Payoff distribution in robust coalitional games on time-varying networks

In this article, we consider a sequence of transferable utility coalitional games, where the actual coalitional values are unknown but vary within known bounds. As a solution to the resulting family of games, we formalize the notion of 'robust core.' Our main contribution is to design two distributed algorithms, namely 1) distributed payoff...

Distributed Demand Side Management With Stochastic Wind Power Forecasting

In this article, we propose a distributed demand-side management (DSM) approach for smart grids taking into account uncertainty in wind power forecasting. The smart grid model comprehends traditional users as well as active users (prosumers). Through a rolling-horizon approach, prosumers participate in a DSM program, aiming at minimizing...

A distributed forward-backward algorithm for stochastic generalized Nash equilibrium seeking

We consider the stochastic generalized Nash equilibrium problem (SGNEP) with expected-value cost functions. Inspired by Yi and Pavel (2019), we propose a distributed generalized Nash equilibrium seeking algorithm based on the preconditioned forward-backward operator splitting for SGNEPs, where, at each iteration, the expected value of the...