Linear-Quadratic-Gaussian Optimization of Urban Transportation Network with Application to Sofia Traffic Optimization

The paper defines and solves a Linear-Quadratic-Gaussian (LQG) optimization problem addressing real time control policy of Urban Transportation Network (UTN). The paper presents UTN model definition, analysis and LQG optimization problem definition, resulting in special problem structure. A real application for UTN situated in Sofia, Bulgaria along Yosif Gurko street was provided for testing this control policy.