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This paper proposes incentive mechanisms that promote eco-driving in transportation networks with the over-arching objective of minimizing emissions. The transportation system operator provides the drivers with energy-efficient driving guidance throughout their trips, and their eco-driving levels are measured by how closely they follow this guidance via vehicle telematics. Drivers choose their eco-driving levels to optimize a combination of their travel times and their emissions. To obtain optimal budget allocation and recommendations for the incentive mechanism, the system operator gathers drivers' preferences, or types, to assess each driver's trip urgency and natural willingness to eco-drive. In a setting where drivers truthfully report their types, we introduce the first-best incentive mechanism and show that the obedience condition holds (i.e., drivers find it optimal to comply with the system operator's recommendations) when the recommended eco-driving profile constitutes a Nash equilibrium. Moreover, in a setting where drivers can strategically report their types, we introduce the second-best incentive mechanism and show that the proposed mechanism is incentive-compatible (i.e., drivers find it optimal to be truthful). Under this mechanism, we also show that all equilibrium outcomes are at least as good as the recommended eco-driving profile in terms of the system operator's objective. Overall, this work offers a framework for designing eco-driving incentive mechanisms while considering both the strategic behavior of individual drivers and the network effects of collective decision-making.

In this paper, we propose a general distributionally robust framework for performative optimization, where the selected decision can influence the probabilistic distribution of uncertain parameters. Our framework facilitates safe decision-making in scenarios with incomplete information about the underlying decision-dependent distributions, relying instead on accessible reference distributions. To tackle the challenge of decision-dependent uncertainty, we introduce an algorithm named repeated robust risk minimization. This algorithm decouples the decision variables associated with the ambiguity set from the expected loss, optimizing the latter at each iteration while keeping the former fixed to the previous decision. By leveraging the strong connection between distributionally robust optimization and regularization, we establish a linear convergence rate to a performatively stable point and provide a suboptimality performance guarantee for the proposed algorithm. Finally, we examine the performance of our proposed model through an experimental study in strategic classification.

In many real-world dynamical systems, obtaining precise models of system uncertainty remains a challenge. It may be difficult to estimate noise distributions or robustness bounds, especially when the distributions/robustness bounds vary with different control inputs in unknown ways. Addressing this challenge, this paper presents a novel iterative method tailored for systems with decision-dependent noise without prior knowledge of the distributions. Our approach finds the open-loop control law that minimizes the worst-case loss, given that the noise induced by this control lies in its $(1 - p)$-confidence set for a predetermined $p$. At each iteration, we use a quantile method inspired by conformal prediction to empirically estimate the confidence set shaped by the preceding control law. These derived confidence sets offer distribution-free guarantees on the system's noise, guiding a robust control formulation that targets worst-case loss minimization. Under specific regularity conditions, our method is shown to converge to a near-optimal open-loop control. While our focus is on open-loop controls, the adaptive, data-driven nature of our approach suggests its potential applicability across diverse scenarios and extensions.

Eco-driving emerges as a cost-effective and efficient strategy to mitigate greenhouse gas emissions in urban transportation networks. Acknowledging the persuasive influence of incentives in shaping driver behavior, this paper presents the `eco-planner,' a digital platform devised to promote eco-driving practices in urban transportation. At the outset of their trips, users provide the platform with their trip details and travel time preferences, enabling the eco-planner to formulate personalized eco-driving recommendations and corresponding incentives, while adhering to its budgetary constraints. Upon trip completion, incentives are transferred to users who comply with the recommendations and effectively reduce their emissions. By comparing our proposed incentive mechanism with a baseline scheme that offers uniform incentives to all users, we demonstrate that our approach achieves superior emission reductions and increased user compliance with a smaller budget.

