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Data-driven Variable Speed Limit Design for Highways via Distributionally Robust Optimization (1810.11385v1)

Published 26 Oct 2018 in math.OC, cs.SY, eess.SY, math.DS, math.PR, and stat.AP

Abstract: This paper introduces an optimization problem (P) and a solution strategy to design variable-speed-limit controls for a highway that is subject to traffic congestion and uncertain vehicle arrival and departure. By employing a finite data-set of samples of the uncertain variables, we aim to find a data-driven solution that has a guaranteed out-of-sample performance. In principle, such formulation leads to an intractable problem (P) as the distribution of the uncertainty variable is unknown. By adopting a distributionally robust optimization approach, this work presents a tractable reformulation of (P) and an efficient algorithm that provides a suboptimal solution that retains the out-of-sample performance guarantee. A simulation illustrates the effectiveness of this method.

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