This paper investigates a Hamilton-Jacobi (HJ) analysis to solve finite-horizon optimal control problems for high-dimensional systems. Although grid-based methods, such as the level-set method [1], numerically solve a general class of HJ partial differential equations, the computational complexity is exponential in the dimension of the continuous state. To manage this computational complexity, methods based on Lax-Hopf theory have been developed for the state-unconstrained optimal control problem under certain assumptions, such as affine dynamics and state-independent stage cost. Based on the Lax formula [2], this paper proposes an HJ formula for the stateconstrained optimal control problem for nonlinear systems. We call this formula the generalized Lax formula for the optimal control problem. The HJ formula provides both the optimal cost and an optimal control signal. We also provide an efficient computational method for a class of problems for which the dynamics is affine in the state, and for which the stage and terminal cost, as well as the state constraints, are convex in the state. This class of problems does not require affine dynamics and convex stage cost in the control. This paper also provides three practical examples.
The development of sustainable transportation infrastructure for people and goods, using new technology and business models can prove beneficial or detrimental for mobility, depending on its design and use. The focus of this article is on the increasing impact new mobility services have on traffic patterns and transportation efficiency in general. Over the last decade, the rise of the mobile internet and the usage of mobile devices has enabled ubiquitous traffic information. With the increased adoption of specific smartphone applications, the number of users of routing applications has become large enough to disrupt traffic flow patterns in a significant manner. Similarly, but at a slightly slower pace, novel services for freight transportation and city logistics improve the efficiency of goods transportation and change the use of road infrastructure.The present article provides a general four-layer framework for modeling these new trends. The main motivation behind the development is to provide a unifying formal system description that can at the same time encompass system physics (flow and motion of vehicles) as well as coordination strategies under various information and cooperation structures. To showcase the framework, we apply it to the specific challenge of modeling and analyzing the integration of routing applications in today's transportation systems. In this framework, at the lowest layer (flow dynamics) we distinguish app users from non-app users. A distributed parameter model based on a non-local partial differential equation is introduced and analyzed.The second layer incorporates connected services (e.g., routing) and other applications used to optimize the local performance of the system. As inputs to those applications, we propose a third layer introducing the incentive design and global objectives, which are typically varying over the day depending on road and weather conditions, external events etc. The high-level planning is handled on the fourth layer taking social long-term objectives into account.We illustrate the framework by considering its ability to model at two different levels. Specific to vehicular traffic, numerical examples enable us to demonstrate the links between the traffic network layer and the routing decision layer. With a second example on optimized freight transport, we then discuss the links between the cooperative control layer and the lower layers. The congestion pricing in Stockholm is used to illustrate how also the social planning layer can be incorporated in future mobility services.A. Keimer and A. Bayen are with the Institute of Transportation Studies,
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