Transportation Research Part B 41 (2007) 49–62

www.elsevier.com/locate/trb

Urban gridlock: Macroscopic modeling

and mitigation approaches
Carlos F. Daganzo *

Institute of Transportation Studies and Department of Civil and Environmental Engineering,

University of California, Berkeley, CA 94720, USA

Received 6 December 2005; received in revised form 9 March 2006; accepted 10 March 2006

Abstract

This paper describes an adaptive control approach to improve urban mobility and relieve congestion. The basic idea
consists in monitoring and controlling aggregate vehicular accumulations at the neighborhood level. To do this, physical
models of the gridlock phenomenon are presented both for single neighborhoods and for systems of inter-connected neigh-
borhoods. The models are dynamic, aggregate and only require observable inputs. The latter can be obtained in real-time if
the neighborhoods are properly instrumented. Therefore, the models can be used for adaptive control. Experiments should
determine accuracy. Pareto-efficient strategies are shown to exist for the single-neighborhood case, and optimality princi-
ples are introduced for multi-neighborhood systems. The principles can be used without knowing the origin–destination
table or the precise system dynamics.
 2006 Elsevier Ltd. All rights reserved.

Keywords: Urban mobility; Traffic congestion; Gridlock; Adaptive control

1. Introduction

The current paradigm for the development and evaluation of transportation policies in cities all over the
world relies heavily on forecasting models. Government agencies often stipulate by law the outputs that eval-
uation models must produce before a policy can be rolled out—even the kind of model in some cases. But the
objective of these laws may not be achieved if the models and data used to produce the outputs are unreliable.
Unfortunately, this is almost always the case. The level of detail and complexity of available urban trans-
portation models have steadily increased over decades: from the static and largely aggregate ‘‘four-step’’ mod-
els of the 1950s and 1960s; to the ‘‘disaggregate demand’’ and ‘‘network equilibrium’’ extensions of the 1970s
and 1980s; and now the ‘‘dynamic simulation’’ models of the 1990s and 2000s. In theory, the most recent com-
puter models can predict almost anything on a multi-modal transportation network in minute detail, but not
in practice. Reasons are: (i) the models require too many inputs, such as dynamic origin–destination (O–D)

*
Tel.: +1 510 642 3853; fax: +1 510 643 3955.
E-mail address: daganzo@ce.berkeley.edu

0191-2615/$ - see front matter  2006 Elsevier Ltd. All rights reserved.
doi:10.1016/j.trb.2006.03.001
50 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62

matrices; (ii) driver navigation is an unpredictable gaming activity; and (iii) oversaturated networks behave
chaotically.
Problem (i) is obvious; a model with reasonable spatio-temporal resolution for a large city could easily
require more O–D entries than there are people in the city. Problem (ii) arises because, as pointed out in Addi-
son and Heydecker (1993), ‘‘rational’’ drivers try to anticipate the congestion level along their possible paths,
and to do this they need to know the decisions of ‘‘rational’’ drivers from other origins who may not have yet
left but could arrive at the locations in question before them. These new drivers may face the same conundrum
in reverse—simultaneously trying to guess the decisions of drivers from the first and other origins. Obviously
then, drivers from all origins are engaged in a multi-sided double-guessing game akin to ‘‘poker’’, unpredict-
able in nature. Problem (iii) has been pointed out in Daganzo (1996, 1998); it is shown in these references that
the output flows of congested networks are hypersensitive to the input demand; thus, the very networks that
interest us are the least predictable.
Therefore, we propose here to manage congestion—and alleviate problem (iii)—by modeling city traffic at
an aggregate level, focusing on control policies that perform equally well independent of the detailed inputs (i)
and particular driver antics (ii). The basic idea consists in dividing the city into neighborhood-sized reservoirs
(of dimensions comparable with a trip length) and to shift the modeling emphasis from microscopic predic-
tions to macroscopic monitoring and control.
Some helpful work in this direction has already been done. A macroscopic model of steady state urban traffic
was proposed in Herman and Prigogine (1979), further developed in Ardekani and Herman (1987) and fitted to
data in Mahmassani et al. (1987). The latter two references propose that steady-state functions of a specific
form exist between the number of vehicles in the network and each and every one of the following network-wide
averages for: (i) vehicle speeds, (ii) flows, and (iii) fraction of stopped vehicles. The references explore the depen-
dence of these functions on the structure of the network but not their sensitivity to the O–D demands. If insen-
sitive, the functions could be viewed as properties of the network and be used to predict outflows in a dynamic
environment. They could be an important element in a theory of macroscopic of network dynamics.
This paper pursues this idea, and also discusses the realism and need for validation of the insensitivity
assumption. Its results should shed light on the development and control of urban gridlock. Section 2 below
defines some terms and presents our basic aggregation hypothesis. Section 3 describes the behavior of a single
reservoir (neighborhood), the gridlock phenomenon, and a control rule to optimize performance. Section 4
then discusses how to apply these ideas to city-wide settings. Section 5 suggests further work.

