Related papers: Distributionally Robust Distribution Network Confi…
To address the needs of modeling uncertainty in sensitive machine learning applications, the setup of distributionally robust optimization (DRO) seeks good performance uniformly across a variety of tasks. The recent multi-distribution…
As natural disasters bring about power outage and financial losses, network resiliency is an important challenge for distribution network operators (DNOs). On the other side, power loss reduction during normal operating condition is a major…
The goal of this paper is to develop distributionally robust optimization (DRO) estimators, specifically for multidimensional Extreme Value Theory (EVT) statistics. EVT supports using semi-parametric models called max-stable distributions…
We study distributionally robust optimization (DRO) problems where the ambiguity set is defined using the Wasserstein metric. We show that this class of DRO problems can be reformulated as semi-infinite programs. We give an exchange method…
Distribution networks are increasingly exposed to threats such as extreme weather, aging infrastructure, and cyber risks--resulting in more frequent contingencies and outages, a trend likely to persist. Microgrids, particularly dynamic…
We study distributionally robust online learning, where a risk-averse learner updates decisions sequentially to guard against worst-case distributions drawn from a Wasserstein ambiguity set centered at past observations. While this paradigm…
Distribution network reconfiguration (DNR) has proved to be an economical and effective way to improve the reliability of distribution systems. As optimal network configuration depends on system operating states (e.g., loads at each node),…
Offline reinforcement learning aims to learn from pre-collected datasets without active exploration. This problem faces significant challenges, including limited data availability and distributional shifts. Existing approaches adopt a…
This paper introduces the distributionally robust random utility model (DRO-RUM), which allows the preference shock (unobserved heterogeneity) distribution to be misspecified or unknown. We make three contributions using tools from the…
We present a Distributionally Robust Optimization (DRO) approach to estimate a robustified regression plane in a linear regression setting, when the observed samples are potentially contaminated with adversarially corrupted outliers. Our…
Conservation voltage reduction (CVR) and network topology reconfiguration (NTR) are widely employed to improve distribution system performance; however, existing approaches largely treat them independently, overlooking their coupled impact…
We consider a continuous-time continuous-space stochastic optimal control problem, where the controller lacks exact knowledge of the underlying diffusion process, relying instead on a finite set of historical disturbance trajectories. In…
Distributionally robust control is a well-studied framework for optimal decision making under uncertainty, with the objective of minimizing an expected cost function over control actions, assuming the most adverse probability distribution…
In traditional topology optimization, the computing time required to iteratively update the material distribution within a design domain strongly depends on the complexity or size of the problem, limiting its application in real engineering…
In recent years, frequent extreme events have put forward higher requirements for improving the resilience of distribution networks (DNs). Introducing energy storage integrated with soft open point (E-SOP) is one of the effective ways to…
Adaptive robust optimization problems have received significant attention in recent years, but remain notoriously difficult to solve when recourse decisions are discrete in nature. In this paper, we propose new reformulation techniques for…
We propose a generic system model for a special category of interdependent networks, demand-supply networks, in which the demand and the supply nodes are associated with heterogeneous loads and resources, respectively. Our model sheds a…
Performative prediction aims to model scenarios where predictive outcomes subsequently influence the very systems they target. The pursuit of a performative optimum (PO) -- minimizing performative risk -- is generally reliant on modeling of…
This paper proposes distributed algorithms to solve robust convex optimization (RCO) when the constraints are affected by nonlinear uncertainty. We adopt a scenario approach by randomly sampling the uncertainty set. To facilitate the…
We introduce a stochastic model that describes the quasi-static dynamics of an electric transmission network under perturbations introduced by random load fluctuations, random removing of system components from service, random repair times…