Optimal Finite-Horizon LQR Control for Traffic Flow via Variable Speed Limits

Abstract: This article presents a finite-horizon linear quadratic regulator for the control of the first-order Lighthill-Whitham-Richards traffic model with a triangular fundamental diagram. The in-domain control action is realized through variable speed limits implemented as a source term in the governing hyperbolic partial differential equation. Unlike prior studies on infinite-horizon formulations, this article develops a finite-horizon LQR framework, deriving a space and time varying state feedback function for hyperbolic PDEs. The solution to the finite time optimal control problem relies on the solution of another PDE, called the Riccati PDE. The resulting nonlinear Riccati PDE is solved analytically via the parametric method of characteristics. The Riccati PDE solution is a function of both time and space, as well as the traffic regime. A sensitivity analysis demonstrates the effects of the LQR parameters for both the infinite and finite time horizon problem in different traffic situations, while siulations validate the finite-horizon LQR's ability to guarentee finite-time convergence. Comapred to the infinite-horizon LQR, the proposed approach achieves significantly improved control performance across various scenarios, making it particularly suitable for time-sensitive traffic management applications.