Florian Dörfler

Florian Dorfler, Francesco Bullo

Consider a weighted and undirected graph, possibly with self-loops, and its corresponding Laplacian matrix, possibly augmented with additional diagonal elements corresponding to the self-loops. The Kron reduction of this graph is again a graph whose Laplacian matrix is obtained by the Schur complement of the original Laplacian matrix with respect to a subset of nodes. The Kron reduction process is ubiquitous in classic circuit theory and in related disciplines such as electrical impedance tomography, smart grid monitoring, transient stability assessment in power networks, or analysis and simulation of induction motors and power electronics. More general applications of Kron reduction occur in sparse matrix algorithms, multi-grid solvers, finite--element analysis, and Markov chains. The Schur complement of a Laplacian matrix and related concepts have also been studied under different names and as purely theoretic problems in the literature on linear algebra. In this paper we propose a general graph-theoretic framework for Kron reduction that leads to novel and deep insights both on the mathematical and the physical side. We show the applicability of our framework to various practical problem setups arising in engineering applications and computation. Furthermore, we provide a comprehensive and detailed graph-theoretic analysis of the Kron reduction process encompassing topological, algebraic, spectral, resistive, and sensitivity analyses. Throughout our theoretic elaborations we especially emphasize the practical applicability of our results.

Florian Dorfler, Francesco Bullo

The Kuramoto model captures various synchronization phenomena in biological and man-made systems of coupled oscillators. It is well-known that there exists a critical coupling strength among the oscillators at which a phase transition from incoherency to synchronization occurs. This paper features four contributions. First, we characterize and distinguish the different notions of synchronization used throughout the literature and formally introduce the concept of phase cohesiveness as an analysis tool and performance index for synchronization. Second, we review the vast literature providing necessary, sufficient, implicit, and explicit estimates of the critical coupling strength for finite and infinite-dimensional, and for first and second-order Kuramoto models. Third, we present the first explicit necessary and sufficient condition on the critical coupling to achieve synchronization in the finite-dimensional Kuramoto model for an arbitrary distribution of the natural frequencies. The multiplicative gap in the synchronization condition yields a practical stability result determining the admissible initial and the guaranteed ultimate phase cohesiveness as well as the guaranteed asymptotic magnitude of the order parameter. Fourth and finally, we extend our analysis to multi-rate Kuramoto models consisting of second-order Kuramoto oscillators with inertia and viscous damping together with first-order Kuramoto oscillators with multiple time constants. We prove that the multi-rate Kuramoto model is locally topologically conjugate to a first-order Kuramoto model with scaled natural frequencies, and we present necessary and sufficient conditions for almost global phase synchronization and local frequency synchronization. Interestingly, these conditions do not depend on the inertiae which contradicts prior observations on the role of inertiae in synchronization of second-order Kuramoto models.

Fabio Pasqualetti, Florian Dörfler, Francesco Bullo

Future power networks will be characterized by safe and reliable functionality against physical malfunctions and cyber attacks. This paper proposes a unified framework and advanced monitoring procedures to detect and identify network components malfunction or measurements corruption caused by an omniscient adversary. We model a power system under cyber-physical attack as a linear time-invariant descriptor system with unknown inputs. Our attack model generalizes the prototypical stealth, (dynamic) false-data injection and replay attacks. We characterize the fundamental limitations of both static and dynamic procedures for attack detection and identification. Additionally, we design provably-correct (dynamic) detection and identification procedures based on tools from geometric control theory. Finally, we illustrate the effectiveness of our method through a comparison with existing (static) detection algorithms, and through a numerical study.

Claudio De Persis, Erieke Weitenberg, Florian Dorfler

A novel power consensus algorithm for DC microgrids is proposed and analyzed. DC microgrids are networks composed of DC sources, loads, and interconnecting lines. They are represented by differential-algebraic equations connected over an undirected weighted graph that models the electrical circuit. A second graph represents the communication network over which the source nodes exchange information about the instantaneous powers, which is used to adjust the injected current accordingly. This give rise to a nonlinear consensus-like system of differential-algebraic equations that is analyzed via Lyapunov functions inspired by the physics of the system. We establish convergence to the set of equilibria consisting of weighted consensus power vectors as well as preservation of the weighted geometric mean of the source voltages. The results apply to networks with constant impedance, constant current and constant power loads.