2. Definitions and an aggregation hypothesis

Consider a city and let A be a set of directed links, i (i 2 A) of length li describing its street network; see
Fig. 1. The city may be partitioned into sub-regions, r, with network links Ar, where every link belongs to only
one sub-region. Define ni(t) as the number of vehicles traveling on link i at time t. (This excludes parked vehi-
cles—with no occupants and engines off.) Also define Ai(t) and Li(t), respectively, as the cumulative number of
vehicles to have arrived and left link i by time t; and initialized in such way that ni(t) = Ai(t)  Li(t).
Link arrivals and departures can be decomposed into endogenous and exogenous components, as shown in
Fig. 1. The endogenous portions of Ai and Li will be respectively denoted Oi(t) and Ei(t), shorthand for the
trips that originated and ended within i. The exogenous portions will be denoted Ui(t) and Di(t), shorthand
for upstream arrivals and downstream departures. By definition, Ai(t) = Oi(t) + Ui(t), and Li(t) = Ei(t) + Di(t).
These disaggregate (link-level) measures can be aggregated to yield neighborhood level measures such as
the instantaneous accumulation, nr(t); and the total trips ended TT r, the vehicle-kilometers VK r, and hours
of travel VHr, in any time interval (t, t + Dt). The rationale for the following aggregation formulae—given
only for illustration purposes—can be found in Daganzo (2005):
P
• nr ðtÞ ¼ i2Ar ni ðtÞ,
R tþDt
• VH r ¼ t nr ðtÞdt,
P
• TT r ¼ i2Ar ðEi ðt þ DtÞ  Ei ðtÞÞ,
P P
• VK r  i2Ar li ðU i ðt þ DtÞ  U i ðtÞÞ  i2Ar li ðDi ðt þ DtÞ  Di ðtÞÞ.
 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62 51

Fig. 1. Definitions: (top) enlarged view of a link; (bottom) position of the link.

If all links have roughly the same length and/or link flow is independent of link length the formula for VKr
reduces to the product of the average link length and the sum of vehicles counted at the upstream or down-
stream end of every link in the region; the ‘‘total vehicle count’’.
Our basic aggregation hypothesis is that if the system demand evolves slowly over time and traffic conges-
tion is evenly distributed over a neighborhood then all aggregate measures of performance can be expressed
approximately as functions of nr(t), independently of the disaggregate link data. The hypothesis is assumed to
apply to the rate at which trips disappear from the region. Thus, as long as congestion is evenly distributed,
nr(t) can play the role of a state variable in an approximate dynamic model.

3. Gridlock

We discuss here ‘‘input/output’’ systems that can be modeled as reservoirs, or sets of inter-connected res-
ervoirs r—with accumulation nr(t)—where specific items flow into the system, spend some time in it and then
flow out. This section focuses on the basic building block of this theory: a single reservoir subject to ‘‘grid-
lock’’. Section 3.1 discusses the reservoir dynamics, including the concept of gridlock, and Section 3.2 presents
control strategies. Multi-reservoir systems are analyzed in Section 4.

3.1. Gridlock in single-reservoir systems

The simplest single-reservoir system is a homogeneous freeway link of length l (km) with no endogenous
traffic; see Fig. 2(a). This figure also shows the accumulation in the link (n) (veh) and the internal flow (q)
(veh/h) past a screen line; note that in the steady state the density is k = n/l (veh/km) everywhere. We assume
in agreement with observation (Cassidy, 1998; Muñoz and Daganzo, 2000) that the flows and densities that
can be steadily sustained on this link are related by a unimodal ‘‘fundamental diagram (FD)’’,
q = Q(k)  Q(n/l). Without endogenous traffic, the exit flows g equal the internal flows and therefore we
can write: g = Q(n/l)  G(n). Fig. 2(a) depicts a triangular version of this relationship. We use c for the max-
imum output flow, which is the maximum internal flow, or capacity, in this case; l for the ‘‘optimum’’ accu-
mulation at which capacity is reached; and x for the ‘‘jam’’ accumulation at which flow halts.
The figure depicts the declining branch by a dashed line because the states on this branch cannot arise by
merely increasing the input flow; an exit restriction such as a spill-back from a downstream queue is neces-
sary.1 Furthermore, experience shows that once the restriction is removed: (i) the congested states disappear

1
For this reason, the declining branch is often called the ‘‘congested’’ or ‘‘queued’’ branch’’, and the rising branch the ‘‘uncongested’ or
‘‘unqueued’’ branch.
52 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62

(a)

(b)

Fig. 2. Single-link systems: (a) exogenous traffic only; (b) endogenous traffic only.