Autonomous vehicles (AVs) hold vast potential to enhance transportation systems by reducing congestion, improving safety, and lowering emissions. AV controls lead to emergent traffic phenomena; one such intriguing phenomenon is traffic breaks (rolling roadblocks), where a single AV efficiently stabilizes multiple lanes through frequent lane switching, similar to the highway patrolling officers weaving across multiple lanes during difficult traffic conditions. While previous theoretical studies focus on single-lane mixed-autonomy systems, this work proposes a stability analysis framework for multi-lane systems under AV controls. Casting this problem into the hybrid system paradigm, the proposed analysis integrates continuous vehicle dynamics and discrete jumps from AV lane-switches. Through examining the influence of the lane-switch frequency on the system's stability, the analysis offers a principled explanation to the traffic break phenomena, and further discovers opportunities for less-intrusive traffic smoothing by employing less frequent lane-switching. The analysis further facilitates the design of traffic-aware AV lane-switch strategies to enhance system stability. Numerical analysis reveals a strong alignment between the theory and simulation, validating the effectiveness of the proposed stability framework in analyzing multi-lane mixed-autonomy traffic systems.

This paper is concerned with identifying linear system dynamics without the knowledge of individual system trajectories, but from the knowledge of the system's reachable sets observed at different times. Motivated by a scenario where the reachable sets are known from partially transparent manufacturer specifications or observations of the collective behavior of adversarial agents, we aim to utilize such sets to determine the unknown system's dynamics. This paper has two contributions. Firstly, we show that the sequence of the system's reachable sets can be used to uniquely determine the system's dynamics for asymmetric input sets under some generic assumptions, regardless of the system's dimensions. We also prove the same property holds up to a sign change for two-dimensional systems where the input set is symmetric around zero. Secondly, we present an algorithm to determine these dynamics. We apply and verify the developed theory and algorithms on an unknown band-pass filter circuit solely provided the unknown system's reachable sets over a finite observation period., Comment: 8 pages, 1 figure, published at the 62nd Conference on Decision and Control (CDC 2023)

Autonomous vehicles (AVs) enable more efficient and sustainable transportation systems. Ample studies have shown that controlling a small fraction of AVs can smooth traffic flow and mitigate traffic congestion. However, deploying AVs in real-world systems poses challenges due to safety and cost concerns. A viable alternative approach that can be implemented in the near future is $\textit{coarse-grained guidance}$, where human drivers are guided by real-time instructions, updated every $\Delta$ seconds, to stabilize the traffic. While previous theoretical studies consider stability analysis for continuous AV control, this article presents the first integrated theoretical analysis that directly relates the guidance provided to the human drivers to the traffic flow stability outcome. Casting the problem into the Lyapunov stability framework, this study derives sufficient conditions for coarse-grained guidance with hold length $\Delta$ to stabilize the system, and provides extensions of the analysis to incorporate additional human driving behaviors such as magnitude error and reaction delay. Numerical simulations reveal that the theoretical analysis closely matches simulated results. The analysis further offers insights into the relationship between system parameter and stability criteria, and can be leveraged to design improved controllers with greater maximum hold length.

The number of multi-robot systems deployed in field applications has increased dramatically over the years. Despite the recent advancement of navigation algorithms, autonomous robots often encounter challenging situations where the control policy fails and the human assistance is required to resume robot tasks. Human-robot collaboration can help achieve high-levels of autonomy, but monitoring and managing multiple robots at once by a single human supervisor remains a challenging problem. Our goal is to help a supervisor decide which robots to assist in which order such that the team performance can be maximized. We formulate the one-to-many supervision problem in uncertain environments as a dynamic graph traversal problem. An approximation algorithm based on the profitable tour problem on a static graph is developed to solve the original problem, and the approximation error is bounded and analyzed. Our case study on a simulated autonomous farm demonstrates superior team performance than baseline methods in task completion time and human working time, and that our method can be deployed in real-time for robot fleets with moderate size., Comment: RSS 2022 Camera Ready Version

As data-driven methods are deployed in real-world settings, the processes that generate the observed data will often react to the decisions of the learner. For example, a data source may have some incentive for the algorithm to provide a particular label (e.g. approve a bank loan), and manipulate their features accordingly. Work in strategic classification and decision-dependent distributions seeks to characterize the closed-loop behavior of deploying learning algorithms by explicitly considering the effect of the classifier on the underlying data distribution. More recently, works in performative prediction seek to classify the closed-loop behavior by considering general properties of the mapping from classifier to data distribution, rather than an explicit form. Building on this notion, we analyze repeated risk minimization as the perturbed trajectories of the gradient flows of performative risk minimization. We consider the case where there may be multiple local minimizers of performative risk, motivated by situations where the initial conditions may have significant impact on the long-term behavior of the system. We provide sufficient conditions to characterize the region of attraction for the various equilibria in this settings. Additionally, we introduce the notion of performative alignment, which provides a geometric condition on the convergence of repeated risk minimization to performative risk minimizers.

