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We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasserstein distributionally robust version of the performance…

Machine Learning · Computer Science 2026-05-08 Vinit Ranjan , Jisun Park , Bartolomeo Stellato

Wasserstein distributionally robust optimization (WDRO) attempts to learn a model that minimizes the local worst-case risk in the vicinity of the empirical data distribution defined by Wasserstein ball. While WDRO has received attention as…

Machine Learning · Statistics 2020-06-23 Yongchan Kwon , Wonyoung Kim , Joong-Ho Won , Myunghee Cho Paik

The integration of large-scale renewable energy sources, such as wind power, poses significant challenges for the optimal operation of power systems owing to their inherent uncertainties. This paper proposes a solution framework for…

Systems and Control · Electrical Eng. & Systems 2025-08-19 Zhaojun Ruan , Botao Gao , Libao Shi

Standard rare-event simulation techniques require exact distributional specifications, which limits their effectiveness in the presence of distributional uncertainty. To address this, we develop a novel framework for estimating rare-event…

Methodology · Statistics 2026-01-06 Dohyun Ahn , Huiyi Chen , Lewen Zheng

The integration of large shares of wind and solar power into the power system benefits from transmission network expansion. However, the construction of new power lines requires long planning phases and is often delayed by citizen protests.…

Physics and Society · Physics 2026-03-18 Philipp Glaum , Fabian Hofmann

This paper presents a novel methodology for tractably solving optimal control and offline reinforcement learning problems for high-dimensional systems. This work is motivated by the ongoing challenges of safety, computation, and optimality…

Optimization and Control · Mathematics 2022-07-06 Aaron Kandel , Saehong Park , Scott Moura

Electric power grids regularly experience uncertain fluctuations from load demands and renewables, which poses a risk of violating operational limits designed to safeguard the system. In this paper, we consider the robust AC OPF problem…

Optimization and Control · Mathematics 2021-04-13 Dongchan Lee , Konstantin Turitsyn , Daniel K. Molzahn , Line A. Roald

The growing penetration of distributed energy resources (DERs) is leading to continually changing operating conditions, which need to be managed efficiently by distribution grid operators. The intermittent nature of DERs such as solar…

Systems and Control · Electrical Eng. & Systems 2022-07-21 Kshitij Girigoudar , Ashley M. Hou , Line A. Roald

Wind farms can increase annual energy production (AEP) with advanced control algorithms by coordinating the set points of individual turbine controllers across the farm. However, it remains a significant challenge to achieve performance…

Optimization and Control · Mathematics 2020-03-18 Yi Guo , Mario Rotea , Tyler Summers

We study the infinite-horizon distributionally robust (DR) control of linear systems with quadratic costs, where disturbances have unknown, possibly time-correlated distribution within a Wasserstein-2 ambiguity set. We aim to minimize the…

Optimization and Control · Mathematics 2024-06-12 Taylan Kargin , Joudi Hajar , Vikrant Malik , Babak Hassibi

Managing uncertainty and variability in power injections has become a major concern for power system operators due to the increasing levels of fluctuating renewable energy connected to the grid. This work addresses this uncertainty via a…

Optimization and Control · Mathematics 2020-05-05 Alejandra Pena-Ordieres , Daniel Molzahn , Line Roald , Andreas Waechter

With the rise of renewable energy sources and their high variability in generation, the management of power grids becomes increasingly complex and computationally demanding. Conventional AC-power-flow simulations, which use the…

Artificial Intelligence · Computer Science 2026-03-31 Muhammed Öz , Jasmin Hörter , Kaleb Phipps , Charlotte Debus , Achim Streit , Markus Götz

This paper studies distributionally robust regret-optimal (DRRO) control with purified output feedback for linear systems subject to additive disturbances and measurement noise. These uncertainties (including the initial system state) are…

Optimization and Control · Mathematics 2025-11-21 Shuhao Yan , Carsten W. Scherer

Wasserstein distributionally robust optimization (WDRO) strengthens statistical learning under model uncertainty by minimizing the local worst-case risk within a prescribed ambiguity set. Although WDRO has been extensively studied in…

Machine Learning · Statistics 2025-11-12 Changyu Liu , Yuling Jiao , Junhui Wang , Jian Huang

The heating, ventilation and air condition (HVAC) system consumes the most energy in commercial buildings, consisting over 60% of total energy usage in the U.S. Flexible HVAC system setpoint scheduling could potentially save building energy…

Optimization and Control · Mathematics 2021-03-11 Guanyu Tian , Qun Zhou , Samy Faddel , Wenyi Wang

Markov decision processes (MDPs) are known to be sensitive to parameter specification. Distributionally robust MDPs alleviate this issue by allowing for \emph{ambiguity sets} which give a set of possible distributions over parameter sets.…

Optimization and Control · Mathematics 2021-05-05 Julien Grand-Clément , Christian Kroer

In this paper we provide a thorough, rigorous theoretical framework to assess optimality guarantees of sampling-based algorithms for drift control systems: systems that, loosely speaking, can not stop instantaneously due to momentum. We…

Robotics · Computer Science 2015-10-28 Edward Schmerling , Lucas Janson , Marco Pavone

Higher levels of renewable electricity generation increase uncertainty in power system operation. To ensure secure system operation, new tools that account for this uncertainty are required. In this paper, we formulate a chance-constrained…

Optimization and Control · Mathematics 2019-05-07 Line Roald , Göran Andersson

Accurate power flow analysis is critical for modern distribution systems, yet classical solvers face scalability issues, and current machine learning models often struggle with generalization. We introduce BOOST-RPF, a novel method that…

Machine Learning · Computer Science 2026-03-24 Ehimare Okoyomon , Christoph Goebel

This paper studies a distributionally robust chance constrained program (DRCCP) with Wasserstein ambiguity set, where the uncertain constraints should be satisfied with a probability at least a given threshold for all the probability…

Optimization and Control · Mathematics 2020-02-17 Weijun Xie
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