no matter what one does to the input flow; and (ii) the outflow stabilizes at capacity if there is sufficient
demand. Thus, although undesirable, temporary downstream restrictions do not cause permanent damage;
systems of this type automatically return to their efficient selves after a disruption. It turns out however that
not all single-reservoir systems are so forgiving.
Consider now the homogeneous looping road of Fig. 2(b). This is again a single link of length l, but now the
link only has endogenous traffic; all the trips are internal. The system demand is homogeneous: (i) origin flows
are uniformly distributed along the link and have priority; and (ii) the average trip length is the same for all
origins, d. Under these conditions the steady states (k, q) with the local density and internal flow should be
uniform everywhere. They should also satisfy q = Q(k)  Q(n/l) for some unimodal FD that would capture
the interference of entering and exiting flows. The total distance travelled per unit time can be expressed in
two ways: (i) as the product of the exit flow and the average distance travelled by exiting vehicles, g · d;
and (ii) as the sum of the distance travelled by the vehicles in the system at any given time,
nv = lkv = lq = lQ(n/l). Since quantities (i) and (ii) are the same (i.e., gd = lQ(n/l)) we see that g = (l/d)Q(n/
l)  G(n). Thus, exit flows are just a fixed multiple of the circulating flow as shown by the two curves of
Fig. 2(b). In the present case, though, the declining branch is shown by a solid line because all of its points
can be reached and maintained by modulating the inflow. Furthermore, the system does not automatically
return to the optimum state (l, c) if the input level is high. To the contrary, it would decay toward the
‘‘jam’’ state. We call this the ‘‘gridlock process’’. This possibility is obviously a problem, but one that can
be eliminated by restricting access to the system.
Unfortunately for us, traffic interaction systems with the potential for gridlock are much more common
than those without. Examples of the former are: baggage carousels at airports, highway roundabouts, belt-
ways, systems of closely spaced traffic signals, pedestrian passageways, your desktop, restaurants, the Internet
and, of course, a city street network. What these systems have in common is that items must complete a task
before leaving, and crowded conditions (as in the simple loop example) reduce the efficiency with which the
tasks can be completed. Ghobrial et al. (1982), Daganzo (1996) and Helbing et al. (2000a,b) discuss the physics
of specific problems, showing how spatial interference reduces a system’s output rate, and how control can
restore it.

3.2. Dynamic behavior and control of a single reservoir

The two systems of Fig. 2 are extreme cases. There are also systems with different geometries where the
maximum sustainable accumulation (m) that can be achieved without exit restrictions is an arbitrary point
 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62 53

Fig. 3. A generic exit function.

on the declining part of the FD. (Note that m = l in Fig. 2(a), and m = x in Fig. 2(b).) We examine here the
dynamics of single-reservoir systems of this type, with l 6 m 6 x. We assume that the ‘‘exit function’’, G(n), is
non-negative and unimodal with G(0) = G(x) = 0, and that it can exhibit a range of multiple maxima,
l 2 ðl; l
Þ, with flow c. In this case m P l
; see Fig. 3.
An exit function describes steady-state (equilibrium) behavior but can be used for dynamic analysis. We
recognize that transitions between steady states due to input changes are not instantaneous, but if the inputs
change slowly compared with the system’s relaxation time,2 then the system should be near equilibrium at all
times. Under these conditions, the exit function will roughly predict output in the dynamic case; i.e., we can
write
dLðtÞ=dt  gðtÞ  GðnðtÞÞ: ð1Þ
This is our main assumption. Ghobrial et al. (1982) showed experimentally that airport baggage carousels are
governed by Eq. (1). This equation can be used to compare control strategies that change slowly on the relax-
ation time scale.

3.2.1. Behavior
Let the initial accumulation in a system be n(0) and assume that its input rate, defined as f(t) = dA/dt, varies
in a narrow range around the value required to maintain the initial accumulation; i.e., f(t)  G(n(0)). Since dL/
dt = G(n), differentiation of the conservation relation, n = A  L, yields the following ordinary differential
equation for the system dynamics, with accumulation as the state variable:
dn=dt ¼ f ðtÞ  GðnÞ for t P 0: ð2Þ
If n(0) is in the declining range of G and n(t) exceeds n(0) for some t, then dn(t)/dt = f(t)  G(n)  G(n(0)) 
G(n) > 0. We see that accumulation increases further beyond n(0). This sets in motion a ‘‘positive feedback’’
cycle where accumulation increases at a rate that itself grows with accumulation. The cycle continues as long
as f(t)  G(n) > 0.
In practical cases the cycle is slowed (and eventually stopped) by the accumulations themselves because suf-
ficiently large accumulations invariably restrict the input.3 These restrictions to inflow can be expressed as con-
straints of the form f(t) 6 F(n), where F(n) is non-negative and decreasing. The system then tends to an
equilibrium (gridlock) point, with accumulation m, such that G(m) = F(m); see Fig. 4. When G and F are linear,
the decay toward gridlock is exponential—Daganzo (1996) gives formulae for the ‘‘half-lives’’ of traffic flows
on ring roads with different geometries; see also Section 4.1.
Similar considerations show that the vicious cycle leading to gridlock becomes ‘‘virtuous’’ if we start with
n(t) < n(0). In this case, the self-sustaining mechanism involves outflow increases and accumulation reductions
until capacity is reached.

2
If flow is increased on an empty link, its outflow and accumulation do not reach a steady state immediately; there is a delay. In general
multi-link cases the delay is comparable with the travel time across the region. We call this delay the ‘‘relaxation time’’.
3
Large bag accumulations on a carousel reduce the number of gaps available for additional bags and slow the input rate. Input is also
limited on city streets filled with queues: the higher the accumulation the more severe the limitation.
54 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62

Fig. 4. Exponential decay toward gridlock.

If the initial accumulation is on the non-decreasing part of G vicious and virtuous cycles do not arise; the
system is then stable. This is true because in this case the accumulation change dn(t)/dt = f(t)  G(n) 
G(n(0))  G(n) is non-positive if n(t)  n(0) > 0 and non-negative otherwise. Thus, disturbances from equilib-
rium are not amplified.

