Related papers: A Distributionally Robust Optimization Approach fo…
The problem of estimating the Kullback-Leibler divergence $D(P\|Q)$ between two unknown distributions $P$ and $Q$ is studied, under the assumption that the alphabet size $k$ of the distributions can scale to infinity. The estimation is…
This paper builds on classical distributionally robust optimization techniques to construct a comprehensive framework that can be used for solving inverse problems. Given an estimated distribution of inputs in $X$ and outputs in $Y$, an…
Estimating the Kullback-Leibler (KL) divergence between two distributions given samples from them is well-studied in machine learning and information theory. Motivated by considerations of multi-group fairness, we seek KL divergence…
This paper proposes a two-time scale neurodynamic duplex approach to solve distributionally robust geometric joint chance-constrained optimization problems. The probability distributions of the row vectors are not known in advance and…
We consider the problem of optimal reactive power compensation for the minimization of power distribution losses in a smart microgrid. We first propose an approximate model for the power distribution network, which allows us to cast the…
Topology design is a critical task for the reliability, economic operation, and resilience of distribution systems. This paper proposes a distributionally robust optimization (DRO) model for designing the topology of a new distribution…
We consider a two-stage distributionally robust optimization (DRO) model with multimodal uncertainty, where both the mode probabilities and uncertainty distributions could be affected by the first-stage decisions. To address this setting,…
In this paper a novel distributed control algorithm for current sharing and voltage regulation in Direct Current (DC) microgrids is proposed. The DC microgrid is composed of several Distributed Generation units (DGUs), including Buck…
This paper addresses the transmission network expansion planning problem under uncertain demand and generation capacity. A two-stage adaptive robust optimization framework is adopted whereby the worst-case operating cost is accounted for…
The increasing frequency of extreme weather events has posed significant risks to the operation of power grids. During long-duration extreme weather events, microgrid formation (MF) is an essential solution to enhance the resilience of the…
In this paper, we study a bivariate distributionally robust optimization problem with mean-covariance ambiguity set and half-space support. Under a conventional type of objective function widely adopted in inventory management, option…
Accurately modeling power distribution grids is crucial for designing effective monitoring and decision making algorithms. This paper addresses the partial observability issue of data-driven distribution modeling in order to improve the…
We propose a method to fuse posterior distributions learned from heterogeneous datasets. Our algorithm relies on a mean field assumption for both the fused model and the individual dataset posteriors and proceeds using a simple…
This paper deals with distributed control of microgrids composed of storages, generators, renewable energy sources, critical and controllable loads. We consider a stochastic formulation of the optimal control problem associated to the…
Decision making under uncertainty is challenging since the data-generating process (DGP) is often unknown. Bayesian inference proceeds by estimating the DGP through posterior beliefs about the model's parameters. However, minimising the…
Federated learning (FL) enables collaborative model training without direct data sharing, but its performance can degrade significantly in the presence of data distribution perturbations. Distributionally robust optimization (DRO) provides…
High penetration of renewable energy sources (RES) introduces significant uncertainty and intermittency into microgrid operations, posing challenges to economic and reliable scheduling. To address this, this paper proposes an end-to-end…
Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where…
Distributionally robust optimization tackles out-of-sample issues like overfitting and distribution shifts by adopting an adversarial approach over a range of possible data distributions, known as the ambiguity set. To balance conservatism…
Transmission system operators employ reserves to deal with unexpected variations of demand and generation to guarantee the security of supply. The French transmission system operator RTE dynamically sizes the required margins using a…