  Demand-side management presents significant benefits in reducing the energy
load in smart grids by balancing consumption demands or including energy
generation and/or storage devices in the user's side. These techniques
coordinate the energy load so that users minimize their monetary expenditure.
However, these methods require accurate predictions in the energy consumption
profiles, which make them inflexible to real demand variations. In this paper
we propose a realistic model that accounts for uncertainty in these variations
and calculates a robust price for all users in the smart grid. We analyze the
existence of solutions for this novel scenario, propose convergent distributed
algorithms to find them, and perform simulations considering energy
expenditure. We show that this model can effectively reduce the monetary
expenses for all users in a real-time market, while at the same time it
provides a reliable production cost estimate to the energy supplier.