3.2.2. Optimal control

It follows from the above that if a system is on the declining portion of G, minor perturbations on opposite
sides of its equilibrium input flows will have vastly different effects. This strongly suggests that systems suscep-
tible to gridlock can be improved significantly by gently controlling their inputs. In particular, they can be
improved by releasing inputs at a ‘‘metered’’ rate, holding items outside the system if necessary. This can
be easily understood with a queuing diagram simulating how a system responds to a temporary surge in
demand; see Fig. 5(a). We assume that A(t) and n(0) are given and that L is given by (1). The function G
is as in Fig. 5(b), with G(n) = 0 for n P x  m. Note from Fig. 5(a) how the slope of L becomes shallower
as n increases, and eventually flattens when n reaches the jam value. The accumulation would never dissipate.
Contrast this with the metering approach. Now we only release A*(t) arrivals into the system and hold the
rest, A(t)  A*(t), outside. The released input curve must satisfy A*(0) = A(0) and A*(t) 6 A(t) for all t. The

(a)

(b)

Fig. 5. Gridlock development and control: (a) queuing diagram; (b) exit function.
 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62 55

idea is to generate a ‘‘higher’’ departure curve, L*, such that L*(t) P L(t) for all t, by keeping accumulations as
close to optimal (l) as possible. The items in the system at any given time are n*(t) = A*(t)  L*(t). The items
between L* and L at any time would have been served with the new control scenario but not the old. The
shaded area in Fig. 5(a) is thus total number of item-hours saved by metering.
The metered curves of Fig. 5(a) assume that the input can be completely shut off, and therefore there are
periods where dA*(t)/dt = 0. But if there are endogenous input flows O(t) that cannot be metered, these peri-
ods would have to show at least dO(t)/dt as an input flow. A valid solution must satisfy in this case:
O(t) 6 A*(t) 6 A(t). The accumulation-based (AB) idea we have just described can be formalized as follows,
assuming that dO(t)/dt is a lower bound to dA*(t)/dt:

The AB rule: Choose any l 2 ½l; l. Then, at every t, set dA* = dO if n* > l; else, maximize dA* without
violating the constraints n 6 l and A* 6 A.
*

With (1), the AB rule yields a unique pair of curves, which shall be denoted (A*, L*). Curves from other
rules will be denoted by primes. The AB rule simply keeps accumulation as close as possible to the ideal l
at all times. Note from the figure that in our example the AB-controlled system serves everyone whereas
the uncontrolled system does not, and that the time-saved by control is unbounded since the area between
L and L* is unbounded; the benefits of AB-control can obviously be large. They, in fact, turn out to be the
largest possible as will be soon proven.
Consideration of the figure also shows that time can always be partitioned into consecutive intervals where
(A*, L*) is in one of three regimes: (i) an initial oversaturated state (with n* > l, dG/dn* 6 0 and dA*/dt = dO/
dt), and then an alternating sequence of (ii) saturated states (with n* = l, dG/dn* = 0 and dA*/dt = dL*/
dt = c) and (iii) undersaturated states (with n* < l, dG/dn* P 0, and A* = A).
Optimality Theorem. Assume that G P 0 is unimodal, (1) is exact and flows cannot be negative. Then,
{A 0 5 A*} ) {L 0 6 L*}.

Proof. Let (A 0 , L 0 ) be a pair of curves obtained from (1) with the same initial accumulation and an arbitrary
rule. If curve L 0 exceeds curve L* at some time, there must have been an earlier instant where L 0 = L* and dL 0 /
dt > dL*/dt. (Or else dL 0 /dt = dL*/dt but higher derivatives imply that L 0 > L* after the critical instant.) To
prove the theorem, we first show that a contact point with the property dL 0 /dt > dL*/dt cannot exist in
any of the regimes of L*. We then show that the higher derivative condition cannot be met either.
At any given time during regime (i), the pair (n*, dL*/dt) is a point on the declining branch of G. Hence, the
condition dL 0 /dt > dL*/dt implies n 0 < n*, and also A 0 < A* (since L 0 = L*). But the latter inequality is
infeasible since throughout regime (i) A*(t) takes on the lowest possible value: A(0) + O(t). In regime (iii) all
points (n*, dL*/dt) are on the rising branch of G. Hence, at the contact point we must have n 0 > n* and
therefore A 0 > A*. This, again, is impossible because in regime (iii) A* has the highest possible value (A* = A).
Finally, in regime (ii) dL*/dt = c is a maximum, so dL 0 /dt > dL*/dt is impossible too.
We now check the high derivative condition. If L 0 = L* and dL 0 /dt = dL*/dt, then n 0 = n* and A 0 = A* at
the beginning of the interval. We need to show that L 0 6 L* after the critical instant, t 0 . To verify this, simply
iterate the AB procedure for two time steps with A 0 = A* + e(t), with a small e(t) that vanishes for t = t 0 , and
(for t > t 0 ) is positive for regime (i) and negative for regime (iii). We indeed find that L 0 increases at a smaller
rate than L* in both cases. h
The theorem shows that in a first-in-first-out system the AB-policy gives every item the most advanced
departure time possible. Thus, it distributes benefits widely—and is Pareto-efficient. The AB-policy is also
robust because it does not rely on forecasts—only on the current and observable value n—and because it
encapsulates the system dynamics into a single number, l. Thus, the policy can be applied with very limited
knowledge of the environment in which it is to be used.

