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Pedestrian route-choice and activity scheduling theory and models

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S.P. Hoogendoorn, P.H.L. Bovy / Transportation Research Part B 38 (2004) 169–190 179<br />

<br />

<br />

Z Ti<br />

<br />

v ½t;T i Þ ¼ arg minC i t; ^x; v ½t;Ti Þ; fA ij g ¼ arg minE Lðs; xðsÞ; vðsÞÞds þ /ðT i ; xðT i ÞÞ ð17Þ<br />

where L <strong>and</strong> / are given by Eqs. (8) <strong>and</strong> (7) respectively. To solve the path <strong>choice</strong> problem, let us<br />

define the so-called expected minimum perceived disutility function W ðt; ^xÞ (often referred to as the<br />

value function in optimal control <strong>theory</strong>) by the expected value of the costs upon applying the<br />

optimal velocity v ½t;T i Þ<br />

Z Ti<br />

<br />

W ðt; ^xÞ :¼ E Lðs; x ðsÞ; v ðsÞÞ þ /ðT i ; x ðT i ÞÞ<br />

ð18Þ<br />

subject to<br />

t<br />

dx ¼ v dt þ rðx ; v Þdw subject to x ðtÞ ¼^x<br />

To derive the dynamic programming equation, consider the period [t; t þ h). According to BellmanÕs<br />

optimization principle (Bellman, 1957), we have<br />

Z tþh<br />

<br />

W ðt; ^xÞ ¼E Lðs; x ðsÞ; v ðsÞÞ þ W ðt þ h; x ðt þ hÞÞ<br />

ð20Þ<br />

t<br />

Eq. (20) describes that the expected minimal cost of walking from ðt; ^xÞ to A ij equals the minimal<br />

expected cost of both walking from ðt; ^xÞ to ðt þ h; x ðt þ hÞÞ <strong>and</strong> walking from ðt þ h; x ðt þ hÞÞ to<br />

A ij . For small h, the following approximation is valid<br />

Z tþh<br />

<br />

E Lðs; xðsÞ; vðsÞÞ ¼ Lðt; xðtÞ; vðtÞÞh þ Oðh 2 Þ<br />

ð21Þ<br />

t<br />

The r<strong>and</strong>om variate xðt þ hÞ describing the predicted location at instant t þ h subject to Eq. (4)<br />

can be exp<strong>and</strong>ed using a Taylor series<br />

p<br />

xðt þ hÞ ¼^x þ hvðtÞþr<br />

ffiffiffi<br />

h w þ Oðh 3=2 Þ<br />

ð22Þ<br />

where rh 1=2 w is a Nð0; hrr 0 Þ distributed r<strong>and</strong>om variate. We can rewrite the expected value of the<br />

second term of the right-h<strong>and</strong>-side of Eq. (20)<br />

E½W ðt þ h; xðt þ hÞÞŠ ¼ W ðt þ h; ^x þ hvÞþ h X<br />

H ij ðx; vÞ o2 W ðt; ^xÞ<br />

þ Oðh 3=2 Þ ð23Þ<br />

2<br />

ox i ox j<br />

where Hðx; vÞ :¼ rðx; vÞr 0 ðx; vÞ. Substitution of Eqs. (21) <strong>and</strong> (23) into Eq. (20), using the appropriate<br />

Taylor series expansions, <strong>and</strong> taking the limit h ! 0 yields the so-called Hamilton–<br />

Jacobi–Bellman (HJB) or dynamic programming equation for decision making in continuous time<br />

<strong>and</strong> space under uncertainty<br />

o<br />

W ðt; xÞ ¼Hðt; x; rW ; DW Þ<br />

ot ð24Þ<br />

with terminal conditions<br />

W ðt 1 ; xÞ ¼/ i<br />

ð25Þ<br />

ij<br />

t<br />

ð19Þ

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