A dynamic sequential route choice model for micro-simulation

Dans les études sur le transport, les modèles de choix de route décrivent la sélection par un utilisateur d’un chemin, depuis son origine jusqu’à sa destination. Plus précisément, il s’agit de trouver dans un réseau composé d’arcs et de sommets la suite d’arcs reliant deux sommets, suivant des critères donnés. Nous considérons dans le présent travail l’application de la programmation dynamique pour représenter le processus de choix, en considérant le choix d’un chemin comme une séquence de choix d’arcs. De plus, nous mettons en œuvre les techniques d’approximation en programmation dynamique afin de représenter la connaissance imparfaite de l’état réseau, en particulier pour les arcs éloignés du point actuel. Plus précisément, à chaque fois qu’un utilisateur atteint une intersection, il considère l’utilité d’un certain nombre d’arcs futurs, puis une estimation est faite pour le restant du chemin jusqu’à la destination. Le modèle de choix de route est implanté dans le cadre d’un modèle de simulation de trafic par événements discrets. Le modèle ainsi construit est testé sur un modèle de réseau routier réel afin d’étudier sa performance.

Subjective health assessments and active labor market participation of older men: evidence from a semiparametric binary choice model with nonadditive correlated individual-specific effects

We use panel data from the U. S. Health and Retirement Study, 1992-2002, to estimate the effect of self-assessed health limitations on the active labor market participation of older men. Self-assessments of health are likely to be endogenous to labor supply due to justification bias and individual-specific heterogeneity in subjective evaluations. We address both concerns. We propose a semiparametric binary choice procedure that incorporates nonadditive correlated individual-specific effects. Our estimation strategy identifies and estimates the average partial effects of health and functioning on labor market participation. The results indicate that poor health plays a major role in labor market exit decisions.

A dynamic choice model of hybrid behavior in the attribute-space

This paper presents a dynamic choice model in the attributespace considering rational consumers that discount the future. In lightof the evidence of several state-dependence patterns, the model isfurther extended by considering a utility function that allows for thedifferent types of behavior described in the literature: pure inertia,pure variety seeking and hybrid. The model presents a stationaryconsumption pattern that can be inertial, where the consumer only buysone product, or a variety-seeking one, where the consumer buys severalproducts simultane-ously. Under the inverted-U marginal utilityassumption, the consumer behaves inertial among the existing brands forseveral periods, and eventually, once the stationary levels areapproached, the consumer turns to a variety-seeking behavior. An empiricalanalysis is run using a scanner database for fabric softener andsignificant evidence of hybrid behavior for most attributes is found,which supports the functional form considered in the theory.

Revenue management under general discrete choice model of consumer behavior

Customer choice behavior, such as 'buy-up' and 'buy-down', is an importantphe-nomenon in a wide range of industries. Yet there are few models ormethodologies available to exploit this phenomenon within yield managementsystems. We make some progress on filling this void. Specifically, wedevelop a model of yield management in which the buyers' behavior ismodeled explicitly using a multi-nomial logit model of demand. Thecontrol problem is to decide which subset of fare classes to offer ateach point in time. The set of open fare classes then affects the purchaseprobabilities for each class. We formulate a dynamic program todetermine the optimal control policy and show that it reduces to a dynamicnested allocation policy. Thus, the optimal choice-based policy caneasily be implemented in reservation systems that use nested allocationcontrols. We also develop an estimation procedure for our model based onthe expectation-maximization (EM) method that jointly estimates arrivalrates and choice model parameters when no-purchase outcomes areunobservable. Numerical results show that this combined optimization-estimation approach may significantly improve revenue performancerelative to traditional leg-based models that do not account for choicebehavior.

Practice location of physicians: a discrete choice model approach

Economists and policymakers have long been concerned with increasing the supply of health professionals in rural and remote areas. This work seeks to understand which factors influence physicians’ choice of practice location right after completing residency. Differently from previous papers, we analyse the Brazilian missalocation and assess the particularities of developing countries. We use a discrete choice model approach with a multinomial logit specification. Two rich databases are employed containing the location and wage of formally employed physicians as well as details from their post-graduation. Our main findings are that amenities matter, physicians have a strong tendency to remain in the region they completed residency and salaries are significant in the choice of urban, but not rural, communities. We conjecture this is due to attachments built during training and infrastructure concerns.

