Xin Chen

Xin Chen, Changhong Zhao, Na Li

With the increasing penetration of renewable energy resources, power systems face new challenges in balancing power supply and demand and maintaining the nominal frequency. This paper studies load control to handle these challenges. In particular, a fully distributed automatic load control (ALC) algorithm, which only needs local measurement and local communication, is proposed. We prove that the load control algorithm globally converges to an optimal operating point which minimizes the total disutility of users, restores the nominal frequency and the scheduled tie-line power flows, and respects the load capacity limits and the thermal constraints of transmission lines. It is further shown that the asymptotic convergence still holds even when inaccurate system parameters are used in the control algorithm. In addition, the global exponential convergence of the reduced ALC algorithm without considering the capacity limits is proved and leveraged to study the dynamical tracking performance and robustness of the algorithm. Lastly, the effectiveness, optimality, and robustness of the proposed algorithm are demonstrated via numerical simulations.

Xin Chen, Yuze Chen, Yuan Zhou

We study a class of sequential decision-making problems with augmented predictions, potentially provided by a machine learning algorithm. In this setting, the decision-maker receives prediction intervals for unknown parameters that become progressively refined over time, and seeks decisions that are competitive with the hindsight optimal under all possible realizations of both parameters and predictions. We propose a minimax Markov Decision Process (minimax-MDP) framework, where the system state consists of an adversarially evolving environment state and an internal state controlled by the decision-maker. We introduce a set of future-imposed conditions that characterize the feasibility of minimax-MDPs and enable the design of efficient, often closed-form, robustly competitive policies. We illustrate the framework through three applications: multi-period inventory ordering with refining demand predictions, resource allocation with uncertain utility functions, and a multi-phase extension of the minimax-MDP applied to the inventory problem with time-varying ordering costs. Our results provide a tractable and versatile approach to robust online decision-making under predictive uncertainty.

Xin Chen, Yingying Li, Jun Shimada et al.

This paper studies the automated control method for regulating air conditioner (AC) loads in incentive-based residential demand response (DR). The critical challenge is that the customer responses to load adjustment are uncertain and unknown in practice. In this paper, we formulate the AC control problem in a DR event as a multi-period stochastic optimization that integrates the indoor thermal dynamics and customer opt-out status transition. Specifically, machine learning techniques including Gaussian process and logistic regression are employed to learn the unknown thermal dynamics model and customer opt-out behavior model, respectively. We consider two typical DR objectives for AC load control: 1) minimizing the total demand, 2) closely tracking a regulated power trajectory. Based on the Thompson sampling framework, we propose an online DR control algorithm to learn customer behaviors and make real-time AC control schemes. This algorithm considers the influence of various environmental factors on customer behaviors and is implemented in a distributed fashion to preserve the privacy of customers. Numerical simulations demonstrate the control optimality and learning efficiency of the proposed algorithm.