Forecasting electricity consumption using a novel hybrid model

GF Fan, X Wei, YT Li, WC Hong - Sustainable Cities and Society, 2020 - Elsevier
In recent years, the electricity industry has become increasingly important to social and
economic development. For sustainability of the power industrial business, an accurate …

On distributionally robust generalized Nash games defined over the Wasserstein ball

F Fabiani, B Franci - Journal of Optimization Theory and Applications, 2023 - Springer
In this paper we propose an exact, deterministic, and fully continuous reformulation of
generalized Nash games characterized by the presence of soft coupling constraints in the …

Distributionally robust equilibrium for continuous games: Nash and Stackelberg models

Y Liu, H Xu, SJS Yang, J Zhang - European Journal of Operational …, 2018 - Elsevier
We develop several distributionally robust equilibrium models, following the recent research
surge of robust game theory, in which some or all of the players in the games lack of …

Probably approximately correct Nash equilibrium learning

F Fele, K Margellos - IEEE Transactions on Automatic Control, 2020 - ieeexplore.ieee.org
We consider a multiagent noncooperative game with agents' objective functions being
affected by uncertainty. Following a data driven paradigm, we represent uncertainty by …

A second-order cone programming formulation for two player zero-sum games with chance constraints

VV Singh, A Lisser - European Journal of Operational Research, 2019 - Elsevier
We consider a two player finite strategic zero-sum game where each player has stochastic
linear constraints. We formulate the stochastic constraints of each player as chance …

Games with distributionally robust joint chance constraints

S Peng, A Lisser, VV Singh, N Gupta… - Optimization Letters, 2021 - Springer
This paper studies an n-player non-cooperative game where each player has expected-
value payoff function and chance-constrained strategy set. We consider the case where the …

General sum games with joint chance constraints

S Peng, VV Singh, A Lisser - Operations Research Letters, 2018 - Elsevier
We consider an n-player non-cooperative game with continuous strategy sets. The strategy
set of each player contains a set of stochastic linear constraints. We model the stochastic …

Distributionally robust chance-constrained games: existence and characterization of Nash equilibrium

VV Singh, O Jouini, A Lisser - Optimization Letters, 2017 - Springer
We consider an n-player finite strategic game. The payoff vector of each player is a random
vector whose distribution is not completely known. We assume that the distribution of a …

Random games under elliptically distributed dependent joint chance constraints

HN Nguyen, A Lisser, VV Singh - Journal of Optimization Theory and …, 2022 - Springer
We study an n-player game with random payoffs and continuous strategy sets. The payoff
function of each player is defined by its expected value and the strategy set of each player is …

On the robustness of equilibria in generalized aggregative games

F Fabiani, K Margellos… - 2020 59th IEEE …, 2020 - ieeexplore.ieee.org
We assess the robustness of equilibria in generalized Nash equilibrium problems in
aggregative form subject to linear coupling constraints affected by uncertainty with a …