Related papers: Scenario-based decision-making for power systems i…
We propose a type of non-cooperative game, termed multi-cluster aggregative game, which is composed of clusters as players, where each cluster consists of collaborative agents with cost functions depending on their own decisions and the…
Energy infrastructure planning under uncertainty has become increasingly complex as electrification, interdependence between energy carriers, decarbonization, and extreme weather events reshape long-term investment decisions. This paper…
We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to…
In this paper, we consider a Nash equilibrium seeking problem for a class of high-order multi-agent systems with unknown dynamics. Different from existing results for single integrators, we aim to steer the outputs of this class of…
We consider multi-agent decision making where each agent optimizes its convex cost function subject to individual and coupling constraints. The constraint sets are compact convex subsets of a Euclidean space. To learn Nash equilibria, we…
We study the scenario approach for solving chance-constrained optimization in time-coupled dynamic environments. Scenario generation methods approximate the true feasible region from scenarios generated independently and identically from…
Spot electricity markets are considered under a Game-Theoretic framework, where risk averse players submit orders to the market clearing mechanism to maximise their own utility. Consistent with the current practice in Europe, the market…
Concurrent stochastic games (CSGs) are an ideal formalism for modelling probabilistic systems that feature multiple players or components with distinct objectives making concurrent, rational decisions. Examples include communication or…
Finding, counting, or determining the existence of Nash equilibria, where players must play optimally given each others' actions, are known to be computational intractable problems. We ask whether weakening optimality to the requirement…
Several notions of game enjoy a Nash-like notion of equilibrium without guarantee of existence. There are different ways of weakening a definition of Nash-like equilibrium in order to guarantee the existence of a weakened equilibrium.…
Dispatchability of renewable energy sources and inflexible loads can be achieved using a volatility-compensating energy storage. However, as the future power outputs of the inflexible devices are uncertain, the computation of a dispatch…
High fidelity simulation of large-sized complex networks can be realized on a distributed computing platform that leverages the combined resources of multiple processors or machines. In a discrete event driven simulation, the assignment of…
This work studies the decentralized and uncoordinated energy source selection problem for smart-grid consumers with heterogeneous energy profiles and risk attitudes: they compete for a limited amount of renewable energy in their local…
Strategic interactions can be represented more concisely, and analyzed and solved more efficiently, if we are aware of the symmetries within the multiagent system. Symmetries also have conceptual implications, for example for equilibrium…
In the policy making process a number of disparate and diverse issues such as economic development, environmental aspects, as well as the social acceptance of the policy, need to be considered. A single person might not have all the…
Game theory relies heavily on the availability of cardinal utility functions, but in fields such as matching markets, only ordinal preferences are typically elicited. The literature focuses on mechanisms with simple dominant strategies, but…
The computational characterization of game-theoretic solution concepts is a central topic in artificial intelligence, with the aim of developing computationally efficient tools for finding optimal ways to behave in strategic interactions.…
This paper considers a two-player game where each player chooses a resource from a finite collection of options. Each resource brings a random reward. Both players have statistical information regarding the rewards of each resource.…
When two or more self-interested agents put their plans to execution in the same environment, conflicts may arise as a consequence, for instance, of a common utilization of resources. In this case, an agent can postpone the execution of a…
We study stochastic Nash equilibrium problems subject to heterogeneous uncertainty on the expected valued cost functions of the individual agents, where we assume no prior knowledge of the underlying probability distributions of the…