arXiv subjects

Yu Marco Nie

Publications and source records attributed to Yu Marco Nie.

9 recordsLinked to original sources

arXiv2026

Enforcing Priority in Schedule-based User Equilibrium Transit Assignment

Denied boarding in congested transit systems induces queuing delays and departure-time shifts that can reshape passenger flows. Correctly modeling these responses in transit assignment hinges on the enforcement of two priority rules: continuance priority for onboard passengers and first-come-first-served (FCFS) boarding among waiting passengers. Existing schedule-based models typically enforce these rules through explicit dynamic loading and group-level expected costs, yet discrete vehicle runs can induce nontrivial within-group cost differences that undermine behavioral consistency. We revisit the implicit-priority framework of Nguyen et al. (2001), which, by encoding boarding priority through the notion of available capacity, characterizes route and departure choices based on realized personal (rather than group-averaged) travel experiences. However, the framework lacks an explicit mathematical formulation and exact computational methods for finding equilibria. Here, we derive an equivalent nonlinear complementarity problem (NCP) formulation and establish equilibrium existence under mild conditions. We also show that multiple equilibria may exist, including behaviorally questionable ones. To rule out these artifacts, we propose a refined arc-level NCP formulation that not only corresponds to a tighter, behaviorally consistent equilibrium concept but also is more computationally tractable. We reformulate the NCP as a continuously differentiable mathematical program with equilibrium constraints (MPEC) and propose two solution algorithms. Numerical studies on benchmark instances and a Hong Kong case study demonstrate that the model reproduces continuance priority and FCFS queuing and captures departure-time shifts driven by the competition for boarding priority.

cs.GT↗

arXiv2025

Addressing the alignment problem in transportation policy making: an LLM approach

A key challenge in transportation planning is that the collective preferences of heterogeneous travelers often diverge from the policies produced by model-driven decision tools. This misalignment frequently results in implementation delays or failures. Here, we investigate whether large language models (LLMs), noted for their capabilities in reasoning and simulating human decision-making, can help inform and address this alignment problem. We develop a multi-agent simulation in which LLMs, acting as agents representing residents from different communities in a city, participate in a referendum on a set of transit policy proposals. Using chain-of-thought reasoning, LLM agents provide ranked-choice or approval-based preferences, which are aggregated using instant-runoff voting (IRV) to model democratic consensus. We implement this simulation framework with both GPT-4o and Claude-3.5, and apply it for Chicago and Houston. Our findings suggest that LLM agents are capable of approximating plausible collective preferences and responding to local context, while also displaying model-specific behavioral biases and modest divergences from optimization-based benchmarks. These capabilities underscore both the promise and limitations of LLMs as tools for solving the alignment problem in transportation decision-making.

cs.CY↗

arXiv2025

A Cardinality-Constrained Approach to Combinatorial Bilevel Congestion Pricing

Combinatorial bilevel congestion pricing (CBCP), a variant of the mixed (continuous/discrete) network design problems, seeks to minimize the total travel time experienced by all travelers in a road network, by strategically selecting toll locations and determining toll charges. Conventional wisdom suggests that these problems are intractable since they have to be formulated and solved with a significant number of integer variables. Here, we devise a scalable local algorithm for the CBCP problem that guarantees convergence to an approximate Karush-Kuhn-Tucker point. Our approach is novel in that it eliminates the use of integer variables altogether, instead introducing a cardinality constraint that limits the number of toll locations to a user-specified upper bound. The resulting bilevel program with the cardinality constraint is then transformed into a block-separable, single-level optimization problem that can be solved efficiently after penalization and decomposition. We are able to apply the algorithm to solve, in about 20 minutes, a CBCP instance with up to 3,000 links. To the best of our knowledge, no existing algorithm can solve CBCP problems at such a scale while providing any assurance of convergence.

math.OC↗

arXiv2024

Differentiable Bilevel Programming for Stackelberg Congestion Games

In a Stackelberg congestion game (SCG), a leader aims to maximize their own gain by anticipating and manipulating the equilibrium state at which the followers settle by playing a congestion game. Often formulated as bilevel programs, large-scale SCGs are well known for their intractability and complexity. Here, we attempt to tackle this computational challenge by marrying traditional methodologies with the latest differentiable programming techniques in machine learning. The core idea centers on replacing the lower-level equilibrium problem with a smooth evolution trajectory defined by the imitative logit dynamic (ILD), which we prove converges to the equilibrium of the congestion game under mild conditions. Building upon this theoretical foundation, we propose two new local search algorithms for SCGs. The first is a gradient descent algorithm that obtains the derivatives by unrolling ILD via differentiable programming. Thanks to the smoothness of ILD, the algorithm promises both efficiency and scalability. The second algorithm adds a heuristic twist by cutting short the followers' evolution trajectory. Behaviorally, this means that, instead of anticipating the followers' best response at equilibrium, the leader seeks to approximate that response by only looking ahead a limited number of steps. Our numerical experiments are carried out over various instances of classic SCG applications, ranging from toy benchmarks to large-scale real-world examples. The results show the proposed algorithms are reliable and scalable local solvers that deliver high-quality solutions with greater regularity and significantly less computational effort compared to the many incumbents included in our study.

cs.GT↗

arXiv2024

Wardrop Equilibrium Can Be Boundedly Rational: A New Behavioral Theory of Route Choice

