We consider an n-player finite strategic game. The payoff vector of each player is a random vector whose distribution is not completely known. We assume that the distribution of a random payoff vector of each player belongs to a distributional uncertainty set. We define a distributionally robust chanceconstrained game using worst-case chance constraint. We consider two types of distributional u...

Deregulated energy markets, demand forecasting, and the continuously increasing share of renewable energy sources call—among others—for a structured consideration of uncertainties in optimal power flow problems. The main challenge is to guarantee power balance while maintaining economic and secure operation. In the presence of Gaussian uncertainties affine feedback policies are known to be viab...