent"></span><span id="page3R_mcid37" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*473.02px); top: calc(var(–scale-factor)*291.31px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.901263);" role="presentation">is</span></span><span id="page3R_mcid38" class="markedContent"></span><span id="page3R_mcid39" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*480.34px); top: calc(var(–scale-factor)*291.31px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.935546);" role="presentation">produced by </span></span><span id="page3R_mcid40" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*100.34px); top: calc(var(–scale-factor)*300.55px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.969267);" role="presentation">TreeAge</span></span><span id="page3R_mcid41" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*128.18px); top: calc(var(–scale-factor)*300.55px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif;" role="presentation">,</span></span><span id="page3R_mcid42" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*132.26px); top: calc(var(–scale-factor)*300.55px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.942177);" role="presentation">since it offers</span></span><span id="page3R_mcid43" class="markedContent"></span><span id="page3R_mcid44" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*177.89px); top: calc(var(–scale-factor)*300.55px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.933813);" role="presentation">many</span></span><span id="page3R_mcid45" class="markedContent"></span><span id="page3R_mcid46" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*197.69px); top: calc(var(–scale-factor)*300.55px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.932563);" role="presentation">advantages to the user. But, the cost of the Treeage software is relatively high.</span></span><span id="page3R_mcid47" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*454.42px); top: calc(var(–scale-factor)*300.55px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.964072);" role="presentation">Therefore in this</span></span><span id="page3R_mcid48" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*100.34px); top: calc(var(–scale-factor)*309.79px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.927866);" role="presentation">article two software alternatives are presented: Sto Tree</span></span><span id="page3R_mcid49" class="markedContent"></span><span id="page3R_mcid50" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*280.63px); top: calc(var(–scale-factor)*309.79px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.927152);" role="presentation">and</span></span><span id="page3R_mcid51" class="markedContent"></span><span id="page3R_mcid52" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*294.31px); top: calc(var(–scale-factor)*309.79px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.88554);" role="presentation">the zero cost ad</span></span><span id="page3R_mcid53" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*344.35px); top: calc(var(–scale-factor)*309.79px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif;" role="presentation">d</span></span><span id="page3R_mcid54" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*348.43px); top: calc(var(–scale-factor)*309.79px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif;" role="presentation">-</span></span><span id="page3R_mcid55" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*350.95px); top: calc(var(–scale-factor)*309.79px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.957184);" role="presentation">in package "markovchain" implemented in R. An</span></span><span id="page3R_mcid56" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*100.34px); top: calc(var(–scale-factor)*318.91px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.909639);" role="presentation">example of a cost</span></span><span id="page3R_mcid57" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*156.62px); top: calc(var(–scale-factor)*318.91px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif;" role="presentation">-</span></span><span id="page3R_mcid58" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*159.29px); top: calc(var(–scale-factor)*318.91px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.932854);" role="presentation">effectiveness analysis of two possible treatments for advanced cervical cancer, previously conducted with the</span></span><span id="page3R_mcid59" class="markedContent"> <span dir="ltr" style="left: calc(var(–scale-factor)*100.34px); top: calc(var(–scale-factor)*328.15px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.927157);" role="presentation">Treeage software, is re</span></span><span id="page3R_mcid60" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*173.21px); top: calc(var(–scale-factor)*328.15px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif;" role="presentation">-</span></span><span id="page3R_mcid61" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*175.85px); top: calc(var(–scale-factor)*328.15px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.916132);" role="presentation">analyzed with these two low cost software packages.</span></span> <span id="page3R_mcid63" class="markedContent"><span dir="ltr" style="left: calc(var(–scale-factor)*100.34px); top: calc(var(–scale-factor)*337.27px); font-size: calc(var(–scale-factor)*8.04px); font-family: sans-serif; transform: scaleX(0.95059);" role="presentation">You can find a Spanish version of this paper in the following link: http://faculty.sites.uci.edu/lrkeller/publications</span></span></p>

Suggested Citation
Jiaru Bai, Cristina del Campo and L. Robin Keller (2023) “MARKOV CHAIN MODELS IN PRACTICE: A REVIEW OF LOW COST SOFTWARE OPTIONS”, Investigación Operacional, 38(1). Available at: https://revistas.uh.cu/invoperacional/article/view/4420 (Accessed: September 10, 2025).