  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.
