Related papers: Data-Driven Two-Stage Distributionally Robust Disp…

Distributionally robust supervised learning (DRSL) is emerging as a key paradigm for building reliable machine learning systems for real-world applications -- reflecting the need for classifiers and predictive models that are robust to the…

A community integrated energy system (CIES) is an important carrier of the energy internet and smart city in geographical and functional terms. Its emergence provides a new solution to the problems of energy utilization and environmental…

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…

In problems that involve input parameter information gathered from multiple data sources with varying reliability, incorporating decision makers' trust on different sources in optimization models can potentially improve solution…

We study distributionally robust optimization (DRO) problems where the ambiguity set is defined using the Wasserstein metric. We show that this class of DRO problems can be reformulated as semi-infinite programs. We give an exchange method…

In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…

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…

As renewable energy sources replace traditional power sources (such as thermal generators), uncertainty grows while there are fewer controllable units. To reduce operational risks and avoid frequent real-time emergency controls, a…

In recent years, there has been a growing research interest in decision-focused learning, which embeds optimization problems as a layer in learning pipelines and demonstrates a superior performance than the prediction-focused approach.…

We present a novel approach for the control of uncertain, linear time-invariant systems, which are perturbed by potentially unbounded, additive disturbances. We propose a \emph{doubly robust} data-driven state-feedback controller to ensure…

Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear…

Data-driven distributionally robust optimization is a recently emerging paradigm aimed at finding a solution that is driven by sample data but is protected against sampling errors. An increasingly popular approach, known as Wasserstein…

Distributionally robust control (DRC) aims to effectively manage distributional ambiguity in stochastic systems. While most existing works address inaccurate distributional information in fully observable settings, we consider a partially…

Intensively studied in theory as a promising data-driven tool for decision-making under ambiguity, two-stage distributionally robust optimization (DRO) problems over Wasserstein balls are not necessarily easy to solve in practice. This is…

In this paper, we propose a risk-based data-driven approach to optimal power flow (DROPF) with dynamic line rating. The risk terms, including penalties for load shedding, wind generation curtailment and line overload, are embedded into the…

In light of a reliable and resilient power system under extreme weather and natural disasters, networked microgrids integrating local renewable resources have been adopted extensively to supply demands when the main utility experiences…

We present a data-driven approach for distributionally robust chance constrained optimization problems (DRCCPs). We consider the case where the decision maker has access to a finite number of samples or realizations of the uncertainty. The…

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…

Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where…

This paper presents a confidence level-based distributionally information gap decision theory (CL-DIGDT) framework for the two-stage robust optimal operation of distribution networks, aiming at deriving an optimal operational scheme capable…