Skip to content
DraconiticResearch
Search Sources API
203,234 studies31 sourcesUpdated 17 min ago
PreprintarXiv licencearXiv

How suboptimal is my stochastic network controller allowed to be? Completion certificates with application to power grids hosting AI data centers

Abstract

Power grids are beginning to host AI data centers whose demand can change abruptly and in a correlated way, and operators and planners must decide whether existing controllers can absorb the resulting transients and where new flexibility is worth installing. We cast this as a question in stochastic control: how far from optimal is an implementable controller? For controlled diffusions with affine, state-independent actuation, additive and possibly degenerate noise and quadratic control cost, any Hamilton-Jacobi-Bellman (HJB) subsolution bounds the optimal cost from below and simulation bounds the deployed cost from above, so their gap certifies the permissible suboptimality. We construct subsolutions from path-integral control by completing the control geometry: enlarging the control Gramian until it matches the physical noise makes the problem linearly solvable, and its Feynman-Kac value is an automatic lower bound whose HJB residual is exactly the energy of the fictitious control. A dual noise-deflation construction can be tighter but requires a curvature condition. The geometry yields planning rules: price control authority in proportion to local noise variance, and use shadow values to guide sparse reinforcement. For nonlinear stochastic swing dynamics of the IEEE 118-bus system after a severe load loss, a simple generator controller is certified within 2.8% of optimal under homogeneous forcing; under heterogeneous forcing the gap is 39% with uniform prices and 1.2% once the same total authority is repriced, before any hardware is added.

Related

  1. Stochastic Gradient Descent Ascent is Suboptimal for Nonconvex-PŁ Min-Max Games
    Junsoo Ha
    arXivPreprintarXiv licenceFull textStatisticsarXiv
  2. Reach-Avoid Certificates for Contact-based Stochastic Hybrid Systems
    Tianyi Xia, Ryan K. Cosner
    arXivPreprintarXiv licenceFull textProbabilityarXiv
  3. Weighted selection from elliptical distributions: a stochastic representation and an application to portfolio separation
    Nils Chr Framstad
    arXivPreprintarXiv licenceFull textProbabilityarXiv
  4. Sample average approximation of multiobjective stochastic optimization problems with application in insurance
    Bogdan Norkin
    arXivPreprintCC BY-NC-ND 4.0Full textOptimisation & controlarXiv
  5. Deterministic and stochastic particle methods for the Fokker-Planck equation in S--formulation with application to point set registration
    Klaas Willems, Angelo Iollo, Giovanni Russo +1
    arXivPreprintCC BY 4.0Full textNumerical analysis & scientific computingarXiv
BibTeX
@misc{chertkov2026suboptimal,
  title = {{How suboptimal is my stochastic network controller allowed to be? Completion certificates with application to power grids hosting AI data centers}},
  author = {Michael Chertkov},
  howpublished = {arXiv},
  year = {2026},
  month = oct,
  doi = {10.48550/arxiv.2610.03275},
  eprint = {2610.03275},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2610.03275},
}
RIS
TY  - UNPB
TI  - How suboptimal is my stochastic network controller allowed to be? Completion certificates with application to power grids hosting AI data centers
AU  - Michael Chertkov
PY  - 2026
DA  - 2026/10/02
PB  - arXiv
DO  - 10.48550/arxiv.2610.03275
UR  - https://arxiv.org/abs/2610.03275
AB  - Power grids are beginning to host AI data centers whose demand can change abruptly and in a correlated way, and operators and planners must decide whether existing controllers can absorb the resulting transients and where new flexibility is worth installing. We cast this as a question in stochastic control: how far from optimal is an implementable controller? For controlled diffusions with affine, state-independent actuation, additive and possibly degenerate noise and quadratic control cost, any Hamilton-Jacobi-Bellman (HJB) subsolution bounds the optimal cost from below and simulation bounds the deployed cost from above, so their gap certifies the permissible suboptimality. We construct subsolutions from path-integral control by completing the control geometry: enlarging the control Gramian until it matches the physical noise makes the problem linearly solvable, and its Feynman-Kac value is an automatic lower bound whose HJB residual is exactly the energy of the fictitious control. A dual noise-deflation construction can be tighter but requires a curvature condition. The geometry yields planning rules: price control authority in proportion to local noise variance, and use shadow values to guide sparse reinforcement. For nonlinear stochastic swing dynamics of the IEEE 118-bus system after a severe load loss, a simple generator controller is certified within 2.8% of optimal under homogeneous forcing; under heterogeneous forcing the gap is 39% with uniform prices and 1.2% once the same total authority is repriced, before any hardware is added.
ER  -