arXiv subjects

Anuradha M. Annaswamy

Publications and source records attributed to Anuradha M. Annaswamy.

At least 37 records · Page 2Linked to original sources

arXiv2022

Human Behavioral Models Using Utility Theory and Prospect Theory

Several examples of Cyber-physical human systems (CPHS) include real-time decisions from humans as a necessary building block for the successful performance of the overall system. Many of these decision-making problems necessitate an appropriate model of human behavior. Tools from Utility Theory have been used successfully in several problems in transportation for resource allocation and balance of supply and demand \citep{ben1985discrete}. More recently, Prospect Theory has been demonstrated as a useful tool in behavioral economics and cognitive psychology for deriving human behavioral models that characterize their subjective decision-making in the presence of stochastic uncertainties and risks, as an alternative to conventional Utility Theory \citep{kahneman_prospect_2012}. These models will be described in this article. Theoretical implications of Prospect Theory are also discussed. Examples will be drawn from transportation use cases such as shared mobility to illustrate these models as well as the distinctions between Utility Theory and Prospect Theory.

econ.GN↗

arXiv2022

Accelerated Performance and Accelerated Learning with Discrete-Time High-Order Tuners

We consider two high-order tuners that have been shown to have accelerated performance, one based on Polyak's heavy ball method and another based on Nesterov's acceleration method. We show that parameter estimates are bounded and converge to the true values exponentially fast when the regressors are persistently exciting. Simulation results corroborate the accelerated performance and accelerated learning properties of these high-order tuners in comparison to algorithms based on normalized gradient descent.

math.OC↗

arXiv2022

Accelerated Algorithms for a Class of Optimization Problems with Constraints

This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization of a loss function. We start with convex optimization problems and identify the conditions under which the loss function is convex. Building on the insight that the loss function could be convex even if the original optimization problem is not, we extend our approach to a class of nonconvex optimization problems. The use of a HT together with this approach enables us to achieve a convergence rate better than state-of-the-art gradient-based methods. Moreover, for equality-constrained optimization problems, the proposed method ensures that the state remains feasible throughout the evolution, regardless of the convexity of the original problem.

math.OC↗

arXiv2022

Accurate Parameter Estimation for Risk-aware Autonomous Systems

Analysis and synthesis of safety-critical autonomous systems are carried out using models which are often dynamic. Two central features of these dynamic systems are parameters and unmodeled dynamics. This paper addresses the use of a spectral lines-based approach for estimating parameters of the dynamic model of an autonomous system. Existing literature has treated all unmodeled components of the dynamic system as sub-Gaussian noise and proposed parameter estimation using Gaussian noise-based exogenous signals. In contrast, we allow the unmodeled part to have deterministic unmodeled dynamics, which are almost always present in physical systems, in addition to sub-Gaussian noise. In addition, we propose a deterministic construction of the exogenous signal in order to carry out parameter estimation. We introduce a new tool kit which employs the theory of spectral lines, retains the stochastic setting, and leads to non-asymptotic bounds on the parameter estimation error. Unlike the existing stochastic approach, these bounds are tunable through an optimal choice of the spectrum of the exogenous signal leading to accurate parameter estimation. We also show that this estimation is robust to unmodeled dynamics, a property that is not assured by the existing approach. Finally, we show that under ideal conditions with no unmodeled dynamics, the proposed approach can ensure a $\tilde{O}(\sqrt{T})$ regret, matching existing literature. Experiments are provided to support all theoretical derivations, which show that the spectral lines-based approach outperforms the Gaussian noise-based method when unmodeled dynamics are present, in terms of both parameter estimation error and Regret obtained using the parameter estimates with a Linear Quadratic Regulator in feedback.

eess.SY↗

arXiv2022

New Algorithms for Discrete-Time Parameter Estimation

We propose two algorithms for discrete-time parameter estimation, one for time-varying parameters under persistent excitation (PE) condition, another for constant parameters under no PE condition. For the first algorithm, we show that in the presence of time-varying unknown parameters, the parameter estimation error converges uniformly to a compact set under conditions of persistent excitation, with the size of the compact set proportional to the time-variation of unknown parameters. Leveraging a projection operator, the second algorithm is shown to result in boundedness guarantees when the plant has constant unknown parameters. Simulations show better convergence results compared to recursive least squares (RLS) and comparable results to RLS with forgetting factor.

