Related papers: Data-Driven Two-Stage Distributionally Robust Disp…
Distributionally robust optimization (DRO) is an effective approach for data-driven decision-making in the presence of uncertainty. Geometric uncertainty due to sampling or localized perturbations of data points is captured by Wasserstein…
Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…
In this paper, a flexibility-oriented microgrid optimal scheduling model is proposed to mitigate distribution network net load variability caused by large penetration distributed solar generation. The distributed solar generation…
We consider a residuals-based distributionally robust optimization (DRO) model, where the underlying uncertainty depends on both covariate information and our decisions. We adopt both parametric and nonparametric regression models to learn…
This paper focuses on the Wasserstein distributionally robust mean-lower semi-absolute deviation (DR-MLSAD) model, where the ambiguity set is a Wasserstein ball centered on the empirical distribution of the training sample. This model can…
Edge computing (EC) promises to deliver low-latency and ubiquitous computation to numerous devices at the network edge. This paper aims to jointly optimize edge node (EN) placement and resource allocation for an EC platform, considering…
In recent years, it has become crucial to improve the resilience of electricity distribution networks (DNs) against storm-induced failures. Microgrids enabled by Distributed Energy Resources (DERs) can significantly help speed up…
This paper presents a distributionally robust Q-Learning algorithm (DrQ) which leverages Wasserstein ambiguity sets to provide idealistic probabilistic out-of-sample safety guarantees during online learning. First, we follow past work by…
Distributionally robust optimization (DRO) studies decision problems under uncertainty where the probability distribution governing the uncertain problem parameters is itself uncertain. A key component of any DRO model is its ambiguity set,…
This paper proposes a distributionally robust approach to logistic regression. We use the Wasserstein distance to construct a ball in the space of probability distributions centered at the uniform distribution on the training samples. If…
A data-driven MPC scheme is proposed to safely control constrained stochastic linear systems using distributionally robust optimization. Distributionally robust constraints based on the Wasserstein metric are imposed to bound the state…
How should researchers select experimental sites when the deployment population differs from observed data? I formulate the problem of experimental site selection as an optimal transport problem, developing methods to minimize downstream…
Distributed resource allocation (DRA) is fundamental to modern networked systems, spanning applications from economic dispatch in smart grids to CPU scheduling in data centers. Conventional DRA approaches require reliable communication, yet…
In this work, we develop a novel data-driven Bayesian nonparametric Wasserstein distributionally robust optimization (BNWDRO) framework for decision-making under uncertainty. The proposed framework unifies a Bayesian nonparametric method…
With the commitment to climate, globally many countries started reducing brownfield energy production and strongly opting towards green energy resources. However, the optimal allocation of distributed energy resources (DERs) in electrical…
The global energy landscape is undergoing a transformation towards decarbonization, sustainability, and cost-efficiency. In this transition, microgrid systems integrated with renewable energy sources (RES) and energy storage systems (ESS)…
This paper proposes a unit commitment (UC) model based on data-driven Wasserstein distributionally robust optimization (WDRO) for power systems under uncertainty of renewable generation as well as its tractable exact reformulation. The…
Wasserstein distributionally robust optimization (\textsf{WDRO}) is a popular model to enhance the robustness of machine learning with ambiguous data. However, the complexity of \textsf{WDRO} can be prohibitive in practice since solving its…
In many real-world applications, ensuring the robustness and stability of deep neural networks (DNNs) is crucial, particularly for image classification tasks that encounter various input perturbations. While data augmentation techniques…
In this work, we study how to ensure probabilistic safety for nonlinear systems under distributional ambiguity. Our approach builds on a backup-based safety filtering framework that switches between a high-performance nominal policy and a…