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We introduce a novel approach to reduce the computational effort of solving convex chance constrained programs through the scenario approach. Instead of reducing the number of required scenarios, we directly minimize the computational cost of the scenario ...
We consider multiagent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we propose a novel dis ...
A key problem in emerging complex cyber-physical networks is the design of information and control topologies, including sensor and actuator selection and communication network design. These problems can be posed as combinatorial set function optimization ...
The establishment of a single European day-ahead market has accomplished the integration of the regional day-ahead markets. However, the reserves provision and activation remain an exclusive responsibility of regional operators. This limited spatial coordi ...
We consider the problem of synthesizing robust disturbance feedback policies for systems performing complex tasks. We formulate the tasks as linear temporal logic specifications and encode them into an optimization framework via mixed-integer constraints. ...
This paper introduces a chordal decomposition approach for scalable analysis of linear networked systems, including stability, H 2 and H ∞ performance. Our main strategy is to exploit any sparsity within these analysis problems and use chordal decompositio ...
We consider online convex optimizations in the bandit setting. The decision maker does not know the time- varying cost functions, or their gradients. At each time step, she observes the value of the cost function for her chosen action. The objective is to ...
The problem of robust distributed control arises in several large-scale systems, such as transportation networks and power grid systems. In many practical scenarios controllers might not have enough information to make globally optimal decisions in a tract ...
Under the incentive-compatible Vickrey-Clarke-Groves mechanism, coalitions of participants can influence the auction to obtain higher collective profit. These manipulations were proven to be eliminated if and only if the market objective is supermodular. N ...
This paper considers the evolution of independent offshore HVDC links into a multi-terminal network. It proposes a control strategy to maximize the DC voltage stability under the worst-case perturbation scenario and considers the intermittent nature of the ...