SearcharxivSearch

arXiv · 2108.00086

A generalized mean-field game model for the dynamics of pedestrians with limited predictive abilities

Abstract

This paper investigates the model for pedestrian flow firstly proposed in [Cristiani et al., DOI:10.1137/140962413]. The model assumes that each individual in the crowd moves in a known domain, aiming at minimizing a given cost functional. Both the pedestrian dynamics and the cost functional itself depend on the position of the whole crowd. In addition, pedestrians are assumed to have predictive abilities, but limited in time, extending only up to $\theta$ time units into the future, where $\theta\in[0,\infty)$ is a model parameter. 1) For $\theta=0$ (no predictive abilities), we recover the modeling assumptions of the Hughes's model, where people take decisions on the basis of the current position of the crowd only. 2) For $\theta\to\infty$, instead, we recover the standard mean field game (MFG) setting, where people are able to forecast the behavior of the others at any future time and take decisions on the basis of the current and future position of the whole crowd. 3) For intermediate values of $\theta$ we obtain something different: as in the Hughes's model, the numerical procedure to solve the problem requires to run an off-line procedure at any fixed time $t$, which returns the current optimal velocity field at time $t$ by solving an associated backward-in-time Hamilton-Jacobi-Bellman equation; but, differently from the Hughes's model, here the procedure involves a prediction of the crowd behavior in the sliding time window $[t,t+\theta)$, therefore the optimal velocity field is given by the solution to a forward-backward system which joins a Fokker-Planck equation with a Hamilton-Jacobi-Bellman equation as in the MFG approach. The fact that a different forward-backward system must be solved at any time $t$ arises new interesting theoretical questions. Numerical tests will give some clues about the well-posedness of the problem.

Explore related subjects

Keep this discovery

BibTeXRIS

Emiliano Cristiani, Arianna De Santo, Marta Menci. 2021-07-30. A generalized mean-field game model for the dynamics of pedestrians with limited predictive abilities. https://doi.org/10.4310/cms.2023.v21.n1.a3

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Deterministic and Random Bipartite Matching on General Networks: Convex Flow Reformulation, Asymptotic Properties, and Fast Algorithms

Minimum-distance bipartite matching on general networks has numerous applications various fields. This paper first focuses on deterministic problems and presents an exact edgewise-separable convex-flow reformulation. By introducing a smooth monotone rearrangement approximation of the edge-wise imbalance profiles, the convex-flow reformulation's can be solved efficiently. If we further conduct a first-order resistance-based approximation of the convex program, a one-step Laplacian-based estimator can be analytically derived in closed forms. The paper also studies random problems where supply and demand points are randomly distributed. We show that the expected optimal matching distance scales with the square root of the number of points if the supply/demand point distributions are identical, or linearly otherwise. In the former case, the optimal flow is proven to be centered, symmetric, and sub-Gaussian. In the latter case, the limiting resistance network characterizes how supply-demand imbalance is redistributed and motivates a fast algorithm that approximate the optimal flow based on the limiting resistance. Numerical experiments show that the proposed estimators closely approximate the exact matching cost while substantially reducing computation time. The proven theoretical properties of the random matching solution are numerically verified by large-scale Monte Carlo simulations.

math.OC

Conformal-DRO: Distributionally Robust Optimization with Conformalized Ambiguity Set

Data-driven distributionally robust optimization (DRO) typically treats the conditional outcome law as fixed and uses ambiguity sets to capture estimation error. This paper studies latent distributional heterogeneity, where each instance has an unobserved law but contributes only one observation, so uncertainty persists even if the mixture law is known. We propose Conformal-DRO, which uses nested conformal regions to construct an ambiguity set for the future latent law. Under exchangeability, the set covers this law with probability at least $1-\alpha$ in finite samples, without estimating underlying latent laws or their mixing mechanism. The conformal path induces a data-driven transport geometry, while $\alpha$ determines the radius. The worst-case problem reduces to a finite linear program over conformal shells and admits sparse adversarial solutions. The resulting robust value provides a finite-sample certificate for the selected decision's expected cost.

math.OC

The best approximation tuple: an extension of the Cheney-Goldstein algorithm and results to the multiple sets case

In this paper we extend the algorithm and several results published in the celebrated 1959 paper of Cheney and Goldstein about the best approximation pair (BAP) problem in two separate directions. One is the consideration of more than two sets. The other is the ability to handle each set as an intersections of a finite family of sets. We call the resulting problem the "Best Approximation Tuple (BAT) problem". The fundamental observation that leads to this generalizations is to recognize and handle one set (the "pivot set") as different from the remaining sets (the "satellite sets") instead of seeking cycles as the minimizers of a target functional. This enable us to overcome a certain theoretical obstacle related to cycles and minimizers of general functionals. We prove the convergence of the algorithm to the unique solution of the problem in the Euclidean case with strictly convex and compact satellite sets. Because of the lack of Fej\'er monotonicity, our convergence analysis is not standard, and is based on almost unknown properties of orthogonal projections regarding equality and inequality in the definition of nonexpansiveness.

math.OC