Given a stochastic dynamical system modelled via stochastic differential equations (SDEs), we evaluate the safety of the system through characterizations of its exit time moments. We lift the (possibly nonlinear) dynamics into the space of the occupation and exit measures to obtain a set of linear evolution equations which depend on the infinitesimal generator of the SDE. Coupled with appropriate semidefinite positive matrix constraints, this yields a moment-based approach for the computation of exit time moments of SDEs with polynomial drift and diffusion dynamics. However, the existing moment approach suffers from drawbacks which impede its applicability to the analysis of higher dimensional physical systems. To apply the existing approach, the dynamics of the systems are limited to polynomials of the state - excluding a large majority of real world examples. Computational scalability is also poor as the dimensionality of the state increases, largely due to the combinatorial growth of the optimization program. In this paper, we propose changes to the existing moment method to make feasible the safety analysis of higher dimensional physical systems. The restriction to polynomial dynamics is lifted by using a state augmentation method which allows one to generate the evolution equations for a broader class of nonlinear stochastic systems. We then reformulate the constraints of the optimization to mitigate the computational limitations associated with an increase in state dimensionality. We employ our methodology on two example processes to characterize their safety via expected exit times and demonstrate the ability to handle multi-dimensional physical systems that were previously unsupported by the existing SDP method of moments.

Causal discovery methods seek to identify causal relations between random variables from purely observational data, as opposed to actively collected experimental data where an experimenter intervenes on a subset of correlates. One of the seminal works in this area is the Inferred Causation algorithm, which guarantees successful causal discovery under the assumption of a conditional independence (CI) oracle: an oracle that can states whether two random variables are conditionally independent given another set of random variables. Practical implementations of this algorithm incorporate statistical tests for conditional independence, in place of a CI oracle. In this paper, we analyze the sample complexity of causal discovery algorithms without a CI oracle: given a certain level of confidence, how many data points are needed for a causal discovery algorithm to identify a causal structure? Furthermore, our methods allow us to quantify the value of domain expertise in terms of data samples. Finally, we demonstrate the accuracy of these sample rates with numerical examples, and quantify the benefits of sparsity priors and known causal directions., Comment: Submitted to ICML 2021

When an individual's DNA is sequenced, sensitive medical information becomes available to the sequencing laboratory. A recently proposed way to hide an individual's genetic information is to mix in DNA samples of other individuals. We assume these samples are known to the individual but unknown to the sequencing laboratory. Thus, these DNA samples act as "noise" to the sequencing laboratory, but still allow the individual to recover their own DNA samples afterward. Motivated by this idea, we study the problem of hiding a binary random variable X (a genetic marker) with the additive noise provided by mixing DNA samples, using mutual information as a privacy metric. This is equivalent to the problem of finding a worst-case noise distribution for recovering X from the noisy observation among a set of feasible discrete distributions. We characterize upper and lower bounds to the solution of this problem, which are empirically shown to be very close. The lower bound is obtained through a convex relaxation of the original discrete optimization problem, and yields a closed-form expression. The upper bound is computed via a greedy algorithm for selecting the mixing proportions., Comment: 10 pages, 5 figures, shorter version to appear in proceedings of ITW 2020

In this work we present a multi-armed bandit framework for online expert selection in Markov decision processes and demonstrate its use in high-dimensional settings. Our method takes a set of candidate expert policies and switches between them to rapidly identify the best performing expert using a variant of the classical upper confidence bound algorithm, thus ensuring low regret in the overall performance of the system. This is useful in applications where several expert policies may be available, and one needs to be selected at run-time for the underlying environment., Comment: In proceedings of the 59th IEEE Conference on Decision and Control 2020. arXiv admin note: text overlap with arXiv:1707.05714

