4 citations · 4 across the 22 of their papers we have counts for
7 papers · 1 filter
Bi-ZOL: Bilevel Zeroth-Order Learning with Nonsmooth Responses
Zhisen Jiang, Saverio Bolognani
This paper studies lower-level-constrained bilevel optimization in a response-oracle setting, where lower-level model information is unavailable and the induced response mapping is…
Hedging against Black Swans in Day-Ahead Energy Markets
Liviu Aolaritei, Boubacar Bangoura, Saverio Bolognani +2
Renewable generators must commit to day-ahead market bids despite uncertainty in both production and real-time prices. While forecasts provide valuable guidance, rare and unpredict…
Voltage Support Procurement in Transmission Grids: Incentive Design via Online Bilevel Games
Zhisen Jiang, Saverio Bolognani, Giuseppe Belgioioso
The integration of distributed energy resources into transmission grid operations presents a complex challenge, particularly in the context of reactive power procurement for voltag…
Decision-Dependent Stochastic Optimization: The Role of Distribution Dynamics
Zhiyu He, Saverio Bolognani, Florian Dörfler +1
Distribution shifts have long been regarded as troublesome external forces that a decision-maker should either counteract or conform to. An intriguing feedback phenomenon termed de…
Robust Feedback Optimization with Model Uncertainty: A Regularization Approach
Winnie Chan, Zhiyu He, Keith Moffat +3
Feedback optimization optimizes the steady state of a dynamical system by implementing optimization iterations in closed loop with the plant. It relies on online measurements and l…
Welfare and Cost Aggregation for Multi-Agent Control: When to Choose Which Social Cost Function, and Why?
Ilia Shilov, Ezzat Elokda, Sophie Hall +2
Many multi-agent socio-technical systems rely on aggregating heterogeneous agents' costs into a social cost function (SCF) to coordinate resource allocation in domains like energy…
Dynamic Population Games: A Tractable Intersection of Mean-Field Games and Population Games
Ezzat Elokda, Saverio Bolognani, Andrea Censi +2
In many real-world large-scale decision problems, self-interested agents have individual dynamics and optimize their own long-term payoffs. Important examples include the competiti…