Related papers: Perturbed Decision-Focused Learning for Modeling S…
Structural learning, a method to estimate the parameters for discrete energy minimization, has been proven to be effective in solving computer vision problems, especially in 3D scene parsing. As the complexity of the models increases,…
Energy storage resources must consider both price uncertainties and their physical operating characteristics when participating in wholesale electricity markets. This is a challenging problem as electricity prices are highly volatile, and…
Deep learning has proven to be a highly effective tool for a wide range of applications, significantly when leveraging the power of multi-loss functions to optimize performance on multiple criteria simultaneously. However, optimal selection…
In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…
By planning through a learned dynamics model, model-based reinforcement learning (MBRL) offers the prospect of good performance with little environment interaction. However, it is common in practice for the learned model to be inaccurate,…
The large integration of variable energy resources is expected to shift a large part of the energy exchanges closer to real-time, where more accurate forecasts are available. In this context, the short-term electricity markets and in…
This work proposes a conformal approach for energy storage arbitrage to control the downside risk arising from imperfect price forecasts. Energy storage arbitrage relies solely on predictions of future market prices, while inaccurate price…
To improve decision-making and planning efficiency in back-end centralized redundant supply chains, this paper proposes a decision model integrating deep learning with intelligent particle swarm optimization. A distributed node deployment…
We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which…
Performative prediction is a framework that captures distribution shifts that occur during the training of machine learning models due to their deployment. As the trained model is used, data generation causes the model to evolve, leading to…
Decision-Focused Learning (DFL) is an emerging learning paradigm that tackles the task of training a machine learning (ML) model to predict missing parameters of an incomplete optimization problem, where the missing parameters are…
Decision Focused Learning has emerged as a critical paradigm for integrating machine learning with downstream optimisation. Despite its promise, existing methodologies predominantly rely on probabilistic models and focus narrowly on task…
Optimization models used to make discrete decisions often contain uncertain parameters that are context-dependent and estimated through prediction. To account for the quality of the decision made based on the prediction, decision-focused…
This paper introduces a deep reinforcement learning (RL) framework for optimizing the operations of power plants pairing renewable energy with storage. The objective is to maximize revenue from energy markets while minimizing storage…
This paper introduces a new imitation learning framework based on energy-based generative models capable of learning complex, physics-dependent, robot motion policies through state-only expert motion trajectories. Our algorithm, called…
Smart energy networks provide for an effective means to accommodate high penetrations of variable renewable energy sources like solar and wind, which are key for deep decarbonisation of energy production. However, given the variability of…
Datasets often incorporate various functional patterns related to different aspects or regimes, which are typically not equally present throughout the dataset. We propose a novel, general-purpose partitioning algorithm that utilizes…
This paper proposes a new reinforcement learning with hyperbolic discounting. Combining a new temporal difference error with the hyperbolic discounting in recursive manner and reward-punishment framework, a new scheme to learn the optimal…
A continuous rise in the penetration of renewable energy sources, along with the use of the single imbalance pricing, provides a new opportunity for balance responsible parties to reduce their cost through energy arbitrage in the imbalance…
Energy management systems (EMS) are becoming increasingly important in order to utilize the continuously growing curtailed renewable energy. Promising energy storage systems (ESS), such as batteries and green hydrogen should be employed to…