Researcher profile

Pierre Pinson

Pierre Pinson contributes to research discovery and scholarly infrastructure.

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Published work

14 published item(s)

preprint2026arXiv

Counter-Dyna: Data-Efficient RL-Based HVAC Control using Counterfactual Building Models

Model-based reinforcement learning (MBRL) offers a promising approach for data-efficient energy management in buildings, combining the strengths of predictive modeling and reinforcement learning. While previous MBRL methods applied to HVAC control have reduced training data requirements, they still require several months of interaction with the building to learn a satisfactory control policy. A key reason is that existing surrogate models attempt to predict the entire state-space, including weather and electricity prices that are unaffected by control actions, or completely ignore these variables. Addressing these issues, we propose Counter-Dyna, a method that enhances the data-efficiency of Dyna, an MBRL method. We create data-efficient counterfactual surrogate models (CSM) by leveraging invariances in the state-space. Using a CSM in Dyna speeds up RL training measured in environment interaction data compared to previous results. In comparison with previous state-of-the-art that used 6-12 months of environment interactions, our method needs only 5 weeks. We evaluate our method in a large simulation study using the literature standard BOPTEST framework and proximal policy algorithm (PPO) as the RL algorithm. Our results show cost-saving potentials of 5.3% to 17.0% in a hypothetical deployment scenario. Our work is a significant step towards making real-world deployment of RL algorithms in HVAC control practically viable.

preprint2022arXiv

Continuous and Distribution-free Probabilistic Wind Power Forecasting: A Conditional Normalizing Flow Approach

We present a data-driven approach for probabilistic wind power forecasting based on conditional normalizing flow (CNF). In contrast with the existing, this approach is distribution-free (as for non-parametric and quantile-based approaches) and can directly yield continuous probability densities, hence avoiding quantile crossing. It relies on a base distribution and a set of bijective mappings. Both the shape parameters of the base distribution and the bijective mappings are approximated with neural networks. Spline-based conditional normalizing flow is considered owing to its non-affine characteristics. Over the training phase, the model sequentially maps input examples onto samples of base distribution, given the conditional contexts, where parameters are estimated through maximum likelihood. To issue probabilistic forecasts, one eventually maps samples of the base distribution into samples of a desired distribution. Case studies based on open datasets validate the effectiveness of the proposed model, and allows us to discuss its advantages and caveats with respect to the state of the art.

preprint2022arXiv

Forecasting: theory and practice

Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organisations seeking to minimise risks and maximise utilities. The large number of forecasting applications calls for a diverse set of forecasting methods to tackle real-life challenges. This article provides a non-systematic review of the theory and the practice of forecasting. We provide an overview of a wide range of theoretical, state-of-the-art models, methods, principles, and approaches to prepare, produce, organise, and evaluate forecasts. We then demonstrate how such theoretical concepts are applied in a variety of real-life contexts. We do not claim that this review is an exhaustive list of methods and applications. However, we wish that our encyclopedic presentation will offer a point of reference for the rich work that has been undertaken over the last decades, with some key insights for the future of forecasting theory and practice. Given its encyclopedic nature, the intended mode of reading is non-linear. We offer cross-references to allow the readers to navigate through the various topics. We complement the theoretical concepts and applications covered by large lists of free or open-source software implementations and publicly-available databases.

preprint2022arXiv

Multi-Stage Linear Decision Rules for Stochastic Control of Natural Gas Networks with Linepack

The disturbances from variable and uncertain renewable generation propagate from power systems to natural gas networks, causing gas network operators to adjust gas supply nominations to ensure operational security. To alleviate expensive supply adjustments, we develop control policies to leverage instead the flexibility of linepack -- the gas stored in pipelines -- to balance stochastic gas extractions. These policies are based on multi-stage linear decision rules optimized on a finite discrete horizon to guide controllable network components, such as compressors and valves, towards feasible operations. Our approach offers several control applications. First, it treats the linepack as a main source of flexibility to balance disturbances from power systems without substantial impacts on nominal gas supply. Second, these policies can be optimized to minimize the variability (due to intermittency of renewables) and variance (due to their uncertainty) of network state variables, such as pressures. Finally, it enables topology optimization to decouple network parts and prevent uncertainty propagation through the network. This is demonstrated using illustrative numerical experiments.

