SearcharxivSearch

arXiv subjects

Georgios Pantazis

Publications and source records attributed to Georgios Pantazis.

8 recordsLinked to original sources

Certificate-based Synthesis of Coordinated Droop Control for Heterogeneous Radial Distribution Networks

Voltage certificates for droop-controlled low voltage feeders are often constructed from global worst-case quantities. In heterogeneous feeders, such bounds can hide where voltage risk arises and become increasingly conservative downstream as feeder sensitivities accumulate. This paper shows that voltage certificates can be used not only to assess a given controller, but also to design it. Specifically, we derive deterministic all-time, bus-wise voltage envelopes that retain local disturbance bounds, droop slopes, inverter limits, and feeder dependent sensitivities, while recovering the worst-case certificate as a special case. To overcome the deterioration of these bounds induced by the network topology, we introduce a droop architecture with virtual coordination and affine feedforward compensation that reshapes the effective voltage sensitivity. A scaling transformation converts the joint controller and certificate design into a linear program which ensures forward invariance and the satisfaction of reactive power reserve constraints. The controller uses only selected communication links and guarantees the certified voltage and inverter bounds for all admissible disturbances. Our certificates and methodology are evaluated on two radial low voltage network benchmarks: a five-customer residential feeder and a 26-customer rural network comprising four feeders. The studies demonstrate tighter and more spatially informative certificates, while respecting inverter limits.

math.OC

Data-driven Reachable Set Estimation with Tunable Adversarial and Wasserstein Distributional Guarantees

We study finite horizon reachable set estimation for unknown discrete-time dynamical systems using only sampled state trajectories. Rather than treating scenario optimization as a black-box tool, we show how it can be tailored to reachable set estimation, where one must learn a family of sets based on whole trajectories, while preserving probabilistic guarantees on future trajectory inclusion for the entire horizon. To this end, we formulate a relaxed scenario program with slack variables that yields a tunable trade-off between reachable set size and out-of-sample trajectory inclusion over the horizon, thereby reducing sensitivity to outliers. Leveraging the recent results in adversarially robust scenario optimization, we then extend this formulation to account for bounded adversarial perturbations of the observed trajectories and derive a posteriori probabilistic guarantees on future trajectory inclusion. When probability distribution shifts in the Wasserstein distance occur, we obtain an explicit bound on how gracefully the theoretical probabilistic guarantees degrade. For different geometries, i.e., $p$-norm balls, ellipsoids, and zonotopes, we derive tractable convex reformulations and corroborate our theoretical results in simulation.

math.OC

Wasserstein Distributionally Robust Nash Equilibrium Seeking with Heterogeneous Data: A Lagrangian Approach

We study a class of distributionally robust games where agents are allowed to heterogeneously choose their risk aversion with respect to distributional shifts of the uncertainty. In our formulation, heterogeneous Wasserstein ball constraints on each distribution are enforced through a penalty function leveraging a Lagrangian formulation. We then formulate the distributionally robust Nash equilibrium problem and show that under certain assumptions it is equivalent to a finite-dimensional variational inequality problem with a strongly monotone mapping. We then design an approximate Nash equilibrium seeking algorithm and prove convergence of the average regret to a quantity that diminishes with the number of iterations, thus learning the desired equilibrium up to an a priori specified accuracy. Numerical simulations corroborate our theoretical findings.

math.OC

Adversarially and Distributionally Robust Virtual Energy Storage Systems via the Scenario Approach

We study virtual energy storage services based on the aggregation of EV batteries in parking lots under time-varying, uncertain EV departures and state-of-charge limits. We propose a convex data-driven scheduling framework in which a parking lot manager provides storage services to a prosumer community while interacting with a retailer. The framework yields finite-sample, distribution-free guarantees on constraint violations and allows the parking lot manager to explicitly tune the trade-off between economic performance and operational safety. To enhance reliability under imperfect data, we extend the formulation to adversarial perturbations of the training samples and Wasserstein distributional shifts, obtaining robustness certificates against both corrupted data and out-of-distribution uncertainty. Numerical studies confirm the predicted profit-risk trade-off and show consistency between the theoretical certificates and the observed violation levels.

math.OC

User-centric Vehicle-to-Grid Optimization with an Input Convex Neural Network-based Battery Degradation Model

We propose a data-driven, user-centric vehicle-to-grid (V2G) methodology based on multi-objective optimization to balance battery degradation and V2G revenue according to EV user preference. Given the lack of accurate and generalizable battery degradation models, we leverage input convex neural networks (ICNNs) to develop a data-driven degradation model trained on extensive experimental datasets. This approach enables our model to capture nonconvex dependencies on battery temperature and time while maintaining convexity with respect to the charging rate. Such a partial convexity property ensures that the second stage of our methodology remains computationally efficient. In the second stage, we integrate our data-driven degradation model into a multi-objective optimization framework to generate an optimal smart charging profile for each EV. This profile effectively balances the trade-off between financial benefits from V2G participation and battery degradation, controlled by a hyperparameter reflecting the user prioritization of battery health. Numerical simulations show the high accuracy of the ICNN model in predicting battery degradation for unseen data. Finally, we present a trade-off curve illustrating financial benefits from V2G versus losses from battery health degradation based on user preferences and showcase smart charging strategies under realistic scenarios.

eess.SY

Nash equilibrium seeking for a class of quadratic-bilinear Wasserstein distributionally robust games

We consider a class of Wasserstein distributionally robust Nash equilibrium problems, where agents construct heterogeneous data-driven Wasserstein ambiguity sets using private samples and radii, in line with their individual risk-averse behaviour. By leveraging relevant properties of this class of games, we show that equilibria of the original seemingly infinite-dimensional problem can be obtained as a solution to a finite-dimensional Nash equilibrium problem. We then reformulate the problem as a finite-dimensional variational inequality and establish the connection between the corresponding solution sets. Our reformulation has scalable behaviour with respect to the data size and maintains a fixed number of constraints, independently of the number of samples. To compute a solution, we leverage two algorithms, based on the golden ratio algorithm. The efficiency of both algorithmic schemes is corroborated through extensive simulation studies on an illustrative example and a stochastic portfolio allocation game, where behavioural coupling among investors is modeled.

math.OC

On data-driven Wasserstein distributionally robust Nash equilibrium problems with heterogeneous uncertainty

We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledge of the underlying probability distributions of the uncertain variables. To account for this lack of knowledge, we consider an ambiguity set around the empirical probability distribution under the Wasserstein metric. We then show that, under mild assumptions, finite-sample guarantees on the probability that any resulting distributionally robust Nash equilibrium is also robust with respect to the true probability distributions with high confidence can be obtained. Furthermore, by recasting the game as a distributionally robust variational inequality, we establish asymptotic consistency of the set of data-driven distributionally robust equilibria to the solution set of the original game. Finally, we recast the distributionally robust Nash game as a finite-dimensional Nash equilibrium problem. We illustrate the proposed distributionally robust reformulation via numerical experiments of stochastic peer-to-peer electricity markets and Nash-Cournot games.

math.OC