Human agents are increasingly serving as data sources in the context of dynamical systems. Unlike traditional sensors, humans may manipulate or omit data for selfish reasons. Therefore, this paper studies the influence of effort-averse strategic sensors on discrete-time LTI systems. In our setting, sensors exert costly effort to collect data, and report their effort to the system operator. However, sensors do not directly benefit from the output of the system, so they will not exert much effort to ensure accuracy and may even falsify their reported effort to maximize their utility. We explore payment mechanisms that incentivize truthful reporting from strategic sensors. We demonstrate the influence of the true and reported effort on the expected operational cost. Then, we use the realizations of the system cost to construct a payment function. We show that payment functions typically used in static settings will not be able to elicit truthful reports in general, and present a modified payment function that elicits truthful reporting, which requires terms that compensate for the dynamic impact of reported efforts on the closed-loop performance of the system., Comment: 8 pages, 3 figures, submit to CDC conference

There are several aspects of data markets that distinguish them from a typical commodity market: asymmetric information, the non-rivalrous nature of data, and informational externalities. Formally, this gives rise to a new class of games which we call multiple-principal, multiple-agent problem with non-rivalrous goods. Under the assumption that the principal's payoff is quasilinear in the payments given to agents, we show that there is a fundamental degeneracy in the market of non-rivalrous goods. This multiplicity of equilibria also affects common refinements of equilibrium definitions intended to uniquely select an equilibrium: both variational equilibria and normalized equilibria will be non-unique in general. This implies that most existing equilibrium concepts cannot provide predictions on the outcomes of data markets emerging today. The results support the idea that modifications to payment contracts themselves are unlikely to yield a unique equilibrium, and either changes to the models of study or new equilibrium concepts will be required to determine unique equilibria in settings with multiple principals and a non-rivalrous good.

The widespread availability of behavioral data has led to the development of data-driven personalized pricing algorithms: sellers attempt to maximize their revenue by estimating the consumer's willingness-to-pay and pricing accordingly. Our objective is to develop algorithms that protect consumer interests against personalized pricing schemes. In this paper, we consider a consumer who learns more and more about a potential purchase across time, while simultaneously revealing more and more information about herself to a potential seller. We formalize a strategic consumer's purchasing decision when interacting with a seller who uses personalized pricing algorithms, and contextualize this problem among the existing literature in optimal stopping time theory and computational finance. We provide an algorithm that consumers can use to protect their own interests against personalized pricing algorithms. This algorithmic stopping method uses sample paths to train estimates of the optimal stopping time. To the best of our knowledge, this is one of the first works that provides computational methods for the consumer to maximize her utility when decision making under surveillance. We demonstrate the efficacy of the algorithmic stopping method using a numerical simulation, where the seller uses a Kalman filter to approximate the consumer's valuation and sets prices based on myopic expected revenue maximization. Compared to a myopic purchasing strategy, we demonstrate increased payoffs for the consumer in expectation.

As Internet of Things (IoT) technologies are increasingly being deployed, situations frequently arise where multiple stakeholders must reconcile preferences to control a shared resource. We perform a 5-month long experiment dubbed 'smartSDH' (carried out in 27 employees' office space) where users report their preferences for the brightness of overhead lighting. smartSDH implements a modified Vickrey-Clarke-Groves (VCG) mechanism; assuming users are rational, it incentivizes truthful reporting, implements the socially desirable outcome, and compensates participants to ensure higher payoffs under smartSDH when compared with the default outside option(i.e., the option chosen in the absence of such a mechanism). smartSDH assesses the feasibility of the VCG mechanism in the context of smart building control and evaluated smartSDH's effect using metrics such as light level satisfaction, incentive satisfaction, and energy consumption. Although previous studies on the theoretical aspects of the mechanism indicate user satisfaction, our experiments indicate quite the contrary. We found that the participants were significantly less satisfied with light brightness and incentives determined by the VCG mechanism over time. These data suggest the need for more realistic behavioral models to design IoT technologies and highlights difficulties in estimating preferences from observable external factors such as atmospheric conditions., Comment: 11 pages, 4 figures