Fabio Pasqualetti, Florian Dörfler, Francesco Bullo

Cyber-physical systems integrate computation, communication, and physical capabilities to interact with the physical world and humans. Besides failures of components, cyber-physical systems are prone to malignant attacks, and specific analysis tools as well as monitoring mechanisms need to be developed to enforce system security and reliability. This paper proposes a unified framework to analyze the resilience of cyber-physical systems against attacks cast by an omniscient adversary. We model cyber-physical systems as linear descriptor systems, and attacks as exogenous unknown inputs. Despite its simplicity, our model captures various real-world cyber-physical systems, and it includes and generalizes many prototypical attacks, including stealth, (dynamic) false-data injection and replay attacks. First, we characterize fundamental limitations of static, dynamic, and active monitors for attack detection and identification. Second, we provide constructive algebraic conditions to cast undetectable and unidentifiable attacks. Third, by using the system interconnection structure, we describe graph-theoretic conditions for the existence of undetectable and unidentifiable attacks. Finally, we validate our findings through some illustrative examples with different cyber-physical systems, such as a municipal water supply network and two electrical power grids.

Mohit Sinha, Florian Dorfler, Brian B. Johnson et al.

This paper examines the dynamics of power-electronic inverters in islanded microgrids that are controlled to emulate the dynamics of Van der Pol oscillators. The general strategy of controlling inverters to emulate the behavior of nonlinear oscillators presents a compelling time-domain alternative to ubiquitous droop control methods which presume the existence of a quasi-stationary sinusoidal steady state and operate on phasor quantities. We present two main results in this work. First, by leveraging the method of periodic averaging, we demonstrate that droop laws are intrinsically embedded within a slower time scale in the nonlinear dynamics of Van der Pol oscillators. Second, we establish the global convergence of amplitude and phase dynamics in a resistive network interconnecting inverters controlled as Van der Pol oscillators. Furthermore, under a set of non-restrictive decoupling approximations, we derive sufficient conditions for local exponential stability of desirable equilibria of the linearized amplitude and phase dynamics.

Fabio Pasqualetti, Florian Dörfler, Francesco Bullo

Cyber-physical systems integrate computation, communication, and physical capabilities to interact with the physical world and humans. Besides failures of components, cyber-physical systems are prone to malicious attacks so that specific analysis tools and monitoring mechanisms need to be developed to enforce system security and reliability. This paper builds upon the results presented in our companion paper [1] and proposes centralized and distributed monitors for attack detection and identification. First, we design optimal centralized attack detection and identification monitors. Optimality refers to the ability of detecting (respectively identifying) every detectable (respectively identifiable) attack. Second, we design an optimal distributed attack detection filter based upon a waveform relaxation technique. Third, we show that the attack identification problem is computationally hard, and we design a sub-optimal distributed attack identification procedure with performance guarantees. Finally, we illustrate the robustness of our monitors to system noise and unmodeled dynamics through a simulation study.

Linbin Huang, Huanhai Xin, Wei Dong et al.

Small-signal instability of grid-connected power converters may arise when the converters use a phase-locked loop (PLL) to synchronize with a weak grid. Commonly, this stability problem (referred as PLL-synchronization stability in this paper) was studied by employing a single-converter system connected to an infinite bus, which however, omits the impacts of power grid structure and the interactions among multiple converters. Motivated by this, we investigate how the grid structure affects PLL-synchronization stability of multi-converter systems. By using Kron reduction to eliminate the interior nodes, an equivalent reduced network is obtained which contains only the converter nodes. We explicitly show how the Kron-reduced multi-converter system can be decoupled into its modes. This modal representation allows us to demonstrate that the smallest eigenvalue of the grounded Laplacian matrix of the Kron-reduced network dominates the stability margin. We also carry out a sensitivity analysis of this smallest eigenvalue to explore how a perturbation in the original network affects the stability margin. On this basis, we provide guidelines on how to improve the PLL-synchronization stability of multi-converter systems by PLL-retuning, proper placement of converters or enhancing some weak connection in the network. Finally, we validate our findings with simulation results based on a 39-bus test system.

Panagiotis D. Grontas, Carlo Cenedese, Marta Fochesato et al.

We study the problem of optimally routing plug-in electric and conventional fuel vehicles on a city level. In our model, commuters selfishly aim to minimize a local cost that combines travel time, from a fixed origin to a desired destination, and the monetary cost of using city facilities, parking or service stations. The traffic authority can influence the commuters' preferred routing choice by means of personalized discounts on parking tickets and on the energy price at service stations. We formalize the problem of designing these monetary incentives optimally as a large-scale bilevel game, where constraints arise at both levels due to the finite capacities of city facilities and incentives budget. Then, we develop an efficient decentralized solution scheme with convergence guarantees based on BIG Hype, a recently-proposed hypergradient-based algorithm for hierarchical games. Finally, we validate our model via numerical simulations over the Anaheim's network, and show that the proposed approach produces sensible results in terms of traffic decongestion and it is able to solve in minutes problems with more than 48000 variables and 110000 constraints.

Andrea Martin, Luca Furieri, Florian Dörfler et al.

