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相关论文: Runway capacity expansion planning for public airp…

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We investigate the potential impact of communication and human performance uncertainties on runway operations. Specifically, we consider these impacts within the context of an arrival scenario with two converging flows: a straight-in…

系统与控制 · 电气工程与系统科学 2026-04-21 Yutian Pang , Andrew Kendall , John-Paul Clarke

This analysis derives the maximum likelihood estimator and applies Bayesian inference to model geometric Brownian motion, incorporating jump diffusion to account for sudden market shifts. The Bayesian approach is implemented using Markov…

应用统计 · 统计学 2025-03-14 Yifei Yan , Juan Sosa , Carlos Martínez

The aim of this paper is to study the continuity correction for barrier options in jump-diusion models. For this purpose, we express the pay-off a barrier option in terms of the maximum of the underlying process. We then condition with…

概率论 · 数学 2012-12-14 El Hadj Aly Dia , Damien Lamberton

Capacity expansion models are frequently used to inform multi-billion dollar grid infrastructure decisions, a context in which there is significant uncertainty surrounding the future need for and performance of such infrastructure. However,…

系统与控制 · 电气工程与系统科学 2026-03-03 Gabriel Mantegna , Emil Dimanchev , Filippo Pecci , Neha Patankar , Jesse Jenkins

We investigate a method to deal with congestion of sectors and delays in the tactical phase of air traffic flow and capacity management. It relies on temporal objectives given for every point of the flight plans and shared among the…

人工智能 · 计算机科学 2013-09-18 Gaétan Marceau , Pierre Savéant , Marc Schoenauer

The landing and takeoff operations for an airport at any given day are described in terms of the capacity envelopes associated to runway system configurations, of the scheduled flights along the day and of predefined delay tolerances for…

最优化与控制 · 数学 2023-10-19 Carlos D. F. J. Bernardes , César Rodrigo

Nowadays, huge efforts are made to modernize the air traffic management systems to cope with uncertainty, complexity and sub-optimality. An answer is to enhance the information sharing between the stakeholders. This paper introduces a…

人工智能 · 计算机科学 2012-12-18 Areski Hadjaz , Gaétan Marceau , Pierre Savéant , Marc Schoenauer

This paper analyzes the use of variable speed limits to optimize travel time reliability for commuters. The investigation focuses on a traffic corridor with a bottleneck subject to the capacity drop phenomenon. The optimization criterion is…

最优化与控制 · 数学 2025-09-16 Alexander Hammerl , Ravi Seshadri , Thomas Kjær Rasmussen , Otto Anker Nielsen

Strategic Traffic Management Initiatives (TMIs) such as Ground Delay Programs (GDPs) play a crucial role in mitigating operational costs associated with demand-capacity imbalances. However, GDPs can only be planned (e.g., duration, delay…

最优化与控制 · 数学 2024-02-26 Haochen Wu , Xinting Zhu , Shuchang Li , Ying Zhou , Lishuai Li , Max Z. Li

Air Traffic Flow and Capacity Management (ATFCM) is one of the constituent parts of Air Traffic Management (ATM). The goal of ATFCM is to make airport and airspace capacity meet traffic demand and, when capacity opportunities are exhausted,…

人工智能 · 计算机科学 2018-02-21 Rodrigo Marcos , Oliva García-Cantú , Ricardo Herranz

Variation and imbalance in demand poses significant challenges to Urban Air Mobility (UAM) operations, affecting strategic decisions such as fleet sizing. To study the implications of demand variation on UAM fleet operations, we propose a…

系统与控制 · 电气工程与系统科学 2024-07-02 Shangqing Cao , Xuan Jiang , Emin Burak Onat , Bo Zou , Mark Hansen , Raja Sengupta , Anjan Chakrabarty

Dynamic queueing networks (DQN) model queueing systems where demand varies strongly with time, such as airport terminals. With rapidly rising global air passenger traffic placing increasing pressure on airport terminals, efficient…

统计方法学 · 统计学 2019-03-25 Anthony Ebert , Ritabrata Dutta , Kerrie Mengersen , Antonietta Mira , Fabrizio Ruggeri , Paul Wu

We analyze the consumption-portfolio selection problem of an investor facing both Brownian and jump risks. We bring new tools, in the form of orthogonal decompositions, to bear on the problem in order to determine the optimal portfolio in…

概率论 · 数学 2009-06-15 Yacine Aït-Sahalia , Julio Cacho-Diaz , T. R. Hurd

Recent studies have significantly improved the prediction accuracy of travel demand using graph neural networks. However, these studies largely ignored uncertainty that inevitably exists in travel demand prediction. To fill this gap, this…

机器学习 · 计算机科学 2024-02-23 Qingyi Wang , Shenhao Wang , Dingyi Zhuang , Haris Koutsopoulos , Jinhua Zhao

In this paper, we consider a risk-based optimal investment problem of an insurer in a regime-switching jump diffusion model with noisy memory. Using the model uncertainty modeling, we formulate the investment problem as a zero-sum,…

投资组合管理 · 定量金融 2019-03-25 Rodwell Kufakunesu , Calisto Guambe , Lesedi Mabitsela

In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…

最优化与控制 · 数学 2020-04-10 Trivikram Dokka , Francis Garuba , Marc Goerigk , Peter Jacko

By framing reinforcement learning as a sequence modeling problem, recent work has enabled the use of generative models, such as diffusion models, for planning. While these models are effective in predicting long-horizon state trajectories…

机器人学 · 计算机科学 2024-09-26 Vineet Punyamoorty , Pascal Jutras-Dubé , Ruqi Zhang , Vaneet Aggarwal , Damon Conover , Aniket Bera

Accurate traffic demand forecasting enables transportation management departments to allocate resources more effectively, thereby improving their utilization efficiency. However, complex spatiotemporal relationships in traffic systems…

机器学习 · 计算机科学 2025-07-04 Siqing Long , Xiangzhi Huang , Jiemin Xie , Ming Cai

Advanced Air Mobility encompasses emerging aviation technologies that transport people and cargo between local, regional, or urban locations that are currently underserved by aviation and other transportation modalities. The disruptive…

物理与社会 · 物理学 2024-04-03 Luis E. Alvarez , James Jones , Austin Bryan , Andrew Weinert

Unlimited access to a motorway network can, in overloaded conditions, cause a loss of capacity. Ramp metering (signals on slip roads to control access to the motorway) can help avoid this loss of capacity. The design of ramp metering…

概率论 · 数学 2010-02-25 F. P. Kelly , R. J. Williams
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