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Recent works have highlighted scale invariance or symmetry present in the weight space of a typical deep network and the adverse effect it has on the Euclidean gradient based stochastic gradient descent optimization. In this work, we show…
This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…
To model combinatorial decision problems involving uncertainty and probability, we introduce scenario based stochastic constraint programming. Stochastic constraint programs contain both decision variables, which we can set, and stochastic…
We propose and axiomatize preferences on a product state space in light of uncertainty regarding the dependency of different payoff-relevant factors. Dependence structures allow to decompose probabilities and allow to pin down behavior…
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…
In this paper we present a formulation of the unit commitment problem with AC power flow constraints. It is solved by a Benders decomposition in which the unit commitment master problem is formulated as a mixed-integer problem with…
Recently, frequency security is challenged by high uncertainty and low inertia in power system with high penetration of Renewable Energy Sources (RES). In the context of Unit Commitment (UC) problems, frequency security constraints…
Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…
Multi-stage stochastic programming is a well-established framework for sequential decision making under uncertainty by seeking policies that are fully adapted to the uncertainty. Often such flexible policies are not desirable, and the…
In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…
Network connectedness is indispensable for the normal operation of transmission networks. However, there still remains a lack of efficient constraints that can be directly added to the problem formulation of optimal transmission switching…
Given the complexity of power systems, particularly the high-dimensional variability of net loads, accurately depicting the entire operational range of net loads poses a challenge. To address this, recent methodologies have sought to gauge…
This work studies how to preemptively increase the resilience of a network by means of time-varying topological actuation. To do this, we focus on linear dynamical systems that are compatible with a given network, and consider policies that…
Model-based clustering integrated with variable selection is a powerful tool for uncovering latent structures within complex data. However, its effectiveness is often hindered by challenges such as identifying relevant variables that define…
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…
Machine Learning is becoming more prevalent in science and engineering, but many approaches do not provide meaningful uncertainty estimates and predictions may also violate known physical knowledge. We propose a Bayesian framework to embed…
We consider the design of wireless queueing network control policies with particular focus on combining stability with additional application-dependent requirements. Thereby, we consequently pursue a cost function based approach that…
The joint management of heat and power systems is believed to be key to the integration of renewables into energy systems with a large penetration of district heating. Determining the day-ahead unit commitment and production schedules for…
To address the power system hardening problem, traditional approaches often adopt robust optimization (RO) that considers a fixed set of concerned contingencies, regardless of the fact that hardening some components actually renders…
A common problem in the optimization of structures is the handling of uncertainties in the parameters. If the parameters appear in the constraints, the uncertainties can lead to an infinite number of constraints. Usually the constraints…