We consider control of dynamical systems through the lens of competitive analysis. Most prior work in this area focuses on minimizing regret, that is, the loss relative to an ideal clairvoyant policy that has noncausal access to past, present, and future disturbances. Motivated by the observation that the optimal cost only provides coarse information about the ideal closed-loop behavior, we instead propose directly minimizing the tracking error relative to the optimal trajectories in hindsight, i.e., imitating the clairvoyant policy. By embracing a system level perspective, we present an efficient optimization-based approach for computing follow-the-clairvoyant (FTC) safe controllers. We prove that these attain minimal regret if no constraints are imposed on the noncausal benchmark. In addition, we present numerical experiments to show that our policy retains the hallmark of competitive algorithms of interpolating between classical $\mathcal{H}_2$ and $\mathcal{H}_\infty$ control laws - while consistently outperforming regret minimization methods in constrained scenarios thanks to the superior ability to chase the clairvoyant.

Soroosh Shafiee, Liviu Aolaritei, Florian Dörfler et al.

We study optimal transport-based distributionally robust optimization problems where a fictitious adversary, often envisioned as nature, can choose the distribution of the uncertain problem parameters by reshaping a prescribed reference distribution at a finite transportation cost. In this framework, we show that robustification is intimately related to various forms of variation and Lipschitz regularization even if the transportation cost function fails to be (some power of) a metric. We also derive conditions for the existence and the computability of a Nash equilibrium between the decision-maker and nature, and we demonstrate numerically that nature's Nash strategy can be viewed as a distribution that is supported on remarkably deceptive adversarial samples. Finally, we identify practically relevant classes of optimal transport-based distributionally robust optimization problems that can be addressed with efficient gradient descent algorithms even if the loss function or the transportation cost function are nonconvex (but not both at the same time).

Zhiyu He, Saverio Bolognani, Michael Muehlebach et al.

Feedback optimization enables autonomous optimality seeking of a dynamical system through its closed-loop interconnection with iterative optimization algorithms. Among various iteration structures, model-based approaches require the input-output sensitivity matrix of the system to construct gradients, whereas model-free approaches eliminate this need by estimating gradients from real-time objective evaluations. These approaches offer complementary benefits in sample efficiency and accuracy against model mismatch, i.e., sensitivity errors. To achieve balanced closed-loop performance, we propose a gray-box feedback optimization controller, featuring systematic incorporation of approximate sensitivities into model-free updates via a tunable convex combination. We provide unified performance characterizations covering different approaches. We elucidate how cumulative sensitivity errors (model-based) and variances due to stochastic exploration (model-free) shape the closed-loop behavior and induce a trade-off between iteration and dimensional dependence. The proposed controller retains sample efficiency and provable (local) optimality for nonconvex problems despite inaccurate sensitivities. We further develop and characterize a running gray-box controller that handles constrained time-varying problems with changing objectives and steady-state input-output maps.

Kehao Zhuang, Huanhai Xin, Verena Häberle et al.

Grid-forming (GFM) technology is widely regarded as a promising solution for future power systems dominated by power electronics. However, a universally accepted definition of GFM behavior and precise method for its quantification remain elusive. Moreover, the impact of GFM converter on system stability is not precisely quantified, creating a significant disconnect between device and system levels. To address these gaps from a small-signal perspective, at the device level, the paper introduces a novel metric, the Forming Index (FI) to quantify a converter's response to grid voltage fluctuations. Rather than enumerating various control architectures, the FI provides a metric for the converter's GFM ability by quantifying its sensitivity to grid variations. At the system level, a new quantitative measure of system strength that captures the multi-bus voltage stiffness is proposed, which quantifies the voltage and phase angle responses of multiple buses to current or power disturbances. The paper further extends and defines this concept to grid strength and bus strength to identify weak areas within the system. Finally, the device and system levels are bridged by formally proving that GFM converters enhance system strength. The proposed framework provides a unified benchmark for GFM converter design, optimal placement, and system stability assessment.

Kehao Zhuang, Huanhai Xin, Verena Häberle et al.

Grid-forming (GFM) technology is widely regarded as a promising solution for future power systems dominated by power electronics. However, a precise method for quantifying GFM converter behavior and a universally accepted GFM definition remain elusive. Moreover, the impact of GFM on system stability is not precisely quantified, creating a significant disconnect between device and system levels. To address these gaps from a small-signal perspective, at the device level, we introduce a novel metric, the Forming Index (FI) to quantify a converter's response to grid voltage fluctuations. Rather than enumerating various control architectures, the FI provides a metric for the converter's GFM ability by quantifying its sensitivity to grid variations. At the system level, we propose a new quantitative measure of system strength that captures the multi-bus voltage stiffness, which quantifies the voltage and phase angle responses of multiple buses to current or power disturbances. We further extend and define this concept to grid strength and bus strength to identify weak areas within the system. Finally, we bridge the device and system levels by formally proving that GFM converters enhance system strength. Our proposed framework provides a unified benchmark for GFM converter design, optimal placement, and system stability assessment.

Ruohan Leng, Linbin Huang, Huanhai Xin et al.