3.2.3. Input/output restrictions and time-dependent conditions

Consider first input restrictions caused by the size of the inlets and/or overall interior crowdedness. To this
end we assume that the exogenous input rate is constrained from above by a non-negative, non-increasing
56 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62

function of n, F, that is independent of n (F = F0) for n 6 l. Therefore, the total input rate satisfies: dO/
dt 6 dA/dt 6 F(n) + dO/dt. With the new constraint, the maximization part of the AB-rule needs to be changed
for consistency with the upper bound; i.e., we must add the constraint: dA* 6 F(n*)dt + dO when selecting dA*.
Since input restrictions do not affect outflow, (1) continues to hold despite this change. Therefore, the proof
of the optimality theorem can be successfully repeated. The only difference is that now the AB-solution can
include a new regime (iv), where the constraint dA* 6 F(n*)dt + dO is binding and n* 6 l. For this regime,
one can still show by contradiction—as in the theorem—that curve L 0 cannot cross curve L* because curve
A 0 would turn out to be infeasibly high. Thus, the AB-rule is still optimal.
The AB-rule can also be used if outflow is restricted by the size of the reservoir’s outlets; i.e., by a constraint
of the form dL/dt 6 B0, where 0 < B0 < c. Mathematically, this constraint has the same effect as replacing G(n)
by min{(G(n), B0}, which theoretically allows us to choose l P l  and still preserve optimality. However, if our
chosen value is increased as much as possible—all the way to the declining branch of the exit function—grid-
lock could prevent discharge flows from rising to capacity after the restriction is removed. We assume reason-
ably that gridlock does not take hold as long as l is not allowed to exceed a critical value, l0. Networks with
very low critical values (l0 6 l) can be constructed, but these are mathematical curiosities more than anything
else. For realistic network geometries we expect l0 2 ½l; l .
The optimality theorem also applies to cases with slow-varying but time-dependent input and output
restrictions if we choose l 6 l0. This choice ensures that the discharge flow at the beginning of a time
slice quickly assumes its equilibrium value for the conditions of the slice; i.e., that the system is approxi-
mately Markovian. Therefore, we can decompose time into a succession of time-independent slices to
which the Optimality Theorem applies. It guarantees for every slice the highest possible departure curve
conditional on its start point. Obviously then, the combined departure curve for all the slices must be the high-
est possible. The AB-policy is therefore approximately optimal under slow-varying conditions; it is indeed
robust.

4. Multi-reservoir systems

We apply the ideas of Section 3 to cities by decomposing them into districts, modeled as inter-connected
reservoirs subject to gridlock. Information from the real world can then be used to control the flows in and
across reservoirs to improve mobility. Control can be exercised with street closures, pricing, signing, metering,
signal timing and suitable combinations of these and other measures. They can vary with time but should do
so slowly. We propose introducing as few zones as possible while ensuring that individual zones are as homo-
geneous as possible. This is because, as Section 4.1 shows, systems consisting of many links can behave in the
aggregate as a single reservoir if demand is spatially homogeneous. Section 4.2 discusses the effect of inhomo-
geneities on simple systems, and Section 4.3 applies the results to cities.

4.1. Aggregate control of homogeneous systems and example

Consider the generic street structure of Fig. 6(a). It can be composed into a symmetric network—where
each sub-structure performs exactly the same role—e.g., as in the loop of Fig. 6(b). Real-life networks often
exhibit this kind of symmetry, albeit only approximately. For example, the structure of Fig. 6(c) can be
arranged into an infinite (or very large) square grid (Fig. 6(d)), which is also symmetric.
Symmetry can be exploited. If a symmetric system is subject to a time-dependent but spatially homoge-
neous demand and is then controlled homogeneously in space, its density will evolve symmetrically. Therefore,
it can be studied in the aggregate as a single reservoir.
As an example we study a freeway loop like the one of Fig. 6(b), with many on-ramps and off-ramps, and
total length LT. Let all inputs be symmetric and the distribution of trip lengths exponential with mean d  LT.
We could model this system with multiple reservoirs—one for each basic structure—but because the system is
symmetric the inter-reservoir flows cancel out and we can focus exclusively on the ramp flows and the internal
density. When there are many ramps, the system will behave as that of Fig. 2(a). Only the scale has changed
(from l to LT).
 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62 57

(a) (b)

(c) (d)

Fig. 6. Two homogenous systems and their basic elements: (a) basic component of a ring; (b) ring; (c) basic component of a grid; (d) grid.