Hybrid choice model for propensity to travel and tour complexity

During the last years cities around the world have invested important quantities of money in measures for reducing congestion and car-trips. Investments which are nothing but potential solutions for the well-known urban sprawl phenomenon, also called the “development trap” that leads to further congestion and a higher proportion of our time spent in slow moving cars. Over the path of this searching for solutions, the complex relationship between urban environment and travel behaviour has been studied in a number of cases. The main question on discussion is, how to encourage multi-stop tours? Thus, the objective of this paper is to verify whether unobserved factors influence tour complexity. For this purpose, we use a data-base from a survey conducted in 2006-2007 in Madrid, a suitable case study for analyzing urban sprawl due to new urban developments and substantial changes in mobility patterns in the last years. A total of 943 individuals were interviewed from 3 selected neighbourhoods (CBD, urban and suburban). We study the effect of unobserved factors on trip frequency. This paper present the estimation of an hybrid model where the latent variable is called propensity to travel and the discrete choice model is composed by 5 alternatives of tour type. The results show that characteristics of the neighbourhoods in Madrid are important to explain trip frequency. The influence of land use variables on trip generation is clear and in particular the presence of commercial retails. Through estimation of elasticities and forecasting we determine to what extent land-use policy measures modify travel demand. Comparing aggregate elasticities with percentage variations, it can be seen that percentage variations could lead to inconsistent results. The result shows that hybrid models better explain travel behavior than traditional discrete choice models.

Sequential choice from several populations.

We consider the problem of sampling sequentially from two or more populations in such a way as to maximize the expected sum of outcomes in the long run.

The value of travel time: new estimates developed using a speed-choice model. Final report.

Mode of access: Internet.

Simulation of air traffic controllers' behaviour using the operator choice model

The Operator Choice Model (OCM) was developed to model the behaviour of operators attending to complex tasks involving interdependent concurrent activities, such as in Air Traffic Control (ATC). The purpose of the OCM is to provide a flexible framework for modelling and simulation that can be used for quantitative analyses in human reliability assessment, comparison between human computer interaction (HCI) designs, and analysis of operator workload. The OCM virtual operator is essentially a cycle of four processes: Scan Classify Decide Action Perform Action. Once a cycle is complete, the operator will return to the Scan process. It is also possible to truncate a cycle and return to Scan after each of the processes. These processes are described using Continuous Time Probabilistic Automata (CTPA). The details of the probability and timing models are specific to the domain of application, and need to be specified using domain experts. We are building an application of the OCM for use in ATC. In order to develop a realistic model we are calibrating the probability and timing models that comprise each process using experimental data from a series of experiments conducted with student subjects. These experiments have identified the factors that influence perception and decision making in simplified conflict detection and resolution tasks. This paper presents an application of the OCM approach to a simple ATC conflict detection experiment. The aim is to calibrate the OCM so that its behaviour resembles that of the experimental subjects when it is challenged with the same task. Its behaviour should also interpolate when challenged with scenarios similar to those used to calibrate it. The approach illustrated here uses logistic regression to model the classifications made by the subjects. This model is fitted to the calibration data, and provides an extrapolation to classifications in scenarios outside of the calibration data. A simple strategy is used to calibrate the timing component of the model, and the results for reaction times are compared between the OCM and the student subjects. While this approach to timing does not capture the full complexity of the reaction time distribution seen in the data from the student subjects, the mean and the tail of the distributions are similar.

A diszkrét kiválasztási modell becslése Cox-regresszióval (Parameter estimation for multinomial discrete choice model using Cox-regression)

Considering the so-called "multinomial discrete choice" model the focus of this paper is on the estimation problem of the parameters. Especially, the basic question arises how to carry out the point and interval estimation of the parameters when the model is mixed i.e. includes both individual and choice-specific explanatory variables while a standard MDC computer program is not available for use. The basic idea behind the solution is the use of the Cox-proportional hazards method of survival analysis which is available in any standard statistical package and provided a data structure satisfying certain special requirements it yields the MDC solutions desired. The paper describes the features of the data set to be analysed.

Pure higher-order effects in the portfolio choice model

This paper examines the effects of higher-order risk attitudes and statistical moments on the optimal allocation of risky assets within the standard portfolio choice model. We derive the expressions for the optimal proportion of wealth invested in the risky asset to show they are functions of portfolio returns third- and fourth-order moments as well as on the investor’s risk preferences of prudence and temperance. We illustrate the relative importance that the introduction of those higher-order effects have in the decision of expected utility maximizers using data for the US.

Revisiting a destination: A tourist’s choice model : A case study of Sweden

This paper documents the design and results of a study on tourists’ decision-making about destinations in Sweden. For this purpose, secondary data, available from surveys were used to identify which type of individual has the highest probability to revisit a destination and what are influencing factors to do so. A binary logit model is applied. The results show that very important influencing factors are the length of stay as well as the origin of the individual. These results could be useful for a marketing organization as well as for policy, to develop strategies to attract the most profitable tourism segment. Therefore, it can also be a great support for sustainable tourism development, where the main focus does not has priority on increasing number of tourists.

Escolhas sequenciais e simultâneas em humanos: processamento independente ou por competição?

Dissertação de mestrado integrado em Psicologia