Grid-connected power converters are ubiquitous in modern power systems, acting as grid interfaces of renewable energy sources, energy storage systems, electric vehicles, high-voltage DC systems, etc. Conventionally, power converters use multiple PID regulators to achieve different control objectives such as grid synchronization and voltage/power regulation, where the PID parameters are usually tuned based on a presumed (and often overly-simplified) power grid model. However, this may lead to inferior performance or even instabilities in practice, as the real power grid is highly complex, variable, and generally unknown. To tackle this problem, we employ a data-enabled predictive control (DeePC) to perform data-driven, optimal, robust, and adaptive control for power converters. We call the converters that are operated in this way DeePConverters. A DeePConverter can implicitly perceive the characteristics of the power grid from measured data and adjust its control strategy to achieve optimal, robust, and adaptive performance. We present the modular configurations, generalized structure, control behavior specification, inherent robustness, detailed implementation, computational aspects, and online adaptation of DeePConverters. High-fidelity simulations and hardware-in-the-loop (HIL) tests are provided to validate the effectiveness of DeePConverters.

Marcell Bartos, Bruce D. Lee, Lenart Treven et al.

Optimism in the face of uncertainty is a popular approach to balance exploration and exploitation in reinforcement learning. Here, we consider the online linear quadratic regulator (LQR) problem, i.e., to learn the LQR corresponding to an unknown linear dynamical system by adapting the control policy online based on closed-loop data collected during operation. In this work, we propose Intrinsic Rewards LQR (IR-LQR), an optimistic online LQR algorithm that applies the idea of intrinsic rewards originating from reinforcement learning and the concept of variance regularization to promote uncertainty-driven exploration. IR-LQR retains the structure of a standard LQR synthesis problem by only modifying the cost function, resulting in an intuitively pleasing, simple, computationally cheap, and efficient algorithm. This is in contrast to existing optimistic online LQR formulations that rely on more complicated iterative search algorithms or solve computationally demanding optimization problems. We show that IR-LQR achieves the optimal worst-case regret rate of $\sqrt{T}$, and compare it to various state-of-the-art online LQR algorithms via numerical experiments carried out on an aircraft pitch angle control and an unmanned aerial vehicle example.

Marcell Bartos, Johannes Köhler, Florian Dörfler et al.

Standard model-based control design deteriorates when the system dynamics change during operation. To overcome this challenge, online and adaptive methods have been proposed in the literature. In this work, we consider the class of discrete-time linear systems with unknown time-varying parameters. We propose a simple, modular, and computationally tractable approach by combining two classical and well-known building blocks from estimation and control: the least mean square filter and the certainty-equivalent linear quadratic regulator. Despite both building blocks being simple and off-the-shelf, our analysis shows that they can be seamlessly combined to a powerful pipeline with stability guarantees. Namely, finite-gain $\ell^2$-stability of the closed-loop interconnection of the unknown system, the parameter estimator, and the controller is proven, despite the presence of unknown disturbances and time-varying parametric uncertainties. Real-world applicability of the proposed algorithm is showcased by simulations carried out on a nonlinear planar quadrotor.

Eder Baron-Prada, Adolfo Anta, Florian Dörfler

This paper presents a decentralized frequency-domain framework to characterize the influence of the operating point on the small-signal stability of converter-dominated power systems. The approach builds on Scaled Relative Graph (SRG) analysis, extended here to address Linear Parameter-Varying (LPV) systems. By exploiting the affine dependence of converter admittances on their steady-state operating points, the centralized small-signal stability assessment of the grid is decomposed into decentralized, frequency-wise geometric tests. Each converter can independently evaluate its feasible stability region, expressed as a set of linear inequalities in its parameter space. The framework provides closed-form geometric characterizations applicable to both grid-following (GFL) and grid-forming (GFM) converters, and validation results confirm its effectiveness.

Jules Authier, Rabab Haider, Anuradha Annaswamy et al.

To maintain a reliable grid we need fast decision-making algorithms for complex problems like Dynamic Reconfiguration (DyR). DyR optimizes distribution grid switch settings in real-time to minimize grid losses and dispatches resources to supply loads with available generation. DyR is a mixed-integer problem and can be computationally intractable to solve for large grids and at fast timescales. We propose GraPhyR, a Physics-Informed Graph Neural Network (GNNs) framework tailored for DyR. We incorporate essential operational and connectivity constraints directly within the GNN framework and train it end-to-end. Our results show that GraPhyR is able to learn to optimize the DyR task.

Antonio Terpin, Nicolas Lanzetti, Batuhan Yardim et al.