Assume that the FD of the loop is triangular as in Fig. 2(b); i.e., Q(n) = (x  n)/b with b > 0 if n > l. We
have seen that the exit function of a symmetric loop is G(n) = (LT/d)Q(n); thus, G(n) = (LT/d)(x  n)/b if
n > l. Consider now the input rate into the system. It has been experimentally found (Cassidy and Ahn, in
press) that the maximum rate at which vehicles can enter a congested freeway from an on-ramp is a fixed pro-
portion, a, of the downstream freeway flow. Thus, a section of congested freeway containing 1/a ramps (of
length d 0 ) can admit as much flow as is circulating, but no more. It follows that the system input flow is
bounded from above by F(n) = (LT/d 0 )Q(n) = (LT/d 0 )(x  n)/b if n > l. Note: if trips are so long that
d > d 0 , then F(n) > G(n), as in Fig. 4.
Assume now that d > d 0 and the system is initially congested; i.e., n(0) > l and G(n) = (LT/d)(x  n)/b.
Assume too that the total demand along the perimeter of the loop is a step function: A(t) = M if t P 0 and
A(t) = 0 if t < 0, where M is the user population size; this means that all cars are ready to enter from the start.
Since the freeway is congested, the inflow will then match the upper bound (i.e., f(t) = F(n) = (LT/d 0 )(x  n)/
b) until all the users have entered. According to (2), n(t) must then satisfy dn/dt = F(n)  G(n) = c(x  n),
where c = (LT/b)(1/d 0  1/d) > 0. The solution of this differential equation is: (x  n) = exp(ct), showing
that accumulation would steadily increase toward the maximum x. We also see that the input rate would
be f(t) = (LT/(bd 0 ))exp(ct); and that it would decline by a Rfactor of 2 every ln 2/c time units. (The same is
1
of course true for the exit rate.) There is also an upper limit, 0 f ðnðtÞÞdt ¼ LT =ðbd 0 cÞ, to the number of vehi-
cles that the system can admit. If M exceeds this limit some vehicles would be denied service. These insights
illustrate that the single reservoir model can indeed shed some light on the aggregate performance of a multi-
link system. (An interactive game that graphically demonstrates the gridlock process is available at:
www.its.berkeley.edu/volvocenter/gridlock/.) We now show that the aggregate model can also shed light on
the control approach.
If the system inflow is homogeneously controlled with the AB-rule, it would initially be shut off until n = l,
and would thereafter be maintained at the equilibrium value: dA*(t)/dt = dL*(t)/dt = G(l) = (LT/d)(x  l)/b.
This state of affairs would persist until the last person enters the system. Since the service rate is at all time
equal or greater than a positive constant, G(n(0)) > 0—assuming the system is not initially jammed—it follows
that the last person enters at a finite time. Therefore with the AB-rule all vehicles are admitted and eventually
served even if M is arbitrarily large.
The homogeneous AB-policy should be approximately optimal even if symmetry requirements are only
approximately satisfied. But, cases with strong asymmetry exhibit complex features that can be exploited
and should be studied as such. This is done next.
58 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62

4.2. Properties of inhomogeneous time-independent loops

We now show how the density distribution on a loop affects its aggregate exit rate. The setting is idealized
but the results are exact. The new principles are then extended to more general scenarios in the following
subsection.
Consider again a closed loop of length LT, but now assume that the loop has a variable number of lanes and
its input demands are different. Assume too that drivers look for ‘‘opportunities’’ at the various exits, as in an
intervening opportunities model, and take the first exit that satisfies their need.
Opportunities are distributed along the road with density k(x). All opportunities are equally likely to satisfy
a driver’s need (with probability p  1) independently of where s/he comes from. The total number of oppor-
tunities N is so large that Np  1.
Let N(x) beR x the cumulative number of opportunities along the road starting from a reference point x = 0
(i.e., N ðxÞ ¼ 0 kðyÞdy). Then the probability p(x, y) that a driver finds his/her opportunity before reaching y,
given that s/he did not find it before x is a function of the intervening opportunities N(x, y) between x and y.
Clearly, N(x, y) = N(y)  N(x) if y > x and N(x, y) = N(y)  N(x) + N if y < x. The probability formula is
p(x, y) = 1  (1  p)N(x,y)  1  exp(pN(x, y)). If (x, y) is the segment containing all the opportunities asso-
ciated with exit j, p(x, y) will approximate the fraction of vehicles taking the exit. Given our assumptions, these
probabilities are independent of a driver’s origin and can be viewed as a property of the road. The fraction of
main-line (circulating) traffic exiting per unit length of road at x, defined as p(x) = p(x, x + dx)/dx, can also be
viewed in the same way.
Let k(x) be the density at x, and Q(k(x), x) a location-dependent FD, which is assumed to be concave in
k and gives the circulating flow at x when the local density is k(x). We assume that off-ramps have enough
capacity to discharge any desired outflows. Then, the actual outflow in an interval (x, x + dx) is the product
of the circulating flow Q(k(x), x) and the fraction of vehicles p(x)dx exiting in the interval. Hence, the grand
total is
Z LT
g¼ QðkðxÞ; xÞpðxÞdx: ð3Þ
0

We now ask: If inputs are regulated to maintain the system in a steady state with balanced inflows and out-
flows, and a fixed total accumulation,
Z LT
n¼ kðxÞdx; ð4Þ
0

what is the distribution of cars that maximizes total outflow?