preprint2022arXiv

North Sea Energy Islands: Impact on National Markets and Grids

Taking concrete steps towards a carbon-free society, the Danish Parliament has recently made an agreement on the establishment of the world's first two offshore energy hubs, one on the island of Bornholm and one on an artificial island in the North Sea. Being the two first-of-their-kind projects, several aspects related to the inclusion of these "energy islands" in the current market setup are still under discussion. To this end, this paper presents the first large-scale impact analysis of offshore hubs on the whole European power system and electricity market. The detailed models used for such analysis are publicly released with the paper. Our study shows that energy hubs in the North Sea have a positive impact, and overall increase economic welfare in EU. However, when considering the impact on each country, benefits are not shared equally. In order to help the development of such projects, we focus on the identification of market challenges and system needs arising from the hubs. From a market perspective, we show how exporting countries are negatively affected by the lower electricity prices and we point at potential strategic behaviors induced by the large amount of new transmission capacity installed in the North Sea. From a system point of view, we show how the large amount of wind energy stresses conventional generators, which are required to become more flexible, and national grids, which cannot always accommodate large imports from the hubs.

preprint2022arXiv

Regression markets and application to energy forecasting

Energy forecasting has attracted enormous attention over the last few decades, with novel proposals related to the use of heterogeneous data sources, probabilistic forecasting, online learn-ing, etc. A key aspect that emerged is that learning and forecasting may highly benefit from distributed data, though not only in the geographical sense. That is, various agents collect and own data that may be useful to others. In contrast to recent proposals that look into distributed and privacy-preserving learning (incentive-free), we explore here a framework called regression markets. There, agents aiming to improve their forecasts post a regression task, for which other agents may contribute by sharing their data for their features and get monetarily rewarded for it.The market design is for regression models that are linear in their parameters, and possibly sep-arable, with estimation performed based on either batch or online learning. Both in-sample and out-of-sample aspects are considered, with markets for fitting models in-sample, and then for improving genuine forecasts out-of-sample. Such regression markets rely on recent concepts within interpretability of machine learning approaches and cooperative game theory, with Shapley additive explanations. Besides introducing the market design and proving its desirable properties, application results are shown based on simulation studies (to highlight the salient features of the proposal) and with real-world case studies.

preprint2022arXiv

Trading Data for Wind Power Forecasting: A Regression Market with Lasso Regularization

This paper proposes a regression market for wind agents to monetize data traded among themselves for wind power forecasting. Existing literature on data markets often treats data disclosure as a binary choice or modulates the data quality based on the mismatch between the offer and bid prices. As a result, the market disadvantages either the data sellers due to the overestimation of their willingness to disclose data, or the data buyers due to the lack of useful data being provided. Our proposed regression market determines the data payment based on the least absolute shrinkage and selection operator (lasso), which not only provides the data buyer with a means for selecting useful features, but also enables each data seller to individualize the threshold for data payment. Using both synthetic data and real-world wind data, the case studies demonstrate a reduction in the overall losses for wind agents who buy data, as well as additional financial benefits to those who sell data.

preprint2020arXiv

Chance-Constrained Equilibrium in Electricity Markets With Asymmetric Forecasts

We develop a stochastic equilibrium model for an electricity market with asymmetric renewable energy forecasts. In our setting, market participants optimize their profits using public information about a conditional expectation of energy production but use private information about the forecast error distribution. This information is given in the form of samples and incorporated into profit-maximizing optimizations of market participants through chance constraints. We model information asymmetry by varying the sample size of participants' private information. We show that with more information available, the equilibrium gradually converges to the ideal solution provided by the perfect information scenario. Under information scarcity, however, we show that the market converges to the ideal equilibrium if participants are to infer the forecast error distribution from the statistical properties of the data at hand or share their private forecasts.

preprint2020arXiv

Differentially Private Convex Optimization with Feasibility Guarantees

This paper develops a novel differentially private framework to solve convex optimization problems with sensitive optimization data and complex physical or operational constraints. Unlike standard noise-additive algorithms, that act primarily on the problem data, objective or solution, and disregard the problem constraints, this framework requires the optimization variables to be a function of the noise and exploits a chance-constrained problem reformulation with formal feasibility guarantees. The noise is calibrated to provide differential privacy for identity and linear queries on the optimization solution. For many applications, including resource allocation problems, the proposed framework provides a trade-off between the expected optimality loss and the variance of optimization results.

