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This paper proposes a distributionally robust approach to regret optimal control of discrete-time linear dynamical systems with quadratic costs subject to a stochastic additive disturbance on the state process. The underlying probability…

Optimization and Control · Mathematics 2023-08-17 Feras Al Taha , Shuhao Yan , Eilyan Bitar

We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…

Machine Learning · Computer Science 2024-02-27 Chen Xu , Jonghyeok Lee , Xiuyuan Cheng , Yao Xie

In this paper, we consider a residential heating system with renewable and non-renewable heat generation and different consumption units and investigate a stochastic optimal control problem for its cost-optimal management. As a special…

Optimization and Control · Mathematics 2025-03-04 Paul Honore Takam , Ralf Wunderlich

Safe operation of autonomous systems requires robustness to both model uncertainty and uncertainty in the environment. We propose DRP-$\mathcal{L}_1$AC, a hierarchical framework for stochastic nonlinear systems that integrates…

Systems and Control · Electrical Eng. & Systems 2026-04-24 Astghik Hakobyan , Amaras Nazarians , Aditya Gahlawat , Naira Hovakimyan , Ilya Kolmanovsky

We introduce the notion of Worst-Case Sensitivity, defined as the worst-case rate of increase in the expected cost of a Distributionally Robust Optimization (DRO) model when the size of the uncertainty set vanishes. We show that worst-case…

Econometrics · Economics 2020-10-22 Jun-ya Gotoh , Michael Jong Kim , Andrew E. B. Lim

Many modern schedulers can dynamically adjust their service capacity to match the incoming workload. At the same time, however, unpredictability and instability in service capacity often incur operational and infrastructure costs. In this…

Optimization and Control · Mathematics 2020-05-12 Yorie Nakahira , Andres Ferragut , Adam Wierman

Many countries are facing energy shortage today and most of the global energy is consumed by HVAC systems in buildings. For the scenarios where the energy system is not sufficiently supplied to HVAC systems, a priority-based allocation…

Systems and Control · Electrical Eng. & Systems 2024-07-23 Hongyi Li , Jun Xu , Qianchuan Zhao

Distributionally robust optimization (DRO) is a powerful tool for decision making under uncertainty. It is particularly appealing because of its ability to leverage existing data. However, many practical problems call for decision-making…

Optimization and Control · Mathematics 2022-04-04 Yuxiao Chen , Jip Kim , James Anderson

Optimal scheduling of batteries has significant potential to reduce electricity costs and to enhance grid resilience. However, effective battery scheduling must account for both physical constraints as well as uncertainties in consumption…

Optimization and Control · Mathematics 2026-04-01 Janik Pinter , Maximilian Beichter , Ralf Mikut , Veit Hagenmeyer , Frederik Zahn

With an extensive increment of computation demands, the aerial multi-access edge computing (MEC), mainly based on unmanned aerial vehicles (UAVs) and high altitude platforms (HAPs), plays significant roles in future network scenarios. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-04 Ziye Jia , Can Cui , Chao Dong , Qihui Wu , Zhuang Ling , Dusit Niyato , Zhu Han

We consider the problem of preparing for a disaster season by determining where to open warehouses and how much relief item inventory to preposition in each. Then, after each disaster, prepositioned items are distributed to demand nodes…

Optimization and Control · Mathematics 2022-07-04 Karmel S. Shehadeh , Emily L. Tucker

Noisy data are often viewed as a challenge for decision-making. This paper studies a distributionally robust optimization (DRO) that shows how such noise can be systematically incorporated. Rather than applying DRO to the noisy empirical…

Optimization and Control · Mathematics 2025-09-03 Chung-Han Hsieh , Rong Gan

Building operations consume approximately 40% of global energy, with Heating, Ventilation, and Air Conditioning (HVAC) systems responsible for up to 50% of this consumption. As HVAC energy demands are expected to rise, optimising system…

Machine Learning · Computer Science 2024-12-02 Anaïs Berkes

We show that dynamic coordination of distributed energy resources (DERs) can increase the capacity of low- and medium-voltage grids, improve reliability and power quality, and reduce solar curtailment. We develop three approaches to compute…

Systems and Control · Electrical Eng. & Systems 2026-04-03 Vineet Jagadeesan Nair , Morteza Vahid-Ghavidel , Anuradha M. Annaswamy

With the ongoing investment in data collection and communication technology in power systems, data-driven optimization has been established as a powerful tool for system operators to handle stochastic system states caused by weather- and…

Optimization and Control · Mathematics 2023-12-18 Robert Mieth , Juan M. Morales , H. Vincent Poor

Maintaining energy balance and economical operation is significant for multi-energy systems such as the energy hub. However, it is usually challenged by the frequently changing and unpredictable uncertainties at different timescales. Under…

Computational Engineering, Finance, and Science · Computer Science 2022-03-03 Jiaxin Cao , Bo Yang , Shanying Zhu , Chi Yung Chung , Xinping Guan

Heating, Ventilation, and Cooling (HVAC) systems are often the most significant contributor to the energy usage, and the operational cost, of large office buildings. Therefore, to understand the various factors affecting the energy usage,…

Systems and Control · Computer Science 2017-05-08 Joshua Gluck , Christian Koehler , Jennifer Mankoff , Anind Dey , Yuvraj Agarwal

This study introduces adaptive robust optimization (ARO) and adaptive robust stochastic optimization (ARSO) approaches to address long- and short-term uncertainties in the optimal sizing and placement of distributed energy resources in…

Optimization and Control · Mathematics 2025-03-25 Fernando García-Muñoz , Cristian Duran-Mateluna

We consider the problem of analyzing the probabilistic performance of first-order methods when solving convex optimization problems drawn from an unknown distribution only accessible through samples. By combining performance estimation…

Optimization and Control · Mathematics 2025-12-11 Jisun Park , Vinit Ranjan , Bartolomeo Stellato

Power systems are shifted from conventional bulk generation toward renewable generation. This trend leads to the frequency security problem due to the decline of system inertia. On the other hand, natural gas-fired units are frequently…

Optimization and Control · Mathematics 2021-09-30 Lun Yang , Yinliang Xu , Jianguo Zhou , Hongbin Sun