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A Stochastic Dynamic Programming Approach for Delay Management of a Single Train Line

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Abstract

Railway delay management considers the question of whether a train should wait for a delayed feeder train. Several works in the literature analyze these so-called wait-depart decisions. The underlying models range from rules of thumb to complete network optimizations. Almost none of them account for uncertainties regarding future delays. In this paper, we present a multi-stage stochastic dynamic programming (SDP) model to make wait-depart decisions in the presence of uncertain future delays. The SDP approach explicitly accounts for potential recourse actions at later stations in a look-ahead manner when making the decision in the current stage. The objective is to minimize the total delay experienced by passengers at their final station by recursively solving Bellman equations. We focus on a single train line but consider the effects on direct feeder and connecting trains. In an extensive numerical study, we compare the solution quality and computational effort of the SDP to other optimization approaches and simple heuristic decision rules that are frequently used in delay management. The SDP approach outperforms the other approaches in almost every scenario with regard to solution quality in reasonable time and seems to be a promising starting point for stochastic dynamic delay management with interesting future research opportunities.

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... Until now, dynamic changes in perturbation have not been given much attention by railway researchers investigating the real-time TTR problem (although closed-loop approaches mentioned in Corman & Meng (2014) and Van Thielen et al., (2018 were partly used to handle them). This is one of the main reasons why most TTR solutions cannot be implemented in real-world train-dispatching systems (Schön & König, 2018;Jusup et al., 2021). ...
... From a system point of view, metro operators can improve the resilience of a metro system by making accurate predictions of the expected number of perturbations of a specific type at a station and taking appropriate mitigation measures (Yap et al., 2019). At the railway operational level, Schön and König (2018) first considered potential delays in railway delay management and applied a stochastic dynamic programming approach to solve the stochastic railway delay management problem. Their test results demonstrated that lower overall delays were achieved when the potential occurrence of perturbations was taken into account, compared to deterministic delay management approaches. ...
... ,Ghaemi et al. (2018),Schön and König (2018),Yap et al. (2019),Grandhi et al. (2021) Procedure for a general rolling horizon approach. ...
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External and internal factors can cause disturbances or disruptions in daily train operations, leading to deviations from official timetables and passenger delays. As a result, efficient train timetable rescheduling (TTR) methods are necessary to restore disrupted train services. Although TTR has been a popular research topic in recent years, the uncertain characteristics of railways have not been sufficiently addressed. This review first identifies the primary uncertainties of TTR and examines their impacts on both TTR and passenger routing during disturbances or disruptions. It finds that only a few uncertainties have been investigated, and the existing solution methods do not adequately meet practical requirements, such as considering the dynamic nature of disturbances or disruptions, which is crucial for real-world applications. Therefore, the review highlights problems associated with TTR uncertainties that need urgent attention and suggests promising methodologies that could effectively address these issues as future research directions. This review aims to help practitioners develop improved automatic train-dispatching systems with better train-rescheduling performance under disturbances or disruptions compared to current systems.
... In the past, some of them were used for practice in Germany, e.g., RWT: a long-distance train is allowed to wait up to 3 min for a delayed long-distance train (Stelzer 2016). Dispatching rules, especially NW, RWT and AW, are, therefore, often used in numerical studies for comparison with optimization models that are harder to solve, taking advantage of the fast and easy computation; see, e.g., Dollevoet et al. (2012), , , Bauer and Schöbel (2014), Schön and König (2018). ...
... A stochastic dynamic program (SDP) incorporating delay distributions from statistical literature is developed in Schön and König (2018). Potential recourse actions for the decision process are determined on single train lines, considering effects on feeder and connecting trains. ...
... Stochastic (2014), Berger et al. (2011a, b), Biederbick and Suhl (2007), Ginkel and Schöbel (2007), Kliewer and Suhl (2011), König and Schön (2020), Lemnian et al. (2016), Rückert et al. (2017), Schachtebeck and Schöbel (2010), Schöbel (2001Schöbel ( , 2007Schöbel ( , 2009), Schön and König (2018) (2014), Dollevoet et al. (2012Dollevoet et al. ( , 2015 models are rather rare. In Berger et al. (2011b) a simulation platform using stochastic distribution functions is presented; Bender et al. (2013) briefly sketch a stochastic program and Schön and König (2018) model an SDP for a single train line. When considering the stochastic nature of delays, the question arises why not more stochastic approaches exist. ...