Motivated by applications in cyber security, we develop a simple game model for describing how a learning agent's private information influences an observing agent's inference process. The model describes a situation in which one of the agents (attacker) is deciding which of two targets to attack, one with a known reward and another with uncertain reward. The attacker receives a single private sample from the uncertain target's distribution and updates its belief of the target quality. The other agent (defender) knows the true rewards, but does not see the sample that the attacker has received. This leads to agents possessing asymmetric information: the attacker is uncertain over the parameter of the distribution, whereas the defender is uncertain about the observed sample. After the attacker updates its belief, both the attacker and the defender play a simultaneous move game based on their respective beliefs. We offer a characterization of the pure strategy equilibria of the game and explain how the players' decisions are influenced by their prior knowledge and the payoffs/costs., Comment: Accepted to 58th Conference on Decision and Control (2019)

In recent years, data has played an increasingly important role in the economy as a good in its own right. In many settings, data aggregators cannot directly verify the quality of the data they purchase, nor the effort exerted by data sources when creating the data. Recent work has explored mechanisms to ensure that the data sources share high quality data with a single data aggregator, addressing the issue of moral hazard. Oftentimes, there is a unique, socially efficient solution. In this paper, we consider data markets where there is more than one data aggregator. Since data can be cheaply reproduced and transmitted once created, data sources may share the same data with more than one aggregator, leading to free-riding between data aggregators. This coupling can lead to non-uniqueness of equilibria and social inefficiency. We examine a particular class of mechanisms that have received study recently in the literature, and we characterize all the generalized Nash equilibria of the resulting data market. We show that, in contrast to the single-aggregator case, there is either infinitely many generalized Nash equilibria or none. We also provide necessary and sufficient conditions for all equilibria to be socially inefficient. In our analysis, we identify the components of these mechanisms which give rise to these undesirable outcomes, showing the need for research into mechanisms for competitive settings with multiple data purchasers and sellers., Comment: accepted in the IEEE Transactions on Automatic Control

Despite growing attention in autonomy, there are still many open problems, including how autonomous vehicles will interact and communicate with other agents, such as human drivers and pedestrians. Unlike most approaches that focus on pedestrian detection and planning for collision avoidance, this paper considers modeling the interaction between human drivers and pedestrians and how it might influence map estimation, as a proxy for detection. We take a mapping inspired approach and incorporate people as sensors into mapping frameworks. By taking advantage of other agents' actions, we demonstrate how we can impute portions of the map that would otherwise be occluded. We evaluate our framework in human driving experiments and on real-world data, using occupancy grids and landmark-based mapping approaches. Our approach significantly improves overall environment awareness and out-performs standard mapping techniques., Comment: 7 pages, 2018 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS)

Supply Shortage Outages are a major concern during peak demand for developing countries. In the Philippines, commercial loads have unused backup generation of up to 3000 MW, at the same time there are shortages of as much as 700 MW during peak demand. This gives utilities the incentive to implement Demand Response programs to minimize this shortage. But when considering Demand Response from a modeling perspective, social welfare through profit is always the major objective for program implementation. That isn't always the case during an emergency situation as there can be a trade-off between grid resilience and cost of electricity. The question is how the Distribution Utility (DU) shall optimally allocate the unused generation to meet the shortage when this trade-off exists. We formulate a combined multi-objective optimal dispatch model where we can make a direct comparison between the least-cost and resilience objectives. We find that this trade-off is due to the monotonically increasing nature of energy cost functions. If the supply is larger than the demand, the DU can perform a least-cost approach in the optimal dispatch since maximizing the energy generated in this case can lead to multiple solutions. We also find in our simulation that in cases where the supply of energy from the customers is less than shortage quantity, the DU must prioritize maximizing the generated energy rather than minimizing cost.

We formulate a multi-armed bandit (MAB) approach to choosing expert policies online in Markov decision processes (MDPs). Given a set of expert policies trained on a state and action space, the goal is to maximize the cumulative reward of our agent. The hope is to quickly find the best expert in our set. The MAB formulation allows us to quantify the performance of an algorithm in terms of the regret incurred from not choosing the best expert from the beginning. We first develop the theoretical framework for MABs in MDPs, and then present a basic regret decomposition identity. We then adapt the classical Upper Confidence Bounds algorithm to the problem of choosing experts in MDPs and prove that the expected regret grows at worst at a logarithmic rate. Lastly, we validate the theory on a small MDP.

