Related papers: Risk-Based Distributionally Robust Optimal Power F…
The objective of this paper is to improve the accuracy and robustness of optimal power flow (OPF) formulations for distribution systems modeled down to the low-voltage point of connection of individual buildings. An approach for addressing…
We present a novel data-driven distributionally robust Model Predictive Control formulation for unknown discrete-time linear time-invariant systems affected by unknown and possibly unbounded additive uncertainties. We use off-line collected…
We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…
Optimal Power Flow (OPF) dispatches controllable generation at minimum cost subject to operational constraints on generation and transmission assets. The uncertainty and variability of intermittent renewable generation is challenging…
This paper proposes a data-driven distributionally robust shortest path (DRSP) model where the distribution of the travel time in the transportation network can only be partially observed through a finite number of samples. Specifically, we…
In this paper, we propose a robust data-driven process model whose hyperparameters are robustly estimated using the Schweppe-type generalized maximum likelihood estimator. The proposed model is trained on recorded time-series data of…
This paper presents a scalable method for improving the solutions of AC Optimal Power Flow (AC OPF) with respect to deviations in predicted power injections from wind and other uncertain generation resources. The focus of the paper is on…
We propose a mathematically principled PDE gradient flow framework for distributionally robust optimization (DRO). Exploiting the recent advances in the intersection of Markov Chain Monte Carlo sampling and gradient flow theory, we show…
Distributionally Robust Optimization (DRO) is a popular framework for decision-making under uncertainty, but its adversarial nature can lead to overly conservative solutions. To address this, we study ex-ante Distributionally Robust Regret…
High-level penetration of intermittent renewable energy sources (RESs) has introduced significant uncertainties into modern power systems. In order to rapidly and economically respond to the fluctuations of power system operating state,…
Off-policy evaluation and learning are concerned with assessing a given policy and learning an optimal policy from offline data without direct interaction with the environment. Often, the environment in which the data are collected differs…
To manage renewable generation and load consumption uncertainty, chance-constrained optimal power flow (OPF) formulations and various solution methodologies have been proposed. However, conventional solution approaches often rely on…
The increasing share of renewables in the electricity generation mix comes along with an increasing uncertainty in power supply. In the recent years, distributionally robust optimization has gained significant interest due to its ability to…
Chance-constrained optimization has emerged as a promising framework for managing uncertainties in power systems. This work advances its application to the DC Optimal Power Flow (DC-OPF) model, developing a novel approach to uncertainty…
We consider stochastic programs where the distribution of the uncertain parameters is only observable through a finite training dataset. Using the Wasserstein metric, we construct a ball in the space of (multivariate and non-discrete)…
The effects of treatments are often heterogeneous, depending on the observable characteristics, and it is necessary to exploit such heterogeneity to devise individualized treatment rules (ITRs). Existing estimation methods of such ITRs…
In this paper we wish to tackle stochastic programs affected by ambiguity about the probability law that governs their uncertain parameters. Using optimal transport theory, we construct an ambiguity set that exploits the knowledge about the…
A data-driven MPC scheme is proposed to safely control constrained stochastic linear systems using distributionally robust optimization. Distributionally robust constraints based on the Wasserstein metric are imposed to bound the state…
We consider statistical methods which invoke a min-max distributionally robust formulation to extract good out-of-sample performance in data-driven optimization and learning problems. Acknowledging the distributional uncertainty in learning…
The aim of this paper is to address the challenge of gradual domain adaptation within a class of manifold-constrained data distributions. In particular, we consider a sequence of $T\ge2$ data distributions $P_1,\ldots,P_T$ undergoing a…