Thesis defence V. Rostampour Samarin: smart energy

24 September 2018 10:00 - Location: Aula, TU Delft - By: webredactie

Distributed Data-Driven Decision Making in Uncertain Networked Systems with Applications in Smart Energy Systems. Promotor 1: Dr. T. Keviczky (3mE); Promotor 2: Prof.dr.ir. N. van de Wouw (3mE).

This dissertation aims to develop a rigorous distributed approach to decision making using scenario-based techniques forlarge-scale networks of interconnected uncertain dynamical systems (called agents). A scenario program is afinite-dimensional optimization problem in which an objective function is minimized under constraints that are associatedwith finitely many, independently and identically distributed (i.i.d.), scenarios of a random parameter. Theoretical andpractical interest in scenario programs originates from the fact that these problems are typically efficiently solvable whilebeing closely related to robust and chance-constrained programs. In the former, the constraint is enforced for alladmissible random parameters, whereas in the latter, the constraint is enforced up to a given level of probability.However, finding solutions of the resulting large-scale scenario optimization problem for uncertain networked systemsposes several difficulties, e.g., computational cost for a central control unit.The main contribution of this dissertation is the design of a technique to decompose a large-scale scenario program into small-scale distributed scenario programs for each agent. Building on existing results in literature, we provide novelguarantees to quantify the robustness of the resulting solutions in a distributed framework. In this setting, each agentneeds to exchange some information with its neighboring agents that is necessary due to the statistical learning featuresof the proposed setup. However, this inter-agent communication scheme might give rise to some concerns about theagents' private information. We therefore present a novel privatized distributed framework, based on the so-calleddifferential privacy concept, such that each agent can share requested information while preserving its privacy. In addition,a soft communication scheme based on a set parameterization technique, along with the notion of probabilisticallyreliable set, is introduced to reduce the required communication burden. Such a reliability measure is incorporated intothe feasibility guarantees of agent decisions in a probabilistic sense. The theoretical guarantees of the proposeddistributed scenario-based decision making framework coincide with the centralized counterpart, however the scaling ofthe results with the number of agents remains an issue.

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