Policy Optimization (PO) algorithms have been proven particularly suited to handle the high-dimensionality of real-world continuous control tasks. In this context, Trust Region Policy Optimization methods represent a popular approach to stabilize the policy updates. These usually rely on the Kullback-Leibler (KL) divergence to limit the change in the policy. The Wasserstein distance represents a natural alternative, in place of the KL divergence, to define trust regions or to regularize the objective function. However, state-of-the-art works either resort to its approximations or do not provide an algorithm for continuous state-action spaces, reducing the applicability of the method. In this paper, we explore optimal transport discrepancies (which include the Wasserstein distance) to define trust regions, and we propose a novel algorithm - Optimal Transport Trust Region Policy Optimization (OT-TRPO) - for continuous state-action spaces. We circumvent the infinite-dimensional optimization problem for PO by providing a one-dimensional dual reformulation for which strong duality holds. We then analytically derive the optimal policy update given the solution of the dual problem. This way, we bypass the computation of optimal transport costs and of optimal transport maps, which we implicitly characterize by solving the dual formulation. Finally, we provide an experimental evaluation of our approach across various control tasks. Our results show that optimal transport discrepancies can offer an advantage over state-of-the-art approaches.

Lenart Treven, Jonas Hübotter, Bhavya Sukhija et al.

Reinforcement learning algorithms typically consider discrete-time dynamics, even though the underlying systems are often continuous in time. In this paper, we introduce a model-based reinforcement learning algorithm that represents continuous-time dynamics using nonlinear ordinary differential equations (ODEs). We capture epistemic uncertainty using well-calibrated probabilistic models, and use the optimistic principle for exploration. Our regret bounds surface the importance of the measurement selection strategy(MSS), since in continuous time we not only must decide how to explore, but also when to observe the underlying system. Our analysis demonstrates that the regret is sublinear when modeling ODEs with Gaussian Processes (GP) for common choices of MSS, such as equidistant sampling. Additionally, we propose an adaptive, data-dependent, practical MSS that, when combined with GP dynamics, also achieves sublinear regret with significantly fewer samples. We showcase the benefits of continuous-time modeling over its discrete-time counterpart, as well as our proposed adaptive MSS over standard baselines, on several applications.

Liviu Aolaritei, Soroosh Shafiee, Florian Dörfler

Distributionally robust optimization (DRO) has become a powerful framework for estimation under uncertainty, offering strong out-of-sample performance and principled regularization. In this paper, we propose a DRO-based method for linear regression and address a central question: how to optimally choose the robustness radius, which controls the trade-off between robustness and accuracy. Focusing on high-dimensional settings where the dimension and the number of samples are both large and comparable in size, we employ tools from high-dimensional asymptotic statistics to precisely characterize the estimation error of the resulting estimator. Remarkably, this error can be recovered by solving a simple convex-concave optimization problem involving only four scalar variables. This characterization enables efficient selection of the radius that minimizes the estimation error. In doing so, it achieves the same effect as cross-validation, but at a fraction of the computational cost. Numerical experiments confirm that our theoretical predictions closely match empirical performance and that the optimal radius selected through our method aligns with that chosen by cross-validation, highlighting both the accuracy and the practical benefits of our approach.

Jean-Sébastien Brouillon, Florian Dörfler, Giancarlo Ferrari-Trecate

Maximum Likelihood Estimation of continuous variable models can be very challenging in high dimensions, due to potentially complex probability distributions. The existence of multiple interdependencies among variables can make it very difficult to establish convergence guarantees. This leads to a wide use of brute-force methods, such as grid searching and Monte-Carlo sampling and, when applicable, complex and problem-specific algorithms. In this paper, we consider inference problems where the variables are related by multiaffine expressions. We propose a novel Alternating and Iteratively-Reweighted Least Squares (AIRLS) algorithm, and prove its convergence for problems with Generalized Normal Distributions. We also provide an efficient method to compute the variance of the estimates obtained using AIRLS. Finally, we show how the method can be applied to graphical statistical models. We perform numerical experiments on several inference problems, showing significantly better performance than state-of-the-art approaches in terms of scalability, robustness to noise, and convergence speed due to an empirically observed super-linear convergence rate.

András Sasfi, Ivan Markovsky, Alberto Padoan et al.

We propose a modeling framework for stochastic systems, termed Gaussian behaviors, that describes finite-length trajectories of a system as a Gaussian process. The proposed model naturally quantifies the uncertainty in the trajectories, yet it is simple enough to allow for tractable formulations. We relate the proposed model to existing descriptions of dynamical systems including deterministic and stochastic behaviors, and linear time-invariant (LTI) state-space models with Gaussian noise. Gaussian behaviors can be estimated directly from observed data as the empirical sample covariance. The distribution of future outputs conditioned on inputs and past outputs provides a predictive model that can be incorporated in predictive control frameworks. We show that subspace predictive control is a certainty-equivalence control formulation with the estimated Gaussian behavior. Furthermore, the regularized data-enabled predictive control (DeePC) method is shown to be a distributionally optimistic formulation that optimistically accounts for uncertainty in the Gaussian behavior. To mitigate the excessive optimism of DeePC, we propose a novel distributionally robust control formulation, and provide a convex reformulation allowing for efficient implementation.

