  In recent years, multi-access edge computing (MEC) is a key enabler for
handling the massive expansion of Internet of Things (IoT) applications and
services. However, energy consumption of a MEC network depends on volatile
tasks that induces risk for energy demand estimations. As an energy supplier, a
microgrid can facilitate seamless energy supply. However, the risk associated
with energy supply is also increased due to unpredictable energy generation
from renewable and non-renewable sources. Especially, the risk of energy
shortfall is involved with uncertainties in both energy consumption and
generation. In this paper, we study a risk-aware energy scheduling problem for
a microgrid-powered MEC network. First, we formulate an optimization problem
considering the conditional value-at-risk (CVaR) measurement for both energy
consumption and generation, where the objective is to minimize the expected
residual of scheduled energy for the MEC networks and we show this problem is
an NP-hard problem. Second, we analyze our formulated problem using a
multi-agent stochastic game that ensures the joint policy Nash equilibrium, and
show the convergence of the proposed model. Third, we derive the solution by
applying a multi-agent deep reinforcement learning (MADRL)-based asynchronous
advantage actor-critic (A3C) algorithm with shared neural networks. This method
mitigates the curse of dimensionality of the state space and chooses the best
policy among the agents for the proposed problem. Finally, the experimental
results establish a significant performance gain by considering CVaR for high
accuracy energy scheduling of the proposed model than both the single and
random agent models.