cs.LG↗

arXiv2022

A Historical Perspective of Adaptive Control and Learning

This article provides a historical perspective of the field of adaptive control over the past seven decades and its intersection with learning. A chronology of key events over this large time-span, problem statements that the field has focused on, and key solutions are presented. Fundamental results related to stability, robustness, and learning are sketched. A brief description of various applications of adaptive control reported over this period is included.

math.OC↗

arXiv2022

Flattening the Duck Curve: A Case for Distributed Decision Making

The large penetration of renewable resources has resulted in rapidly changing net loads, resulting in the characteristic "duck curve". The resulting ramping requirements of bulk system resources is an operational challenge. To address this, we propose a distributed optimization framework within which distributed resources located in the distribution grid are coordinated to provide support to the bulk system. We model the power flow of the multi-phase unbalanced distribution grid using a Current Injection (CI) approach, which leverages McCormick Envelope based convex relaxation to render a linear model. We then solve this CI-OPF with an accelerated Proximal Atomic Coordination (PAC) which employs Nesterov type acceleration, termed NST-PAC. We evaluate our distributed approach against a local approach, on a case study of San Francisco, California, using a modified IEEE-34 node network and under a high penetration of solar PV, flexible loads, and battery units. Our distributed approach reduced the ramping requirements of bulk system generators by up to 23%.

math.OC↗

arXiv2021

Parameter Estimation in Adaptive Control of Time-Varying Systems Under a Range of Excitation Conditions

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error trajectories to tend exponentially fast towards a compact set whenever excitation conditions are satisfied. This algorithm is employed in a large class of problems where unknown parameters are present and are time-varying. It is shown that this algorithm guarantees global boundedness of the state and parameter errors of the system, and avoids an often used filtering approach for constructing key regressor signals. In addition, intervals of time over which these errors tend exponentially fast toward a compact set are provided, both in the presence of finite and persistent excitation. A projection operator is used to ensure the boundedness of the learning rate matrix, as compared to a time-varying forgetting factor. Numerical simulations are provided to complement the theoretical analysis.

math.OC↗

arXiv2021

DER Forecast using Privacy Preserving Federated Learning

With increasing penetration of Distributed Energy Resources (DERs) in grid edge including renewable generation, flexible loads, and storage, accurate prediction of distributed generation and consumption at the consumer level becomes important. However, DER prediction based on the transmission of customer level data, either repeatedly or in large amounts, is not feasible due to privacy concerns. In this paper, a distributed machine learning approach, Federated Learning, is proposed to carry out DER forecasting using a network of IoT nodes, each of which transmits a model of the consumption and generation patterns without revealing consumer data. We consider a simulation study which includes 1000 DERs, and show that our method leads to an accurate prediction of preserve consumer privacy, while still leading to an accurate forecast. We also evaluate grid-specific performance metrics such as load swings and load curtailment and show that our FL algorithm leads to satisfactory performance. Simulations are also performed on the Pecan street dataset to demonstrate the validity of the proposed approach on real data.

eess.SY↗

arXiv2021

A Stable High-order Tuner for General Convex Functions

Iterative gradient-based algorithms have been increasingly applied for the training of a broad variety of machine learning models including large neural-nets. In particular, momentum-based methods, with accelerated learning guarantees, have received a lot of attention due to their provable guarantees of fast learning in certain classes of problems and multiple algorithms have been derived. However, properties for these methods hold only for constant regressors. When time-varying regressors occur, which is commonplace in dynamic systems, many of these momentum-based methods cannot guarantee stability. Recently, a new High-order Tuner (HT) was developed for linear regression problems and shown to have 1) stability and asymptotic convergence for time-varying regressors and 2) non-asymptotic accelerated learning guarantees for constant regressors. In this paper, we extend and discuss the results of this same HT for general convex loss functions. Through the exploitation of convexity and smoothness definitions, we establish similar stability and asymptotic convergence guarantees. Finally, we provide numerical simulations supporting the satisfactory behavior of the HT algorithm as well as an accelerated learning property.

