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The optimization of power systems involves complex uncertainties, such astechnological progress, political context, geopolitical constraints.Negotiations at COP21 are complicated by the huge number of scenarios thatvarious people want to consider; these scenarios correspond to manyuncertainties. These uncertainties are difficult to modelize as probabilities,due to the lack of data for future technologies and due to partiallyadversarial geopolitical decision makers. Tools for such difficult decisionmaking problems include Wald and Savage criteria, possibilistic reasoning andNash equilibria. We investigate the rationale behind the use of a two-playerNash equilibrium approach in such a difficult context; we show that thecomputational cost is indeed smaller than for simpler criteria. Moreover, itnaturally provides a selection of decisions and scenarios, and it has a naturalinterpretation in the sense that Nature does not make decisions taking intoaccount our own decisions. The algorithm naturally provides a matrix ofresults, namely the matrix of outcomes in the most interesting decisions andfor the most critical scenarios. These decisions and scenarios are alsoequipped with a ranking.

Scenario-based decision-making for power systems investment planning