Rapid AI data-center power fluctuations challenge grid integration. Sustained grid-import smoothing requires allocating limited battery power and energy under uncertain demand.

We formulate risk-aware BESS scheduling that coordinates advance reserve commitments and demand-responsive dispatch, accounting for operating costs, grid-ramp penalties, and their conditional value-at-risk. We develop battery scheduling decision-focused learning (BS-DFL) with a constraint-aware neural optimization layer trained directly from this objective without optimal-solution labels.

The trained layer is then frozen to guide demand-predictor learning through scheduling costs and ramping risk, enabling solver-free rolling-horizon scheduling. In a 10,000-minute simulation using loads derived from measured AI workloads, BS-DFL reduces mean absolute minute-to-minute grid-import changes by 71.70% and total scheduling cost by 18.01% relative to an MSE-trained predictor coupled with a mixed-integer linear programming solver, with an average decision time of 18.77 ms.