Demand response modelling have paved an important role in smart grid at a greater perspective. DR analysis exhibits the analysis of scheduling of appliances for an optimal strategy at the user's side with an effective pricing scheme. In this proposed work, the entire model is done in three different steps. The first step develops strategy patterns for the users considering integration of renewable energy and effective demand response analysis is done. The second step in the process exhibits the learning process of the consumers using Robust Adversarial Reinforcement Learning for privacy process among the users. The third step develops optimal strategy plan for the users for maintaining privacy among the users. Considering the uncertainties of the user's behavioral patterns, typical pricing schemes are involved with integration of renewable energy at the user' side so that an optimal strategy is obtained. The optimal strategy for scheduling the appliances solving privacy issues and considering renewable energy at user' side is done using Robust Adversarial Reinforcement learning and Gradient Based Nikaido-Isoda Function which gives an optimal accuracy. The results of the proposed work exhibit optimal strategy plan for the users developing proper learning paradigm. The effectiveness of the proposed work with mathematical modelling are validated using real time data and shows the demand response strategy plan with proper learning access model. The results obtained among the set of strategy develops 80 % of the patterns created with the learning paradigm moves with optimal DR scheduling patterns. This work embarks the best learning DR pattern created for the future set of consumers following the strategy so privacy among the users can be maintained effectively. © 2013 IEEE.