The answer to this question is the function k*(x) that maximizes (3), subject to (4). Introducing Lagrange
multipliers we find that k*(x) must satisfy
pðxÞwðk  ðxÞ; xÞ ¼ constant; ð5Þ
where w(k, x)  oQ(k, x)/ok. This is the kinematic ‘‘wave-speed’’. The constant on the right side of (5) is the
value for which k*(x) satisfies (4). The constant can be positive or negative, depending on n. If the constant
is positive, then w must be positive for all x, implying that k should be on the rising branch of Q for all x;
i.e., the road should be uncongested everywhere. If the constant is negative w is negative and the road should
be congested everywhere. If the constant is zero the road should be at capacity everywhere. This leads to the
following qualitative insight:
Insight 1. If conditions do not change rapidly with time, a road should not simultaneously have congested
and uncongested portions.
This principle is quite robust because it holds independently of the distribution of opportunities and the
origin-destination table.
We also see from (5) that locations with the largest p (the most popular) should have the smallest w in abso-
lute value; i.e., the flows closest to capacity. Thus, accumulation should be managed so as to maximize flow on
the stretches of road that contain the maximum number of desired destinations; i.e.
 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62 59

Insight 2. If conditions do not change rapidly with time, system output is maximized when flow is at capacity
only along road stretches with the greatest exit rates p(x); i.e., the greatest density of destinations, k(x).
In the limit of a trapezoidal Q (a good approximation for signalized streets) rule (5) can be simplified fur-
ther. In this case, the total system outflow is maximized if the number of destinations experiencing optimal
accumulations (and maximum flows) is the largest possible.
Together, Insights 1 and 2 suggest an efficient strategy for storing queues in congested roads: confine pock-
ets of congestion to locations where exit rates are low, and maximize flow where exit rates are high. The idea is
simple and practical since it can be implemented by monitoring quantities that can be readily measured—using
the observable k(x) as a proxy for p(x). We now examine whether these insights can be extrapolated to com-
plex networks.

4.3. Application to cities

The derivations of Section 4.2 never used the geometry of the road; we simply parameterized position by
‘‘x’’. We only assumed that each opportunity was associated with a unique point on the road and that p(x) was
fixed. If these conditions are true for a new (more complex) geometry, then Insights 1 and 2 should continue to
apply. They should apply to large networks, even if they describe whole cities. Thus, we see that the following
should be true:
Insight 3. Assume p(x) is fixed and conditions do not change rapidly with time. Then, the rate at which trips
are served in a metropolitan area is maximized only if capacity flows occur in the neighborhoods with the
greatest p(x) (i.e., the greatest density of destinations k(x)), and elsewhere the network is either congested all
over or uncongested all over.
This suggests that in a congested city—as in an asymmetric ring—we should strive for having pockets of
congestion where the exit rates p(x) are low and high flows where exit rates are high.4 Therefore, there could
be some merit in treating a city as a system of large, homogeneous, neighborhood-sized, inter-connected res-
ervoirs containing origins, destinations and travelers, and then controlling the endogenous flows and the flows
across reservoirs so as to approach the ideal of Insight 3.
Good policies would route through-moving traffic away from pockets of congestion with high exit rates.
We recognize that this diversion could change the relationship between the density of destinations k(x) and
the exit rates p(x) in the target area, and could (in theory) invalidate Insight 3. Fortunately, diversion of
through traffic away from a target area can only increase its p(x), and this simply reinforces the need for
diverting traffic away from a targeted pocket. This suggests the following:

AB strategy for cities: To maximize the rate at which trips are served in a metropolitan area, a policy should
maintain near-optimal accumulations in the neighborhoods with the greatest density of destinations.

Unlike the AB-policy, the AB strategy for cities does not specify a unique course of action; e.g., when and
how to release traffic into individual reservoirs, or how to control inter-reservoir transfers optimally. To be
that specific, a multi-reservoir generalization of (2), based on additional assumptions for the inter-reservoir
flows, would have to be introduced. This could be useful but would sacrifice robustness. Fortunately, actions
that would move accumulations in the direction suggested by the AB strategy can be usually identified without
knowing the system dynamics and the OD table. Their effectiveness could also be monitored outside of the
model by direct observation, which could open the door for adaptive control schemes.
Since systems with few reservoirs are easier to model and control, we may in practice want to treat slightly
inhomogeneous neighborhoods as single reservoirs. Appendix A presents formulae for the resulting aggrega-
tion errors.

4
This is consistent with the basic traffic engineering tenet for ramp metering explained in Newman et al. (1969), which strives for
avoiding blocking busy off-ramps.
60 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62