As one of the most fundamental concepts in transportation science, Wardrop equilibrium (WE) has always had a relatively weak behavioral underpinning. To strengthen this foundation, one must reckon with bounded rationality in human decision-making processes, such as the lack of accurate information, limited computing power, and sub-optimal choices. This retreat from behavioral perfectionism in the literature, however, was typically accompanied by a conceptual modification of WE. Here, we show that giving up perfect rationality need not force a departure from WE. On the contrary, WE can be reached with global stability in a routing game played by boundedly rational travelers. We achieve this result by developing a day-to-day (DTD) dynamical model that mimics how travelers gradually adjust their route valuations, hence choice probabilities, based on past experiences. Our model, called cumulative logit (CumLog), resembles the classical DTD models but makes a crucial change: whereas the classical models assume routes are valued based on the cost averaged over historical data, ours values the routes based on the cost accumulated. To describe route choice behaviors, the CumLog model only uses two parameters, one accounting for the rate at which the future route cost is discounted in the valuation relative to the past ones and the other describing the sensitivity of route choice probabilities to valuation differences. We prove tha CumLog always converges to WE, regardless of the initial point, as long as the behavioral parameters satisfy certain mild conditions. Our theory thus upholds WE's role as a benchmark in transportation systems analysis. It also resolves the theoretical challenge posed by Harsanyi's instability problem by explaining why equally good routes at WE are selected with different probabilities.

econ.TH↗

arXiv2024

A Day-to-Day Dynamical Approach to the Most Likely User Equilibrium Problem

The lack of a unique user equilibrium (UE) route flow in traffic assignment has posed a significant challenge to many transportation applications. The maximum-entropy principle, which advocates for the consistent selection of the most likely solution as a representative, is often used to address the challenge. Built on a recently proposed day-to-day (DTD) discrete-time dynamical model called cumulative logit (CULO), this study provides a new behavioral underpinning for the maximum-entropy UE (MEUE) route flow. It has been proven that CULO can reach a UE state without presuming travelers are perfectly rational. Here, we further establish that CULO always converges to the MEUE route flow if (i) travelers have zero prior information about routes and thus are forced to give all routes an equal choice probability, or (ii) all travelers gather information from the same source such that the so-called general proportionality condition is satisfied. Thus, CULO may be used as a practical solution algorithm for the MEUE problem. To put this idea into practice, we propose to eliminate the route enumeration requirement of the original CULO model through an iterative route discovery scheme. We also examine the discrete-time versions of four popular continuous-time dynamical models and compare them to CULO. The analysis shows that the replicator dynamic is the only one that has the potential to reach the MEUE solution with some regularity. The analytical results are confirmed through numerical experiments.

cs.GT↗

arXiv2023

Achieving Hierarchy-Free Approximation for Bilevel Programs With Equilibrium Constraints

In this paper, we develop an approximation scheme for solving bilevel programs with equilibrium constraints, which are generally difficult to solve. Among other things, calculating the first-order derivative in such a problem requires differentiation across the hierarchy, which is computationally intensive, if not prohibitive. To bypass the hierarchy, we propose to bound such bilevel programs, equivalent to multiple-followers Stackelberg games, with two new hierarchy-free problems: a $T$-step Cournot game and a $T$-step monopoly model. Since they are standard equilibrium or optimization problems, both can be efficiently solved via first-order methods. Importantly, we show that the bounds provided by these problems -- the upper bound by the $T$-step Cournot game and the lower bound by the $T$-step monopoly model -- can be made arbitrarily tight by increasing the step parameter $T$ for a wide range of problems. We prove that a small $T$ usually suffices under appropriate conditions to reach an approximation acceptable for most practical purposes. Eventually, the analytical insights are highlighted through numerical examples.

math.OC↗

arXiv2022

Inducing Equilibria via Incentives: Simultaneous Design-and-Play Ensures Global Convergence

To regulate a social system comprised of self-interested agents, economic incentives are often required to induce a desirable outcome. This incentive design problem naturally possesses a bilevel structure, in which a designer modifies the rewards of the agents with incentives while anticipating the response of the agents, who play a non-cooperative game that converges to an equilibrium. The existing bilevel optimization algorithms raise a dilemma when applied to this problem: anticipating how incentives affect the agents at equilibrium requires solving the equilibrium problem repeatedly, which is computationally inefficient; bypassing the time-consuming step of equilibrium-finding can reduce the computational cost, but may lead the designer to a sub-optimal solution. To address such a dilemma, we propose a method that tackles the designer's and agents' problems simultaneously in a single loop. Specifically, at each iteration, both the designer and the agents only move one step. Nevertheless, we allow the designer to gradually learn the overall influence of the incentives on the agents, which guarantees optimality after convergence. The convergence rate of the proposed scheme is also established for a broad class of games.

cs.GT↗

arXiv2020

End-to-End Learning and Intervention in Games

In a social system, the self-interest of agents can be detrimental to the collective good, sometimes leading to social dilemmas. To resolve such a conflict, a central designer may intervene by either redesigning the system or incentivizing the agents to change their behaviors. To be effective, the designer must anticipate how the agents react to the intervention, which is dictated by their often unknown payoff functions. Therefore, learning about the agents is a prerequisite for intervention. In this paper, we provide a unified framework for learning and intervention in games. We cast the equilibria of games as individual layers and integrate them into an end-to-end optimization framework. To enable the backward propagation through the equilibria of games, we propose two approaches, respectively based on explicit and implicit differentiation. Specifically, we cast the equilibria as the solutions to variational inequalities (VIs). The explicit approach unrolls the projection method for solving VIs, while the implicit approach exploits the sensitivity of the solutions to VIs. At the core of both approaches is the differentiation through a projection operator. Moreover, we establish the correctness of both approaches and identify the conditions under which one approach is more desirable than the other. The analytical results are validated using several real-world problems.

cs.LG↗