Nespoli, LorenzoSalani, MatteoMedici, Vasco2018-12-132018-12-132018-12-132018-01-0110.1109/SEST.2018.8495809https://infoscience.epfl.ch/handle/20.500.14299/151977WOS:000450802300063We propose a method to design a decentralized energy market which guarantees individual rationality (IR) in expectation, in the presence of system-level grid constraints. We formulate the market as a welfare maximization problem subject to IR constraints, and we make use of Lagrangian duality to model the problem as a n-person non-cooperative game with a unique generalized Nash equilibrium (GNE). We provide a distributed algorithm which converges to the GNE. The convergence and properties of the algorithm are investigated by means of numerical simulations.Computer Science, Theory & MethodsEnergy & FuelsComputer Sciencegamestext::conference output::conference proceedings::conference paper