In order to develop provably safe human-in-the-loop systems, accurate and precise models of human behavior must be developed. In the case of intelligent vehicles, one can imagine the need for predicting driver behavior to develop minimally invasive active safety systems or to safely interact with other vehicles on the road. We present a optimization based method for approximating the stochastic reachable set for human-in-the-loop systems. This method identifies the most precise subset of states that a human driven vehicle may enter, given some dataset of observed trajectories. We phrase this problem as a mixed integer linear program, which can be solved using branch and bound methods. The resulting model uncovers the most representative subset that encapsulates the likely trajectories, up to some probability threshold, by optimally rejecting outliers in the dataset. This tool provides set predictions consisting of trajectories observed from the nonlinear dynamics and behaviors of the human driven car, and can account for modes of behavior, like the driver state or intent. This allows us to predict driving behavior over long time horizons with high accuracy. By using this realistic data and flexible algorithm, a precise and accurate driver model can be developed to capture likely behaviors. The resulting prediction can be tailored to an individual for use in semi-autonomous frameworks or generally applied for autonomous planning in interactive maneuvers.

In this paper, we introduce a preliminary model for interactions in the data market. Recent research has shown ways in which a data aggregator can design mechanisms for users to ensure the quality of data, even in situations where the users are effort-averse (i.e. prefer to submit lower-quality estimates) and the data aggregator cannot observe the effort exerted by the users (i.e. the contract suffers from the principal-agent problem). However, we have shown that these mechanisms often break down in more realistic models, where multiple data aggregators are in competition. Under minor assumptions on the properties of the statistical estimators in use by data aggregators, we show that there is either no Nash equilibrium, or there is an infinite number of Nash equilibrium. In the latter case, there is a fundamental ambiguity in who bears the burden of incentivizing different data sources. We are also able to calculate the price of anarchy, which measures how much social welfare is lost between the Nash equilibrium and the social optimum, i.e. between non-cooperative strategic play and cooperation.

The widespread applicability of analytics in cyber-physical systems has motivated research into causal inference methods. Predictive estimators are not sufficient when analytics are used for decision making; rather, the flow of causal effects must be determined. Generally speaking, these methods focus on estimation of a causal structure from experimental data. In this paper, we consider the dual problem: we fix the causal structure and optimize over causal imputations to achieve desirable system behaviors for a minimal imputation cost. First, we present the optimal causal imputation problem, and then we analyze the problem in two special cases: 1) when the causal imputations can only impute to a fixed value, 2) when the causal structure has linear dynamics with additive Gaussian noise. This optimal causal imputation framework serves to bridge the gap between causal structures and control.

Large-scale sensing and actuation infrastructures have allowed buildings to achieve significant energy savings; at the same time, these technologies introduce significant privacy risks that must be addressed. In this paper, we present a framework for modeling the trade-off between improved control performance and increased privacy risks due to occupancy sensing. More specifically, we consider occupancy-based HVAC control as the control objective and the location traces of individual occupants as the private variables. Previous studies have shown that individual location information can be inferred from occupancy measurements. To ensure privacy, we design an architecture that distorts the occupancy data in order to hide individual occupant location information while maintaining HVAC performance. Using mutual information between the individual's location trace and the reported occupancy measurement as a privacy metric, we are able to optimally design a scheme to minimize privacy risk subject to a control performance guarantee. We evaluate our framework using real-world occupancy data: first, we verify that our privacy metric accurately assesses the adversary's ability to infer private variables from the distorted sensor measurements; then, we show that control performance is maintained through simulations of building operations using these distorted occupancy readings.

