In the end he was captured at Chalcedon in Bithynia suffering severe exhaustion from the continuous travelling. His pursuers found him hiding in a district just outside the city and decapitated him.
Edition :
Herodian. History of the Empire, Volume I: Books 1-4. Translated by C. R. Whittaker. Loeb Classical Library 454. Cambridge, MA: Harvard University Press, 1969.
Herodian. History of the Empire, Volume II: Books 5-8. Translated by C. R. Whittaker. Loeb Classical Library 455. Cambridge, MA: Harvard University Press, 1970.