We address a class of Nash games with nonconvex coupling constraints for which we define a novel notion of local equilibrium, here named local generalized Nash equilibrium (LGNE). Our first technical contribution is to show the stability in the game theoretic sense of these equilibria on a specific local subset of the original feasible set. Remarkably, we show that the proposed notion of local equilibrium can be equivalently formulated as the solution of a quasi-variational inequality with equal Lagrange multipliers. Next, under the additional proximal smoothness assumption of the coupled feasible set, we define conditions for the existence and local uniqueness of a LGNE. To compute such an equilibrium, we propose two discrete-time dynamics, or fixed-point iterations implemented in a centralized fashion. Our third technical contribution is to prove convergence under (strongly) monotone assumptions on the pseudo- gradient mapping of the game and proximal smoothness of the coupled feasible set. Finally, we apply our theoretical results to a noncooperative version of the optimal power flow control problem.

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 their cost in the presence of uncertain wind power generation by a game theory approach. We assume that each user selfishly formulates its grid optimization problem as a noncooperative game. The core challenge in this article is defining an approach to cope with the uncertainty in wind power availability. We tackle this issue from two different sides: by employing the expected value to define a deterministic counterpart for the problem and by adopting a stochastic approximated framework. In the latter case, we employ the sample average approximation (SAA) technique, whose results are based on a probability density function (PDF) for the wind speed forecasts. We improve the PDF by using historical wind speed data, and by employing a control index that takes into account the weather condition stability. Numerical simulations on a real data set show that the proposed stochastic strategy generates lower individual costs compared to the standard expected value approach.

This paper focuses on the control of microgrids where both gas and electricity are provided to the final customer, i.e., multi-carrier microgrids. Hence, these microgrids include thermal and electrical loads, renewable energy sources, energy storage systems, heat pumps, and combined heat and power units. The parameters characterizing the multi-carrier microgrid are subject to several disturbances, such as fluctuations in the provision of renewable energy, variability in the electrical and thermal demand, and uncertainties in the electricity and gas pricing. With the aim of accounting for the data uncertainties in the microgrid, we propose a Robust Model Predictive Control (RMPC) approach whose goal is to minimize the total economical cost, while satisfying comfort and energy requests of the final users. In the related literature various RMPC approaches have been proposed, focusing either on electrical or on thermal microgrids. Only a few contributions have addressed the robust control of multi-carrier microgrids. Consequently, we propose an innovative RMPC algorithm that employs on an uncertainty set-based method and that can provide better performance compared with deterministic model predictive controllers applied to multi-carrier microgrids. With the aim of mitigating the conservativeness of the approach, we define suitable robustness factors and we investigate the effects of such factors on the robustness of the solution against variations of the uncertain parameters. We show the effectiveness of the proposed RMPC approach by applying it to a realistic residential multi-carrier microgrid and comparing the obtained results with the ones of a baseline robust method.

In this paper, we consider a smart grid where users behave selfishly, aiming at minimizing cost in the presence of uncertain wind power availability. We adopt a demand side management (DSM) model, where active users (so-called prosumers) have both private generation and local storage availability. These prosumers participate to the DSM strategy by updating their energy schedule, seeking to minimize their local cost, given their local preferences and the global grid constraints. The energy price is defined as a function of the aggregate load and the wind power availability. We model the resulting problem as a non-cooperative Nash game and propose a semi-decentralized algorithm to compute an equilibrium. To cope with the uncertainty in the wind power, we adopt a rolling-horizon approach, and in addition we use a stochastic optimization technique. We generate several wind power production scenarios from a defined probability density function (PDF), determining an approximate stochastic cost function. Simulations results on a real dataset show that the proposed approach generates lower individual costs compared to a standard expected value approach.

We present a Robust Model Predictive Control (RMPC) approach for multi-carrier microgrids, i.e., microgrids based on gas and electricity. The microgrid that we consider includes thermal loads, electrical loads, renewable energy sources, energy storage systems, heat pumps, and combined heat and power plants. Moreover, the system under control is affected by several external disturbances, e.g., uncertainty in renewable energy generation, electrical and thermal demand. The goal of the controller is to minimize the overall economical cost and the energy exchange with the main grid, while guaranteeing comfort. Whereas several RMPC methods have been developed for electrical or thermal microgrids, little or no attention has been devoted to robust control of multi-carrier microgrids. Therefore, we consider a novel RMPC algorithm that can improve the performance with respect to classical deterministic Model Predictive Control (Det-MPC) controllers in the context of multi-carrier microgrids. The RMPC method relies on the box-uncertainty-set robust optimization, where uncertain parameters are assumed to take their values from different intervals independently. The RMPC approach is able to successfully satisfy the constraints even in the presence of the mentioned disturbances. Simulations of a realistic residential case study show the benefits of the proposed approach with respect to Det-MPC controllers.