As our ground transportation infrastructure modernizes, the large amount of data being measured, transmitted, and stored motivates an analysis of the privacy aspect of these emerging cyber-physical technologies. In this paper, we consider privacy in the routing game, where the origins and destinations of drivers are considered private. This is motivated by the fact that this spatiotemporal information can easily be used as the basis for inferences for a person's activities. More specifically, we consider the differential privacy of the mapping from the amount of flow for each origin-destination pair to the traffic flow measurements on each link of a traffic network. We use a stochastic online learning framework for the population dynamics, which is known to converge to the Nash equilibrium of the routing game. We analyze the sensitivity of this process and provide theoretical guarantees on the convergence rates as well as differential privacy values for these models. We confirm these with simulations on a small example., Comment: Extended draft of paper that appears in 2015 IEEE CDC

As smart meters continue to be deployed around the world collecting unprecedented levels of fine-grained data about consumers, we need to find mechanisms that are fair to both, (1) the electric utility who needs the data to improve their operations, and (2) the consumer who has a valuation of privacy but at the same time benefits from sharing consumption data. In this paper we address this problem by proposing privacy contracts between electric utilities and consumers with the goal of maximizing the social welfare of both. Our mathematical model designs an optimization problem between a population of users that have different valuations on privacy and the costs of operation by the utility. We then show how contracts can change depending on the probability of a privacy breach. This line of research can help inform not only current but also future smart meter collection practices., Comment: revised proposition 4; fixed typos

In the electricity grid, networked sensors which record and transmit increasingly high-granularity data are being deployed. In such a setting, privacy concerns are a natural consideration. We present an attack model for privacy breaches, and, using results from estimation theory, derive theoretical results ensuring that an adversary will fail to infer private information with a certain probability, independent of the algorithm used. We show utility companies would benefit from less noisy, higher frequency data, as it would improve various smart grid operations such as load prediction. We provide a method to quantify how smart grid operations improve as a function of higher frequency data. In order to obtain the consumer's valuation of privacy, we design a screening mechanism consisting of a menu of contracts to the energy consumer with varying guarantees of privacy. The screening process is a means to segment customers. Finally, we design insurance contracts using the probability of a privacy breach to be offered by third-party insurance companies.

The modernization of the electrical grid and the installation of smart meters come with many advantages to control and monitoring. However, in the wrong hands, the data might pose a privacy threat. In this paper, we consider the tradeoff between smart grid operations and the privacy of consumers. We analyze the tradeoff between smart grid operations and how often data is collected by considering a realistic direct-load control example using thermostatically controlled loads, and we give simulation results to show how its performance degrades as the sampling frequency decreases. Additionally, we introduce a new privacy metric, which we call inferential privacy. This privacy metric assumes a strong adversary model, and provides an upper bound on the adversary's ability to infer a private parameter, independent of the algorithm he uses. Combining these two results allow us to directly consider the tradeoff between better load control and consumer privacy.

Blind system identification is known to be an ill-posed problem and without further assumptions, no unique solution is at hand. In this contribution, we are concerned with the task of identifying an ARX model from only output measurements. We phrase this as a constrained rank minimization problem and present a relaxed convex formulation to approximate its solution. To make the problem well posed we assume that the sought input lies in some known linear subspace., Comment: Submitted to the IFAC World Congress 2014. arXiv admin note: text overlap with arXiv:1303.6719

The utility company has many motivations for modifying energy consumption patterns of consumers such as revenue decoupling and demand response programs. We model the utility company--consumer interaction as a principal--agent problem. We present an iterative algorithm for designing incentives while estimating the consumer's utility function. Incentives are designed using the aggregated as well as the disaggregated (device level) consumption data. We simulate the iterative control (incentive design) and estimation (utility learning and disaggregation) process for examples including the design of incentives based on the aggregate consumption data as well as the disaggregated consumption data.