Lukas Schüepp, Carmen Amo Alonso, Florian Dörfler et al.

Recommender systems shape online interactions by matching users with creators content to maximize engagement. Creators, in turn, adapt their content to align with users preferences and enhance their popularity. At the same time, users preferences evolve under the influence of both suggested content from the recommender system and content shared within their social circles. This feedback loop generates a complex interplay between users, creators, and recommender algorithms, which is the key cause of filter bubbles and opinion polarization. We develop a social network-aware recommender system that explicitly accounts for this user-creators feedback interaction and strategically exploits the topology of the user's own social network to promote diversification. Our approach highlights how accounting for and exploiting user's social network in the recommender system design is crucial to mediate filter bubble effects while balancing content diversity with personalization. Provably, opinion clusterization is positively correlated with the influence of recommended content on user opinions. Ultimately, the proposed approach shows the power of socially-aware recommender systems in combating opinion polarization and clusterization phenomena.

Jonas Rothfuss, Bhavya Sukhija, Lenart Treven et al.

We present SIM-FSVGD for learning robot dynamics from data. As opposed to traditional methods, SIM-FSVGD leverages low-fidelity physical priors, e.g., in the form of simulators, to regularize the training of neural network models. While learning accurate dynamics already in the low data regime, SIM-FSVGD scales and excels also when more data is available. We empirically show that learning with implicit physical priors results in accurate mean model estimation as well as precise uncertainty quantification. We demonstrate the effectiveness of SIM-FSVGD in bridging the sim-to-real gap on a high-performance RC racecar system. Using model-based RL, we demonstrate a highly dynamic parking maneuver with drifting, using less than half the data compared to the state of the art.

Shobhit Singhal, Marta Fochesato, Liviu Aolaritei et al.

Wind power producers (WPPs) participating in short-term power markets face significant imbalance costs due to their non-dispatchable and variable production. While some WPPs have a large enough market share to influence prices with their bidding decisions, existing optimal bidding methods rarely account for this aspect. Price-maker approaches typically model bidding as a bilevel optimization problem, but these methods require complex market models, estimating other participants' actions, and are computationally demanding. To address these challenges, we propose an online learning algorithm that leverages contextual information to optimize WPP bids in the price-maker setting. We formulate the strategic bidding problem as a contextual multi-armed bandit, ensuring provable regret minimization. The algorithm's performance is evaluated against various benchmark strategies using a numerical simulation of the German day-ahead and real-time markets.

Bhavya Sukhija, Lenart Treven, Carmelo Sferrazza et al.

We address the challenge of efficient exploration in model-based reinforcement learning (MBRL), where the system dynamics are unknown and the RL agent must learn directly from online interactions. We propose Scalable and Optimistic MBRL (SOMBRL), an approach based on the principle of optimism in the face of uncertainty. SOMBRL learns an uncertainty-aware dynamics model and greedily maximizes a weighted sum of the extrinsic reward and the agent's epistemic uncertainty. SOMBRL is compatible with any policy optimizers or planners, and under common regularity assumptions on the system, we show that SOMBRL has sublinear regret for nonlinear dynamics in the (i) finite-horizon, (ii) discounted infinite-horizon, and (iii) non-episodic settings. Additionally, SOMBRL offers a flexible and scalable solution for principled exploration. We evaluate SOMBRL on state-based and visual-control environments, where it displays strong performance across all tasks and baselines. We also evaluate SOMBRL on a dynamic RC car hardware and show SOMBRL outperforms the state-of-the-art, illustrating the benefits of principled exploration for MBRL.

Lenart Treven, Bhavya Sukhija, Jonas Rothfuss et al.

How do we enable AI systems to efficiently learn in the real-world? First-principles models are widely used to simulate natural systems, but often fail to capture real-world complexity due to simplifying assumptions. In contrast, deep learning approaches can estimate complex dynamics with minimal assumptions but require large, representative datasets. We propose SimPEL, a method that efficiently combines first-principles models with data-driven learning by using low-fidelity simulators as priors in Bayesian deep learning. This enables SimPEL to benefit from simulator knowledge in low-data regimes and leverage deep learning's flexibility when more data is available, all the while carefully quantifying epistemic uncertainty. We evaluate SimPEL on diverse systems, including biological, agricultural, and robotic domains, showing superior performance in learning complex dynamics. For decision-making, we demonstrate that SimPEL bridges the sim-to-real gap in model-based reinforcement learning. On a high-speed RC car task, SimPEL learns a highly dynamic parking maneuver involving drifting with substantially less data than state-of-the-art baselines. These results highlight the potential of SimPEL for data-efficient learning and control in complex real-world environments.

Francesca Ferrara, Lander W. Schillinger Arana, Florian Dörfler et al.

