Adversarially and Distributionally Robust Virtual Energy Storage Systems via the Scenario Approach
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Abstract (arXiv)
We study virtual energy storage services based on the aggregation of EV batteries in parking lots under time-varying, uncertain EV departures and state-of-charge limits. We propose a convex data-driven scheduling framework in which a parking lot manager provides storage services to a prosumer community while interacting with a retailer. The framework yields finite-sample, distribution-free guarantees on constraint violations and allows the parking lot manager to explicitly tune the trade-off between economic performance and operational safety. To enhance reliability under imperfect data, we extend the formulation to adversarial perturbations of the training samples and Wasserstein distributional shifts, obtaining robustness certificates against both corrupted data and out-of-distribution uncertainty. Numerical studies confirm the predicted profit-risk trade-off and show consistency between the theoretical certificates and the observed violation levels.
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References · 6
- 2020A Theory of the Risk for Optimization with Relaxation and its Application to Support Vector Machinescited by 9
- 2019Probably Approximately Correct Nash Equilibrium Learningcited by 4
- 2023A priori data-driven robustness guarantees on strategic deviations from generalised Nash equilibriacited by 3
- 2019The scenario approach meets uncertain variational inequalities and game theorycited by 2
- 2020On the probabilistic feasibility of solutions in multi-agent optimization problems under uncertaintycited by 2
- 2025Risk Analysis and Design Against Adversarial Actionscited by 2
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