Estimating Markov Chain Mixing Times: Convergence Rate Towards Equilibrium of a Stochastic Process Traffic Assignment Model

Takamasa Iryo (), David Watling () and Martin Hazelton ()
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Takamasa Iryo: Graduate School of Information Sciences, Tohoku University, Aoba-ku, Sendai 980-8579, Japan
David Watling: Institute for Transport Studies, University of Leeds, Leeds LS2 9JT, United Kingdom
Martin Hazelton: Department of Mathematics and Statistics, University of Otago, Dunedin 9016, New Zealand

Transportation Science, 2024, vol. 58, issue 6, 1168-1192

Abstract: Network equilibrium models have been extensively used for decades. The rationale for using equilibrium as a predictor is essentially that (i) a unique and globally stable equilibrium point is guaranteed to exist and (ii) the transient period over which a system adapts to a change is sufficiently short in time that it can be neglected. However, we find transport problems without a unique and stable equilibrium in the literature. Even if it exists, it is not certain how long it takes for the system to reach an equilibrium point after an external shock onto the transport system, such as infrastructure improvement and damage by a disaster. The day-to-day adjustment process must be analysed to answer these questions. Among several models, the Markov chain approach has been claimed to be the most general and flexible. It is also advantageous as a unique stationary distribution is guaranteed in mild conditions, even when a unique and stable equilibrium does not exist. In the present paper, we first aim to develop a methodology for estimating the Markov chain mixing time (MCMT), a worst-case assessment of the convergence time of a Markov chain to its stationary distribution. The main tools are coupling and aggregation, which enable us to analyse MCMTs in large-scale transport systems. Our second aim is to conduct a preliminary examination of the relationships between MCMTs and critical properties of the system, such as travellers’ sensitivity to differences in travel cost and the frequency of travellers’ revisions of their choices. Through analytical and numerical analyses, we found key relationships in a few transport problems, including those without a unique and stable equilibrium. We also showed that the proposed method, combined with coupling and aggregation, can be applied to larger transport models.

Keywords: Markov chain mixing time; day-to-day dynamics; stochastic traffic assignment process (search for similar items in EconPapers)
Date: 2024
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