Related papers: HVAC Scheduling under Data Uncertainties: A Distri…
We study the distributionally robust optimization (DRO) in a dynamic context where the model uncertainty is captured by penalizing potential models in function of their adapted Wasserstein distance to a given reference model. We consider…
We deal with the problem of energy management in buildings subject to uncertain occupancy. To this end, we formulate this as a finite horizon optimization program and optimize with respect to the windows' blinds position, radiator and…
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…
We consider a real-world chemotherapy scheduling template design problem, where we cluster patient types into groups and find a representative time-slot duration for each group to accommodate all patient types assigned to that group, aiming…
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)…
This paper focuses on the contextual optimization problem where a decision is subject to some uncertain parameters and covariates that have some predictive power on those parameters are available before the decision is made. More…
We study control of constrained linear systems with only partial statistical information about the uncertainty affecting the system dynamics and the sensor measurements. Specifically, given a finite collection of disturbance realizations…
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…
In this paper, we design real-time decentralized and distributed control schemes for Heating Ventilation and Air Conditioning (HVAC) systems in energy efficient buildings. The control schemes balance user comfort and energy saving, and are…
Distributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncertain. A key component of any DRO model is its ambiguity set,…
Thermal-aware workload distribution is a common approach in the literature for power consumption optimization in data centers. However, data centers also have other operational costs such as the cost of equipment maintenance and…
The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…
Optimizing a building's energy supply design is a task with multiple competing criteria, where not only monetary but also, for example, an environmental objective shall be taken into account. Moreover, when deciding which storages and…
This paper focuses on energy management in buildings with phase change material (PCM), which is primarily used to improve thermal performance, but can also serve as an energy storage system. In this setting, optimal scheduling of an HVAC…
We study decision problems under uncertainty, where the decision-maker has access to $K$ data sources that carry {\em biased} information about the underlying risk factors. The biases are measured by the mismatch between the risk factor…
Quick response is a widely adopted strategy to mitigate overproduction in the manufacturing industry, yet recent research reveals a counter-intuitive paradox: while it reduces waste from unsold finished goods, it may incentivize firms to…
We study distributionally robust optimization (DRO) problems with uncertainty sets consisting of high-dimensional random vectors that are close in the multivariate Wasserstein distance to a reference random vector. We give conditions when…
With the continuous increase in the penetration of renewable energy in the emerging power systems, the pressure on system peak regulation has been significantly intensified. Against this backdrop, demand side resources particularly air…
Many decision problems in science, engineering and economics are affected by uncertain parameters whose distribution is only indirectly observable through samples. The goal of data-driven decision-making is to learn a decision from finitely…
We consider multiperiod stochastic control problems with non-parametric uncertainty on the underlying probabilistic model. We derive a new metric on the space of probability measures, called the adapted $(p, \infty)$--Wasserstein distance…