Provided an arbitrary nonintrusive load monitoring (NILM) algorithm, we seek bounds on the probability of distinguishing between scenarios, given an aggregate power consumption signal. We introduce a framework for studying a general NILM algorithm, and analyze the theory in the general case. Then, we specialize to the case where the error is Gaussian. In both cases, we are able to derive upper bounds on the probability of distinguishing scenarios. Finally, we apply the results to real data to derive bounds on the probability of distinguishing between scenarios as a function of the measurement noise, the sampling rate, and the device usage., Comment: Submitted to the 3rd ACM International Conference on High Confidence Networked Systems (HiCoNS)

The energy disaggregation problem is recovering device level power consumption signals from the aggregate power consumption signal for a building. We show in this paper how the disaggregation problem can be reformulated as an adaptive filtering problem. This gives both a novel disaggregation algorithm and a better theoretical understanding for disaggregation. In particular, we show how the disaggregation problem can be solved online using a filter bank and discuss its optimality., Comment: Submitted to 51st Annual Allerton Conference on Communication, Control, and Computing

In compressive sensing, the basis pursuit algorithm aims to find the sparsest solution to an underdetermined linear equation system. In this paper, we generalize basis pursuit to finding the sparsest solution to higher order nonlinear systems of equations, called nonlinear basis pursuit. In contrast to the existing nonlinear compressive sensing methods, the new algorithm that solves the nonlinear basis pursuit problem is convex and not greedy. The novel algorithm enables the compressive sensing approach to be used for a broader range of applications where there are nonlinear relationships between the measurements and the unknowns.

Energy disaggregation, also known as non-intrusive load monitoring (NILM), is the task of separating aggregate energy data for a whole building into the energy data for individual appliances. Studies have shown that simply providing disaggregated data to the consumer improves energy consumption behavior. However, placing individual sensors on every device in a home is not presently a practical solution. Disaggregation provides a feasible method for providing energy usage behavior data to the consumer which utilizes currently existing infrastructure. In this paper, we present a novel framework to perform the energy disaggregation task. We model each individual device as a single-input, single-output system, where the output is the power consumed by the device and the input is the device usage. In this framework, the task of disaggregation translates into finding inputs for each device that generates our observed power consumption. We describe an implementation of this framework, and show its results on simulated data as well as data from a small-scale experiment., Comment: Submitted to 52nd IEEE Conference on Decision and Control (CDC 2013)

Blind system identification is known to be a hard ill-posed problem and without further assumptions, no unique solution is at hand. In this contribution, we are concerned with the task of identifying an ARX model from only output measurements. Driven by the task of identifying systems that are turned on and off at unknown times, we seek a piecewise constant input and a corresponding ARX model which approximates the measured outputs. We phrase this as a rank minimization problem and present a relaxed convex formulation to approximate its solution. The proposed method was developed to model power consumption of electrical appliances and is now a part of a bigger energy disaggregation framework. Code will be made available online., Comment: Submitted to the 52nd IEEE Conference on Decision and Control

In many compressive sensing problems today, the relationship between the measurements and the unknowns could be nonlinear. Traditional treatment of such nonlinear relationships have been to approximate the nonlinearity via a linear model and the subsequent un-modeled dynamics as noise. The ability to more accurately characterize nonlinear models has the potential to improve the results in both existing compressive sensing applications and those where a linear approximation does not suffice, e.g., phase retrieval. In this paper, we extend the classical compressive sensing framework to a second-order Taylor expansion of the nonlinearity. Using a lifting technique and a method we call quadratic basis pursuit, we show that the sparse signal can be recovered exactly when the sampling rate is sufficiently high. We further present efficient numerical algorithms to recover sparse signals in second-order nonlinear systems, which are considerably more difficult to solve than their linear counterparts in sparse optimization.

Given a linear system in a real or complex domain, linear regression aims to recover the model parameters from a set of observations. Recent studies in compressive sensing have successfully shown that under certain conditions, a linear program, namely, l1-minimization, guarantees recovery of sparse parameter signals even when the system is underdetermined. In this paper, we consider a more challenging problem: when the phase of the output measurements from a linear system is omitted. Using a lifting technique, we show that even though the phase information is missing, the sparse signal can be recovered exactly by solving a simple semidefinite program when the sampling rate is sufficiently high, albeit the exact solutions to both sparse signal recovery and phase retrieval are combinatorial. The results extend the type of applications that compressive sensing can be applied to those where only output magnitudes can be observed. We demonstrate the accuracy of the algorithms through theoretical analysis, extensive simulations and a practical experiment., Comment: Parts of the derivations have submitted to the 16th IFAC Symposium on System Identification, SYSID 2012, and parts to the 51st IEEE Conference on Decision and Control, CDC 2012