Generalized Stochastic Dynamic Aggregative Game for Demand-Side Management in Microgrids with Shared Battery

Abstract: In this paper, we focus on modeling and analysis of demand-side management in a microgrid where agents utilize grid energy and a shared battery charged by renewable energy sources. We model the problem as a generalized stochastic dynamic aggregative game with chance constraints that capture the effects of uncertainties in the renewable generation and agents' demands. Computing the solution of the game is a complex task due to probabilistic and coupling constraints among the agents through the state of charge of the shared battery. We investigate the Nash equilibrium of this game under uncertainty considering both the uniqueness of the solution and the effect of uncertainty on the solution. Simulation results demonstrate that the presented stochastic method is superior to deterministic methods.