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In Offline Model Learning for Planning and in Offline Reinforcement Learning, the limited data set hinders the estimate of the Value function of the relative Markov Decision Process (MDP). Consequently, the performance of the obtained…
We present a unified method, based on convex optimization, for managing the power produced and consumed by a network of devices over time. We start with the simple setting of optimizing power flows in a static network, and then proceed to…
In this paper, online convex optimization is applied to the problem of controlling linear dynamical systems. An algorithm similar to online gradient descent, which can handle time-varying and unknown cost functions, is proposed. Then,…
Decision-making under uncertainty is a crucial ability for autonomous systems. In its most general form, this problem can be formulated as a Partially Observable Markov Decision Process (POMDP). The solution policy of a POMDP can be…
The large shares of wind power generation in electricity markets motivate higher levels of operating reserves. However, current reserve sizing practices fail to account for important topological aspects that might hinder their deployment,…
Planning under uncertainty is a crucial capability for autonomous systems to operate reliably in uncertain and dynamic environments. The concern of safety becomes even more critical in healthcare settings where robots interact with human…
We consider a risk-averse stochastic capacity planning problem under uncertain demand in each period. Using a scenario tree representation of the uncertainty, we formulate a multistage stochastic integer program to adjust the capacity…
Bilevel programming has recently received attention in the literature due to its wide range of applications, including reinforcement learning and hyper-parameter optimization. However, it is widely assumed that the underlying bilevel…
In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…
We address the problem of maintaining high voltage power transmission networks in security at all time, namely anticipating exceeding of thermal limit for eventual single line disconnection (whatever its cause may be) by running slow, but…
The design or the optimization of transport systems is a difficult task. This is especially true in the case of the introduction of new transport modes in an existing system. The main reason is, that even small additions and changes result…
Load forecasting is crucial for multiple energy management tasks such as scheduling generation capacity, planning supply and demand, and minimizing energy trade costs. Such relevance has increased even more in recent years due to the…
This paper considers a bi-level discrete-time control framework with real-time constraints, consisting of several local controllers and a central controller. The objective is to bridge the gap between the online convex optimization and…
We incorporate future information in the form of the estimated value of future gradients in online convex optimization. This is motivated by demand response in power systems, where forecasts about the current round, e.g., the weather or the…
The design of Open Radio Access Network (O-RAN) compliant systems for configuring the virtualized Base Stations (vBSs) is of paramount importance for network operators. This task is challenging since optimizing the vBS scheduling procedure…
In reinforcement learning, offline value function learning is the procedure of using an offline dataset to estimate the expected discounted return from each state when taking actions according to a fixed target policy. The stability of this…
Current state-of-the-art solution techniques for solving bilevel optimization problems either assume strong problem regularity criteria or are computationally intractable. In this paper we address power system problems of bilevel structure,…
Accurate net load forecasting is vital for energy planning, aiding decisions on trade and load distribution. However, assessing the performance of forecasting models across diverse input variables, like temperature and humidity, remains…
Bilevel optimization formulates hierarchical decision-making processes that arise in many real-world applications such as in pricing, network design, and infrastructure defense planning. In this paper, we consider a class of bilevel…
The output of renewable energy fluctuates significantly depending on weather conditions. We develop a unit commitment model to analyze requirements of the forecast output and its error for renewable energies. Our model obtains the time…