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Passengers traveling by train may need to change trains on their route. If the focal train of a passenger is late, the passenger might miss his connection and has to decide how to continue his trip. Delay management addresses the question whether the connecting train should wait (or not) for the delayed passengers. If the connecting train waits, delays would get transferred through the network. In literature, several works consider delays and their impact on railways and how to reschedule disturbed plans. We focus on works, aiming to minimize passenger inconvenience as it is done in delay management. In the last two decades, dozens of works considering the delay management problem have emerged, tackling the problem in different ways. In this paper, an overview on the existing literature is given, and a new classification is introduced. We provide a taxonomy scheme for railway problems at an operational level and show how the field of delay management fits to other parts of the planning process. Moreover, limitations of the delay management approaches are discussed and future research opportunities are suggested.
... Incidents such as power failure, medical emergencies, and weather/nature disasters, that randomly occur in a line will paralyze all the trains of the accident within several minutes (in general, more than 15 min) (Gao et al., 2016, Schön and König, 2018, Ghaemi et al., 2018. During the accident elimination, the transportation capacity of this line will almost be reduced to zero, and the safety risk caused by passenger spilling will increase. ...
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This study proposes a generic metro timetable rescheduling method for the minimization of the capacity loss that integrates spatial and temporal information on random line disruptions and time-varying characteristics of passenger flows. The proposed emergency operating rules can be immediately deployed after a random disruption using one crossover track. The spatiotemporal information of a disruption and the current state of the line are integrated into a metro disruption management (MDM) model, which considers deviated from the original schedule and the number of stranded passengers as optimization objectives. An iterative meta-heuristic for the general metro rescheduling (IMH-GMR) algorithm is developed to flexibly classify an accident and determine rescheduling solutions for the MDM model within an effective running time (e.g., 15–60 sec). Test results show that the line capacity loss is significantly reduced (94.95%) compared with the total loss caused by the accident disposal in the test scenario.
... In conjunction with simulations, the created models can be modified and analyzed to get conclusions, verify and validate the research [129]. [18,26,63,72,84,88,92,93,[97][98][99][100]102,103,113,114] Smart Decision Support Systems (SDSS) ...
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... Pellegrini, Marlière, Pesenti, and Rodriguez (2015), Pellegrini, Pesenti, and Rodriguez (2019) formulated the train regulation problem into a mixed integer linear programming model and designed a heuristic algorithm to find the optimal train rescheduling plans. Schön and König (2018) presented a multi-stage stochastic dynamic programming model for the train regulation problem, in which uncertainties over future delays were considered. Based on the alternative graph method, Ariano, Corman, Pacciarelli, and Pranzo (2008) described the train regulation problem as a job shop scheduling problem. ...
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... Altazin et al., 2020), stochastic dynamic programming (e.g. Schön and König, 2018) or by combining an optimisation model with passenger flow control strategies (e.g. Liu et al., 2020). ...
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... Y. Zinder et al. [27] developed a DP to schedule the two-way traffic between two stations connected by a single-track railway with a siding, but it considered only the simple scenario of two stations. C. Schön et al. [28] presented a multi-stage stochastic dynamic programming model to make wait-depart decisions in the presence of uncertain future delays for a single line railway and they proposed a DP to minimize the total passengers' delay at destination. T. Ghasempour et al. [29] presented an adaptive railway traffic controller for real-time operations based on approximate dynamic programming (ADP) to limit consecutive delays resulting from trains by sequencing them at critical locations and their case study only included five stations. ...
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... Each of the algorithms studied assumes full information about the future railway states; an extension to an online problem with information available as time passes by would be a more realistic setting and allow for competitive analysis of decision-making strategies. Moreover, uncertainty is currently modeled in the decision of the players but not in the future railway states (based on stochastic prediction; see Corman and Kecman 2018) and/or stochastic optimization (see Schön and König 2019). This latter possibility would enable introducing risk-averse or risk-taking behavior in some of the players. ...
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... Corman et al. (2017) integrate delay management and train scheduling, and develop a model and fast heuristics to minimize the time passengers spend in the system. Schön and König (2018) introduce a stochastic version of DMP on a single line where delays are affected by uncertainty, and propose a dynamic programming approach to minimize the total passengers' delay at destination. ...
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