cs.LG↗

arXiv2021

Accelerated Learning with Robustness to Adversarial Regressors

High order momentum-based parameter update algorithms have seen widespread applications in training machine learning models. Recently, connections with variational approaches have led to the derivation of new learning algorithms with accelerated learning guarantees. Such methods however, have only considered the case of static regressors. There is a significant need for parameter update algorithms which can be proven stable in the presence of adversarial time-varying regressors, as is commonplace in control theory. In this paper, we propose a new discrete time algorithm which 1) provides stability and asymptotic convergence guarantees in the presence of adversarial regressors by leveraging insights from adaptive control theory and 2) provides non-asymptotic accelerated learning guarantees leveraging insights from convex optimization. In particular, our algorithm reaches an $ε$ sub-optimal point in at most $\tilde{\mathcal{O}}(1/\sqrtε)$ iterations when regressors are constant - matching lower bounds due to Nesterov of $Ω(1/\sqrtε)$, up to a $\log(1/ε)$ factor and provides guaranteed bounds for stability when regressors are time-varying. We provide numerical experiments for a variant of Nesterov's provably hard convex optimization problem with time-varying regressors, as well as the problem of recovering an image with a time-varying blur and noise using streaming data.

math.OC↗

arXiv2021

Sensitivity Analysis of Passenger Behavioral Model for Dynamic Pricing of Shared Mobility on Demand

This paper provides a framework to quantify the sensitivity associated with behavioral models based on Cumulative Prospect Theory (CPT). These are used to design dynamic pricing strategies aimed at maximizing performance metrics of the Shared Mobility On-Demand Service (SMoDS), as solutions to a constrained nonlinear optimization problem. We analyze the sensitivity of both the optimal tariff as well as the optimal objective function with respect to CPT model parameters. In addition to deriving analytical solutions under certain assumptions, more general numerical results are obtained via computational experiments and simulations to analyze the sensitivity. We find that the model is relatively robust for small to moderate parameter perturbations. Although some of the trends in sensitivity are fairly general, the exact nature of variations in many cases depends heavily on the specific travel scenarios and modes being considered. This is primarily due to the complex nonlinearities in the problem, as well as the significant heterogeneity in passenger preferences across different types of trips.

math.OC↗

arXiv2021

A High-order Tuner for Accelerated Learning and Control

Gradient-descent based iterative algorithms pervade a variety of problems in estimation, prediction, learning, control, and optimization. Recently iterative algorithms based on higher-order information have been explored in an attempt to lead to accelerated learning. In this paper, we explore a specific a high-order tuner that has been shown to result in stability with time-varying regressors in linearly parametrized systems, and accelerated convergence with constant regressors. We show that this tuner continues to provide bounded parameter estimates even if the gradients are corrupted by noise. Additionally, we also show that the parameter estimates converge exponentially to a compact set whose size is dependent on noise statistics. As the HT algorithms can be applied to a wide range of problems in estimation, filtering, control, and machine learning, the result obtained in this paper represents an important extension to the topic of real-time and fast decision making.

cs.LG↗

arXiv2021

Reinventing the Utility for DERs: A Proposal for a DSO-Centric Retail Electricity Market

The increasing penetration of intermittent renewables, storage devices, and flexible loads is introducing operational challenges in distribution grids. The proper coordination and scheduling of these resources using a distributed approach is warranted, and can only be achieved through local retail markets employing transactive energy schemes. To this end, we propose a distribution-level retail market operated by a Distribution System Operator (DSO), which schedules DERs and determines the real-time distribution-level Locational Marginal Price (d-LPM). The retail market is built using a distributed Proximal Atomic Coordination (PAC) algorithm, which solves the optimal power flow model while accounting for network physics, rendering locationally and temporally varying d-LMPs. A numerical study of the market structure is carried out via simulations of the IEEE-123 node network using data from ISO-NE and Eversource in Massachusetts, US. The market performance is compared to existing retail practices, including demand response (DR) with no-export rules and net metering. The DSO-centric market increases DER utilization, permits continual market participation for DR, lowers electricity rates for customers, and eliminates the subsidies inherent to net metering programs. The resulting lower revenue stream for the DSO highlights the evolving business model of the modern utility, moving from commoditized markets towards performance-based ratemaking.

econ.GN↗

arXiv2020

Towards Dynamic Pricing for Shared Mobility on Demand using Markov Decision Processes and Dynamic Programming

In a Shared Mobility on Demand Service (SMoDS), dynamic pricing plays an important role in the form of an incentive for the decision of the empowered passenger on the ride offer. Strategies for determining the dynamic tariff should be suitably designed so that the incurred demand and supply are balanced and therefore economic efficiency is achieved. In this manuscript, we formulate a discrete time Markov Decision Process (MDP) to determine the probability desired by the SMoDS platform corresponding to the acceptance rate of each empowered passenger at each state of the system. We use Estimated Waiting Time (EWT) as the metric for the balance between demand and supply, with the goal that EWT be regulated around a target value. We then develop a Dynamic Programming (DP) algorithm to derive the optimal policy of the MDP that regulates EWT around the target value. Computational experiments are conducted that demonstrate the regulation of EWT is effective, through various scenarios. The overall demonstration is carried out offline. The MDP formulation together with the DP algorithm can be utilized to an online determination of the dynamic tariff by integrating with our earlier works on Cumulative Prospect Theory based passenger behavioral modeling and the AltMin dynamic routing algorithm, and form the subject of future works.

