Perturbation analysis and sample-path optimization: stochastic flow models of urban traffic networks case

Coordination of traffic streams in an urban network, controllable by switching traffic lights, requires a global macroscopic model of the evolution of the flows of vehicle. We propose the use fluid petri nets as modeling tools. For the design of on-line controllers for traffic lights we study the network-wide effects of different local perturbations of the traffic light switching times via fast simulation. The infinitesimal perturbation analysis can under certain conditions lead to optimal closed loop performanc

Approximate IPA: Trading Unbiasedness for Simplicity

When Perturbation Analysis (PA) yields unbiased sensitivity estimators for expected-value performance functions in discrete event dynamic systems, it can be used for performance optimization of those functions. However, when PA is known to be unbiased, the complexity of its estimators often does not scale with the system's size. The purpose of this paper is to suggest an alternative approach to optimization which balances precision with computing efforts by trading off complicated, unbiased PA estimators for simple, biased approximate estimators. Furthermore, we provide guidelines for developing such estimators, that are largely based on the Stochastic Flow Modeling framework. We suggest that if the relative error (or bias) is not too large, then optimization algorithms such as stochastic approximation converge to a (local) minimum just like in the case where no approximation is used. We apply this approach to an example of balancing loss with buffer-cost in a finite-buffer queue, and prove a crucial upper bound on the relative error. This paper presents the initial study of the proposed approach, and we believe that if the idea gains traction then it may lead to a significant expansion of the scope of PA in optimization of discrete event systems.Comment: 8 pages, 8 figure

Applications of sensitivity analysis for probit stochastic network equilibrium

Network equilibrium models are widely used by traffic practitioners to aid them in making decisions concerning the operation and management of traffic networks. The common practice is to test a prescribed range of hypothetical changes or policy measures through adjustments to the input data, namely the trip demands, the arc performance (travel time) functions, and policy variables such as tolls or signal timings. Relatively little use is, however, made of the full implicit relationship between model inputs and outputs inherent in these models. By exploiting the representation of such models as an equivalent optimisation problem, classical results on the sensitivity analysis of non-linear programs may be applied, to produce linear relationships between input data perturbations and model outputs. We specifically focus on recent results relating to the probit Stochastic User Equilibrium (PSUE) model, which has the advantage of greater behavioural realism and flexibility relative to the conventional Wardrop user equilibrium and logit SUE models. The paper goes on to explore four applications of these sensitivity expressions in gaining insight into the operation of road traffic networks. These applications are namely: identification of sensitive, ‘critical’ parameters; computation of approximate, re-equilibrated solutions following a change (post-optimisation); robustness analysis of model forecasts to input data errors, in the form of confidence interval estimation; and the solution of problems of the bi-level, optimal network design variety. Finally, numerical experiments applying these methods are reported

Intrinsic adaptation in autonomous recurrent neural networks

A massively recurrent neural network responds on one side to input stimuli and is autonomously active, on the other side, in the absence of sensory inputs. Stimuli and information processing depends crucially on the qualia of the autonomous-state dynamics of the ongoing neural activity. This default neural activity may be dynamically structured in time and space, showing regular, synchronized, bursting or chaotic activity patterns. We study the influence of non-synaptic plasticity on the default dynamical state of recurrent neural networks. The non-synaptic adaption considered acts on intrinsic neural parameters, such as the threshold and the gain, and is driven by the optimization of the information entropy. We observe, in the presence of the intrinsic adaptation processes, three distinct and globally attracting dynamical regimes, a regular synchronized, an overall chaotic and an intermittent bursting regime. The intermittent bursting regime is characterized by intervals of regular flows, which are quite insensitive to external stimuli, interseeded by chaotic bursts which respond sensitively to input signals. We discuss these finding in the context of self-organized information processing and critical brain dynamics.Comment: 24 pages, 8 figure