Stochastic Online Feedback Optimization for Networks of Non-Compliant Agents

Abstract: In several applications of online optimization to networked systems such as power grids and robotic networks, information about the system model and its disturbances is not generally available. Within the optimization community, increasing interest has been devoted to the framework of online feedback optimization (OFO), which aims to address these challenges by leveraging real-time input-output measurements to empower online optimization. We extend the OFO framework to a stochastic setting, allowing the subsystems comprising the network (the $\textit{agents}$) to be $\textit{non-compliant}$. This means that the actual control input implemented by the agents is a random variable depending upon the control setpoint generated by the OFO algorithm. Mean-square error bounds are obtained for the general algorithm and the theory is illustrated in application to power systems.