Excerpts from Wikipedia: Platform screen doors (PSDs) and platform edge doors (PEDs) at train or subway stations screen the platform from the train. They are a relatively new addition to many metro systems around the world, some having been retrofitted to established systems. They are widely used in Asian and European metro systems. The first station in the world with platform screen doors is Park Pobedy in the Saint Petersburg Metro that was opened in 1961.
These doors help to:
1. Prevent accidental falls off the platform onto the lower track area, suicide attempts and homicides by pushing.
2. Prevent or reduce wind felt by the passengers caused by the piston effect which could in some circumstances make people fall over.