A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding
Ioannis Boukas, Damien Ernst, Thibaut Théate, Adrien Bolland, Alexandre Huynen, Martin Buchwald, Christelle Wynants, Bertrand Cornélusse
Abstract
peer reviewed
Topics & Concepts
Computer scienceMarkov decision processBiddingContext (archaeology)Reinforcement learningElectricity marketBenchmark (surveying)Order bookTime horizonEnergy marketOperations researchOrder (exchange)Markov processMathematical optimizationElectricityArtificial intelligenceMicroeconomicsEconomicsFinanceGeographyMathematicsEngineeringElectrical engineeringPaleontologyStatisticsBiologyGeodesySmart Grid Energy ManagementElectric Power System OptimizationEnergy Load and Power Forecasting