A computer implemented method for controlling a load aggregator for a grid includes receiving a predicted power demand over a horizon of time steps associated with one of at least two buildings, aggregating the predicted power demand at each time step to obtain an aggregate power demand, applying a learnable convolutional filter on the aggregate power demand to obtain a target load, computing a difference between the predicted power demand of the one building with the target load to obtain a power shift associated with the one building over the horizon of time steps, apportioning the power shift according to a learnable weighted vector to obtain an apportioned power shift, optimizing the learnable weighted vector and the learnable convolutional filter via an evolutionary strategy based update to obtain an optimized apportioned power shift, and transmitting the optimized apportioned power shift to a building level controller associated with the one building.