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 …
economic development. For sustainability of the power industrial business, an accurate …
On distributionally robust generalized Nash games defined over the Wasserstein ball
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 …
generalized Nash games characterized by the presence of soft coupling constraints in the …
Distributionally robust equilibrium for continuous games: Nash and Stackelberg models
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 …
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 …
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
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 …
linear constraints. We formulate the stochastic constraints of each player as chance …
Games with distributionally robust joint chance constraints
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 …
value payoff function and chance-constrained strategy set. We consider the case where the …
General sum games with joint chance constraints
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 …
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
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 …
vector whose distribution is not completely known. We assume that the distribution of a …
Random games under elliptically distributed dependent joint chance constraints
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 …
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 …
aggregative form subject to linear coupling constraints affected by uncertainty with a …