This work presents a Markov decision process (MDP) framework to model decision-making for collision avoidance maneuver (CAM) and a reinforcement learning policy gradient (RL-PG) algorithm to train an autonomous guidance policy using historic CAM data. In addition to maintaining acceptable collision risks, this approach seeks to minimize the average fuel consumption of CAMs by making early maneuver decisions. We model CAM as a continuous state, discrete action and finite horizon MDP, where the critical decision is determining when to initiate the maneuver. The MDP model also incorporates analytical models for conjunction risk, propellant consumption, and transit orbit geometry. The Markov policy effectively trades-off maneuver delay-which improves the reliability of conjunction risk indicators-with propellant consumption-which increases with decreasing maneuver time. Using historical data of tracked conjunction events, we verify this framework and conduct an extensive ablation study on the hyper-parameters used within the MDP. On synthetic conjunction events, the trained policy significantly minimizes both the overall and average propellant consumption per CAM when compared to a conventional cut-off policy that initiates maneuvers 24 hours before the time of closest approach (TCA). On historical conjunction events, the trained policy consumes more propellant overall but reduces the average propellant consumption per CAM. For both historical and synthetic conjunction events, the trained policy achieves equal if not higher overall collision risk guarantees.

Colin Dirren, Mattia Bianchi, Panagiotis D. Grontas et al.

We study the convex-concave bilinear saddle-point problem $\min_x \max_y f(x) + y^\top Ax - g(y)$, where both, only one, or none of the functions $f$ and $g$ are strongly convex, and suitable rank conditions on the matrix $A$ hold. The solution of this problem is at the core of many machine learning tasks. By employing tools from monotone operator theory, we systematically prove the contractivity (in turn, the linear convergence) of several first-order primal-dual algorithms, including the Chambolle-Pock method. Our approach results in concise proofs, and it yields new convergence guarantees and tighter bounds compared to known results.

Bhavya Sukhija, Lenart Treven, Florian Dörfler et al.

We study the problem of nonepisodic reinforcement learning (RL) for nonlinear dynamical systems, where the system dynamics are unknown and the RL agent has to learn from a single trajectory, i.e., without resets. We propose Nonepisodic Optimistic RL (NeoRL), an approach based on the principle of optimism in the face of uncertainty. NeoRL uses well-calibrated probabilistic models and plans optimistically w.r.t. the epistemic uncertainty about the unknown dynamics. Under continuity and bounded energy assumptions on the system, we provide a first-of-its-kind regret bound of $O(Γ_T \sqrt{T})$ for general nonlinear systems with Gaussian process dynamics. We compare NeoRL to other baselines on several deep RL environments and empirically demonstrate that NeoRL achieves the optimal average cost while incurring the least regret.

Lenart Treven, Bhavya Sukhija, Yarden As et al.

Reinforcement learning (RL) excels in optimizing policies for discrete-time Markov decision processes (MDP). However, various systems are inherently continuous in time, making discrete-time MDPs an inexact modeling choice. In many applications, such as greenhouse control or medical treatments, each interaction (measurement or switching of action) involves manual intervention and thus is inherently costly. Therefore, we generally prefer a time-adaptive approach with fewer interactions with the system. In this work, we formalize an RL framework, Time-adaptive Control & Sensing (TaCoS), that tackles this challenge by optimizing over policies that besides control predict the duration of its application. Our formulation results in an extended MDP that any standard RL algorithm can solve. We demonstrate that state-of-the-art RL algorithms trained on TaCoS drastically reduce the interaction amount over their discrete-time counterpart while retaining the same or improved performance, and exhibiting robustness over discretization frequency. Finally, we propose OTaCoS, an efficient model-based algorithm for our setting. We show that OTaCoS enjoys sublinear regret for systems with sufficiently smooth dynamics and empirically results in further sample-efficiency gains.

Florian Dörfler, Zhiyu He, Giuseppe Belgioioso et al.

Traditionally, numerical algorithms are seen as isolated pieces of code confined to an {\em in silico} existence. However, this perspective is not appropriate for many modern computational approaches in control, learning, or optimization, wherein {\em in vivo} algorithms interact with their environment. Examples of such {\em open algorithms} include various real-time optimization-based control strategies, reinforcement learning, decision-making architectures, online optimization, and many more. Further, even {\em closed} algorithms in learning or optimization are increasingly abstracted in block diagrams with interacting dynamic modules and pipelines. In this opinion paper, we state our vision on a to-be-cultivated {\em systems theory of algorithms} and argue in favor of viewing algorithms as open dynamical systems interacting with other algorithms, physical systems, humans, or databases. Remarkably, the manifold tools developed under the umbrella of systems theory are well suited for addressing a range of challenges in the algorithmic domain. We survey various instances where the principles of algorithmic systems theory are being developed and outline pertinent modeling, analysis, and design challenges.

Alessandro Zanardi, Gioele Zardini, Sirish Srinivasan et al.