preprint2020arXiv

Differentially Private Distributed Optimal Power Flow

Distributed algorithms enable private Optimal Power Flow (OPF) computations by avoiding the need in sharing sensitive information localized in algorithms sub-problems. However, adversaries can still infer this information from the coordination signals exchanged across iterations. This paper seeks formal privacy guarantees for distributed OPF computations and provides differentially private algorithms for OPF computations based on the consensus Alternating Direction Method of Multipliers (ADMM). The proposed algorithms attain differential privacy by introducing static and dynamic random perturbations of OPF sub-problem solutions at each iteration. These perturbations are Laplacian and designed to prevent the inference of sensitive information, as well as to provide theoretical privacy guarantees for ADMM sub-problems. Using a standard IEEE 118-node test case, the paper explores the fundamental trade-offs among privacy, algorithmic convergence, and optimality losses.

preprint2020arXiv

Differentially Private Optimal Power Flow for Distribution Grids

Although distribution grid customers are obliged to share their consumption data with distribution system operators (DSOs), a possible leakage of this data is often disregarded in operational routines of DSOs. This paper introduces a privacy-preserving optimal power flow (OPF) mechanism for distribution grids that secures customer privacy from unauthorised access to OPF solutions, e.g., current and voltage measurements. The mechanism is based on the framework of differential privacy that allows to control the participation risks of individuals in a dataset by applying a carefully calibrated noise to the output of a computation. Unlike existing private mechanisms, this mechanism does not apply the noise to the optimization parameters or its result. Instead, it optimizes OPF variables as affine functions of the random noise, which weakens the correlation between the grid loads and OPF variables. To ensure feasibility of the randomized OPF solution, the mechanism makes use of chance constraints enforced on the grid limits. The mechanism is further extended to control the optimality loss induced by the random noise, as well as the variance of OPF variables. The paper shows that the differentially private OPF solution does not leak customer loads up to specified parameters.

preprint2020arXiv

Dynamic Reserve and Transmission Capacity Allocation in Wind-Dominated Power Systems

The large shares of wind power generation in electricity markets motivate higher levels of operating reserves. However, current reserve sizing practices fail to account for important topological aspects that might hinder their deployment, thus resulting in high operating costs. Zonal reserve procurement mitigates such inefficiencies, however, the way the zones are defined is still open to interpretation. This paper challenges the efficiency of predetermined zonal setups that neglect the location of stochastic power production in the system, as well as the availability, cost and accessibility of flexible generating units. To this end, we propose a novel reserve procurement approach, formulated as a two-stage stochastic bilevel model, in which the upper level identifies a number of contiguous reserve zones using dynamic grid partitioning and sets zonal requirements based on the total expected operating costs. Using two standard IEEE reliability test cases, we show how the efficient partitioning of reserve zones can reduce expected system cost and promote the integration of stochastic renewables.

preprint2020arXiv

Loss Allocation in Joint Transmission and Distribution Peer-to-Peer Markets

Large deployment of distribute energy resources and the increasing awareness of end-users towards their energy procurement are challenging current practices of electricity markets. A change of paradigm, from a top-down hierarchical approach to a more decentralized framework, has been recently researched, with market structures relying on multi-bilateral trades among market participants. In order to guarantee feasibility in power system operation, it is crucial to rethink the interaction with system operators and the way operational costs are shared in such decentralized markets. We propose here to include system operators, both at transmission and distribution level, as active actors of the market, accounting for power grid constraints and line losses. Moreover, to avoid market outcomes that discriminate agents for their geographical location, we analyze loss allocation policies and their impact on market outcomes and prices.

preprint2019arXiv

Electricity Market Equilibrium under Information Asymmetry

We study a competitive electricity market equilibrium with two trading stages, day-ahead and real-time. The welfare of each market agent is exposed to uncertainty (here from renewable energy production), while agent information on the probability distribution of this uncertainty is not identical at the day-ahead stage. We show a high sensitivity of the equilibrium solution to the level of information asymmetry and demonstrate economic, operational, and computational value for the system stemming from potential information sharing.