math.OC↗

arXiv2020

Transactive Control of Electric Railways Using Dynamic Market Mechanisms

Electricity demand of electric railways is a relatively unexplored source of flexibility in demand response applications in power systems. In this paper, we propose a transactive control based optimization framework for coordinating the power grid network and the train network. This is accomplished by coordinating dispatchable distributed energy resources and demand profiles of trains using a two-step optimization. A railway based dynamic market mechanism (rDMM) is proposed for the dispatch of distributed energy resources (DER) in the power network along the electric railway using an iterative negotiation process, and generates profiles of electricity prices, and constitutes the first step. The train dispatch attempts minimize the operational costs of trains that ply along the railway, while subject to constraints on their acceleration profiles, route schedules, and the train dynamics, and generates demand profiles of trains and constitutes the second step. The rDMM seeks to optimize the operational costs of the underlying DERs while ensuring power balance. Together, they form an overall framework that yields the desired transactions between the railway and power grid infrastructures. This overall optimization approach is validated using simulation studies of the Southbound Amtrak service along the Northeast Corridor (NEC) in the United States, which shows a 25% reduction in energy costs when compared to standard trip optimization based on minimum work, and a 75% reduction in energy costs when compared to the train cost calculated using a field dataset.

eess.SY↗

arXiv2020

Shared Control Between Pilots and Autopilots: Illustration of a Cyber-Physical Human System

Although increased automation has made it easier to control aircraft, ensuring a safe interaction between the pilots and the autopilots is still a challenging problem, especially in the presence of severe anomalies. Current approach consists of autopilot solutions that disengage themselves when they become ineffective. This may cause reengagement of the pilot at the worst possible time, which can result in undesired consequences. In this paper, a series of research studies that propose pilot-autopilot interaction schemes based on the Capacity for Maneuver (CfM) concept, are covered. CfM refers to the remaining capacity of the actuators that can be used for bringing the aircraft to safety. It is demonstrated that CfM-based pilot-autopilot interaction schemes, or Shared Control Architectures (SCA), can be promising alternatives to the existing schemes. Two SCAs are tested in the experiments. In SCA1, the pilot takes over the control from the autopilot using the monitored CfM information. In SCA2, the pilot takes on the role of a supervisor helping the autopilot whenever a need arises, based on the CfM information. Whenever the aircraft experiences a severe anomaly, the pilot assesses the situation based on his/her CfM monitoring and intervenes by providing two control system parameter estimates to the autopilot. This increases the effectiveness of the autopilot. Using human-in-the-loop simulations, it is shown that CfM based interactions provides smaller tracking errors and larger overall CfM. The subjects including a commercial airline pilot and several university students are trained using a systematic procedure. Creation of new cyber physical & human systems is inevitable along with deeper engagement with the social science community so as to get better insight into human decision making. The results reported here should be viewed as a first of several steps in this research direction.

eess.SY↗

arXiv2019

Cumulative Prospect Theory Based Dynamic Pricing for Shared Mobility on Demand Services

Cumulative Prospect Theory (CPT) is a modeling tool widely used in behavioral economics and cognitive psychology that captures subjective decision making of individuals under risk or uncertainty. In this paper, we propose a dynamic pricing strategy for Shared Mobility on Demand Services (SMoDSs) using a passenger behavioral model based on CPT. This dynamic pricing strategy together with dynamic routing via a constrained optimization algorithm that we have developed earlier, provide a complete solution customized for SMoDS of multi-passenger transportation. The basic principles of CPT and the derivation of the passenger behavioral model in the SMoDS context are described in detail. The implications of CPT on dynamic pricing of the SMoDS are delineated using computational experiments involving passenger preferences. These implications include interpretation of the classic fourfold pattern of risk attitudes, strong risk aversion over mixed prospects, and behavioral preferences of self reference. Overall, it is argued that the use of the CPT framework corresponds to a crucial building block in designing socio-technical systems by allowing quantification of subjective decision making under risk or uncertainty that is perceived to be otherwise qualitative.

cs.CY↗