Modern applications require robots to comply with multiple, often conflicting rules and to interact with the other agents. We present Posetal Games as a class of games in which each player expresses a preference over the outcomes via a partially ordered set of metrics. This allows one to combine hierarchical priorities of each player with the interactive nature of the environment. By contextualizing standard game theoretical notions, we provide two sufficient conditions on the preference of the players to prove existence of pure Nash Equilibria in finite action sets. Moreover, we define formal operations on the preference structures and link them to a refinement of the game solutions, showing how the set of equilibria can be systematically shrunk. The presented results are showcased in a driving game where autonomous vehicles select from a finite set of trajectories. The results demonstrate the interpretability of results in terms of minimum-rank-violation for each player.

Andreas Schlaginhaufen, Philippe Wenk, Andreas Krause et al.

Learning how complex dynamical systems evolve over time is a key challenge in system identification. For safety critical systems, it is often crucial that the learned model is guaranteed to converge to some equilibrium point. To this end, neural ODEs regularized with neural Lyapunov functions are a promising approach when states are fully observed. For practical applications however, partial observations are the norm. As we will demonstrate, initialization of unobserved augmented states can become a key problem for neural ODEs. To alleviate this issue, we propose to augment the system's state with its history. Inspired by state augmentation in discrete-time systems, we thus obtain neural delay differential equations. Based on classical time delay stability analysis, we then show how to ensure stability of the learned models, and theoretically analyze our approach. Our experiments demonstrate its applicability to stable system identification of partially observed systems and learning a stabilizing feedback policy in delayed feedback control.

Jean-Sébastien Brouillon, Emanuele Fabbiani, Pulkit Nahata et al.

The increasing integration of intermittent renewable generation, especially at the distribution level,necessitates advanced planning and optimisation methodologies contingent on the knowledge of thegrid, specifically the admittance matrix capturing the topology and line parameters of an electricnetwork. However, a reliable estimate of the admittance matrix may either be missing or quicklybecome obsolete for temporally varying grids. In this work, we propose a data-driven identificationmethod utilising voltage and current measurements collected from micro-PMUs. More precisely,we first present a maximum likelihood approach and then move towards a Bayesian framework,leveraging the principles of maximum a posteriori estimation. In contrast with most existing con-tributions, our approach not only factors in measurement noise on both voltage and current data,but is also capable of exploiting available a priori information such as sparsity patterns and knownline parameters. Simulations conducted on benchmark cases demonstrate that, compared to otheralgorithms, our method can achieve significantly greater accuracy.

Lenart Treven, Philippe Wenk, Florian Dörfler et al.

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the adjoint method, many downstream tasks such as active learning, exploration in reinforcement learning, robust control, or filtering require accurate estimates of predictive uncertainties. In this work, we propose a novel approach towards estimating epistemically uncertain neural ODEs, avoiding the numerical integration bottleneck. Instead of modeling uncertainty in the ODE parameters, we directly model uncertainties in the state space. Our algorithm - distributional gradient matching (DGM) - jointly trains a smoother and a dynamics model and matches their gradients via minimizing a Wasserstein loss. Our experiments show that, compared to traditional approximate inference methods based on numerical integration, our approach is faster to train, faster at predicting previously unseen trajectories, and in the context of neural ODEs, significantly more accurate.

Tyler Summers, Iman Shames, John Lygeros et al.

We consider a network topology design problem in which an initial undirected graph underlying the network is given and the objective is to select a set of edges to add to the graph to optimize the coherence of the resulting network. We show that network coherence is a submodular function of the network topology. As a consequence, a simple greedy algorithm is guaranteed to produce near optimal edge set selections. We also show that fast rank one updates of the Laplacian pseudoinverse using generalizations of the Sherman-Morrison formula and an accelerated variant of the greedy algorithm can speed up the algorithm by several orders of magnitude in practice. These allow our algorithms to scale to network sizes far beyond those that can be handled by convex relaxation heuristics.

Florian Dorfler, Francesco Bullo

Motivated by recent interest for multi-agent systems and smart power grid architectures, we discuss the synchronization problem for the network-reduced model of a power system with non-trivial transfer conductances. Our key insight is to exploit the relationship between the power network model and a first-order model of coupled oscillators. Assuming overdamped generators (possibly due to local excitation controllers), a singular perturbation analysis shows the equivalence between the classic swing equations and a non-uniform Kuramoto model. Here, non-uniform Kuramoto oscillators are characterized by multiple time constants, non-homogeneous coupling, and non-uniform phase shifts. Extending methods from transient stability, synchronization theory, and consensus protocols, we establish sufficient conditions for synchronization of non-uniform Kuramoto oscillators. These conditions reduce to and improve upon previously-available tests for the standard Kuramoto model. Combining our singular perturbation and Kuramoto analyses, we derive concise and purely algebraic conditions that relate synchronization and transient stability of a power network to the underlying system parameters and initial conditions.