5. Discussion

Two-reservoir systems are already being used by some cities. For example, in Zurich (Switzerland) traffic
signals and parking spaces are managed so as to prevent overcrowding in its central area; see e.g., Beatley
(1999).5 Zurich’s system ostensibly ensures that the performance of large occupancy public vehicles is not
adversely affected by interference from automobiles, but the Optimality Theorem also suggests that the restric-
tions can benefit automobile users. The city of London has also implemented a two-reservoir congestion-pric-
ing scheme for its central area based on historical information; see e.g., Litman (2005). We believe that
dynamic knowledge of accumulation data would allow these and other cities to target more precisely their spe-
cific mobility problems.
The two-reservoir approach should be quite effective if the density of destinations is much higher in a well-
defined core than outside. (The approach then simply prevents queues from forming where the destinations
are.) But if destinations are not distributed as favorably, or a finer degree of control is sought, one should then
partition the metropolitan area into more neighborhoods (e.g., concentric rings) and use modifications of the
AB strategy for cities to guide policy. In this multi-reservoir case, accumulations could be dynamically man-
aged by restricting the transfer of flows between abutting neighborhoods with appropriate signal settings
along their boundaries and/or by reversing lanes. The beginning and ending of trips could be regulated with
pricing mechanisms, transit enhancements and/or parking restrictions.
In all cases but specially in the multi-reservoir applications, we favor management policies that do not
require full knowledge of the system dynamics because the dynamic equations become less reliable as the num-
ber of reservoirs increases—the AB policy for single reservoirs is in this favored category since it does not
require full knowledge of the exit function. Of course, policies that would be based on short term predictions
of the macroscopic system dynamics could also be effective if complemented with real-time monitoring of the
state variables. Decision support tools of these types (with strong surveillance components) might be able to
avoid the route choice and O–D conundrums of traditional models, even in large-scale application contexts.
The accuracy of predictive tools would hinge critically on the assumption that the outflow of a reservoir for
a given accumulation is independent of its inputs or the controls. As Section 4.2 shows, this is true for any
inhomogeneous freeway ring if (i) the normalized density per lane (and therefore the speed) is the same all
along the ring, and (ii) the exit probabilities are independent of the origin. We expect the outflow invariance
principle also to hold approximately for uniformly congested neighborhood-level networks with traffic signals
if condition (ii) holds. This suggests that predictive tools should perform best if reservoirs are designed to be as
uniformly loaded as possible.
The ideas in this paper are mode-abstract; they can be applied to bicycle networks and pedestrian crowds.
The ideas can also be generalized to multi-modal urban networks—multi-variable exit functions would
account for the interaction of pedestrians, bicycles and motorized vehicles. These functions would form the
basis for generalized AB-rules driven by the accumulations of pedestrians, bicycles and motor vehicles. The
critical boundaries of these rules could be determined by trial and error in any city that has enough sensing
equipment, or enough mobile probes, to estimate the state of its neighborhoods accurately in real time. This
should be an item of research priority since much of the World’s population lives in urban areas where streets
are crowded with a mixture of diverse vehicles, and pedestrians.

Acknowledgements

The comments of M. Cassidy, S. Madanat and N. Geroliminis of the University of California (Berkeley)
are gratefully acknowledged. The research was supported by the University of California Berkeley Center
for Future Urban Transport (a Volvo International Center of Excellence).

5
More detail can be found in http://www.ecoplan.org/politics/general/zurich.htm.
 C.F. Daganzo / Transportation Research Part B 41 (2007) 49–62 61

Appendix A. Aggregation errors and extension to inhomogeneous networks

P
Let LT be the total length of the network, LT ¼ i li , and g(x) denote the least upper bound to the number
of destinations found in any portion of the network with total length x (x 6 LT). By construction, this
function is increasing, concave and satisfies: g(x) P N(x), and g(LT) = N(LT). Note that the minimum number
of destinations across all network portions with length x (x 6 LT) is N(LT)  g(LT  x), and that
g(x) P N(LT)  g(LT  x). The difference e(x) = g(x)  g(LT  x) measures uniformity; it is maximized for
x = LT/2, and vanishes for x = 0 and x = LT. If the density of destinations is uniform, then
g(x) = N(x) = N(LT)(x/LT), and e(x)  0. This measure of uniformity is connected to the outflow rate in an
interesting way.
Assume that a network is homogeneous with a known triangular Q(k) and that n is fixed. Then, maximi-
zation of (3) subject to (4) reveals that the highest possible outflow for this accumulation level is cpg(x0), where
x0 is the largest length of network that can be at the optimum density without requiring infeasible densities
elsewhere; this critical distance is: x0 = LTQ(n/LT)/c. Likewise, minimization of (3) subject to (4) reveals that
the least possible outflow is cp[N(LT)  g(LT  x0)]. Thus, the range of possible outflows for a given n is
cpe(x0). We also see from (3) that if the density was uniform, the outflow would be: g = pLTQ(n/
LT)  pN(LT)Q(n/LT). Thus, even in the very worst case of a completely lopsided traffic distribution, the rel-
ative error in this prediction is bounded by the ratio of the range and the prediction; i.e., by (c/Q)(e(x0)/
N(LT)). For realistic traffic distributions the error should be much smaller. Therefore, we conclude the
following:
Insight A1. If a network is homogeneous and the density of destinations along its links does not change much
over space—i.e., e(x) is small—then the total outflow is roughly given by the number of vehicles on the
network, independent of their locations.
A version of Insight A1 is also true for an important class of inhomogeneous networks. We say that a net-
work is ‘‘self-similar’’ if Q(k, x) can be expressed as the product of the number of lanes b(x) and a homoge-
neous FD with the normalized density per lane as its argument; i.e., if: Q(k, x) = b(x)Q0(k/b(x)). Then we have
the following:
Insight A2. If a network is self-similar and the density of destinations normalized
RL by the number of lanes is
space-independent, then (1) holds approximately with GðnÞ :¼ ðpN ðLT Þ=LT Þ 0 T Qðn=LT ; xÞdx.
The relation between G and Q in Insight A2 is no longer one of similarity but the exit rate G is still inde-
pendent of the density distribution; i.e., self-similar networks exhibit a fundamental aggregate relation G(n) if
the density of destinations per square meter of pavement is constant across links. We expect this insight also to
be approximately true for general urban networks.
Insights A1 and A2 should also apply to time-dependent networks (e.g., controlled by traffic signals), if con-
ditions are monitored on a coarse scale of observation where the time-dependence is averaged out (e.g., every
several minutes). On such a scale, a single link and signal have a reproducible steady-state accumulation-flow
relationship. This relationship can be shown to be of the form gi = biQ(ni/libi) and to depend on the length of
the link, the number of lanes and the timing of the signals.

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