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Uncertainties in renewable generation and demand dynamics challenge day-ahead scheduling. To enhance renewable penetration and maintain intra-day balance, we develop a multi-agent reinforcement learning framework for self-interested…

Multiagent Systems · Computer Science 2026-04-13 Junhao Ren , Honglin Gao , Lan Zhao , Qiyu Kang , Gaoxi Xiao , Yajuan Sun

In the real world, people/entities usually find matches independently and autonomously, such as finding jobs, partners, roommates, etc. It is possible that this search for matches starts with no initial knowledge of the environment. We…

Machine Learning · Computer Science 2021-12-07 Kshitija Taywade , Judy Goldsmith , Brent Harrison

This paper provides a systematic comparison between Fitted Dynamic Programming (DP), where demand is estimated from data, and Reinforcement Learning (RL) methods in finite-horizon dynamic pricing problems. We analyze their performance…

General Economics · Economics 2026-04-16 Lev Razumovskiy , Nikolay Karenin

As the penetration of distributed energy resources (DERs) increases, harnessing their flexibility becomes critical for power system operations. Virtual power plants (VPPs) offer a promising solution. However, most existing scheduling tools…

Systems and Control · Electrical Eng. & Systems 2026-04-30 Lorenzo Zapparoli , Paul Fäth , Blazhe Gjorgiev , Giovanni Sansavini

In a stable matching setting, we consider a query model that allows for an interactive learning algorithm to make precisely one type of query: proposing a matching, the response to which is either that the proposed matching is stable, or a…

Computer Science and Game Theory · Computer Science 2020-09-22 Ehsan Emamjomeh-Zadeh , Yannai A. Gonczarowski , David Kempe

Industrial electricity consumers with flexible demand can profit by adjusting their load to short-term prices and by providing balancing services to the grid. Markets which support this kind of short-term position adjustment are the…

Optimization and Control · Mathematics 2023-03-20 E. Finhold , C. Gärtner , R. Grindel , T. Heller , N. Leithäuser , E. Röger , F. Schirra

This paper presents a multi-agent reinforcement learning algorithm to represent strategic bidding behavior in freight transport markets. Using this algorithm, we investigate whether feasible market equilibriums arise without any central…

Machine Learning · Computer Science 2021-02-19 Wouter van Heeswijk

Contemporary deep learning based solution methods used to compute approximate equilibria of high-dimensional dynamic stochastic economic models are often faced with two pain points. The first problem is that the loss function typically…

General Economics · Economics 2023-03-28 Marlon Azinovic , Jan Žemlička

In this paper, multi-agent reinforcement learning is used to control a hybrid energy storage system working collaboratively to reduce the energy costs of a microgrid through maximising the value of renewable energy and trading. The agents…

Multiagent Systems · Computer Science 2021-12-07 Daniel J. B. Harrold , Jun Cao , Zhong Fan

As power systems are undergoing a significant transformation with more uncertainties, less inertia and closer to operation limits, there is increasing risk of large outages. Thus, there is an imperative need to enhance grid emergency…

Machine Learning · Computer Science 2022-02-08 Renke Huang , Yujiao Chen , Tianzhixi Yin , Qiuhua Huang , Jie Tan , Wenhao Yu , Xinya Li , Ang Li , Yan Du

Agent-based models provide a constructive approach to studying emergent dynamics in life-like systems composed of interacting, adaptive agents. Financial markets serve as a canonical example of such systems, where collective price dynamics…

Computational Finance · Quantitative Finance 2026-04-28 Ryuji Hashimoto , Ryosuke Takata , Masahiro Suzuki , Yuki Tanaka , Kiyoshi Izumi

The increasing penetration of renewable energy has introduced substantial volatility into wholesale electricity markets, complicating the optimal bidding strategies for power producers. Traditional Reinforcement Learning (RL) approaches…

Multiagent Systems · Computer Science 2026-05-06 Jiayi Chen , Xuan Zhang , Guiling Wang

In collaborative human-robot order picking systems, human pickers and Autonomous Mobile Robots (AMRs) travel independently through a warehouse and meet at pick locations where pickers load items onto the AMRs. In this paper, we consider an…

Over the past decade, bidding in power markets has attracted widespread attention. Reinforcement Learning (RL) has been widely used for power market bidding as a powerful AI tool to make decisions under real-world uncertainties. However,…

Machine Learning · Computer Science 2024-10-16 Jinyu Liu , Hongye Guo , Yun Li , Qinghu Tang , Fuquan Huang , Tunan Chen , Haiwang Zhong , Qixin Chen

We consider large-scale Markov decision processes (MDPs) with parameter uncertainty, under the robust MDP paradigm. Previous studies showed that robust MDPs, based on a minimax approach to handle uncertainty, can be solved using dynamic…

Machine Learning · Computer Science 2013-06-27 Aviv Tamar , Huan Xu , Shie Mannor

One of the major barriers for the retailers is to understand the consumption elasticity they can expect from their contracted demand response (DR) clients. The current trend of DR products provided by retailers are not consumer-specific,…

Systems and Control · Electrical Eng. & Systems 2021-11-26 Kamalanathan Ganesan , João Tomé Saraiva , Ricardo J. Bessa

In this paper, we derive a temporal arbitrage policy for storage via reinforcement learning. Real-time price arbitrage is an important source of revenue for storage units, but designing good strategies have proven to be difficult because of…

Systems and Control · Computer Science 2020-10-27 Hao Wang , Baosen Zhang

In the wake of the highly electrified future ahead of us, the role of energy storage is crucial wherever distributed generation is abundant, such as in microgrid settings. Given the variety of storage options that are becoming more and more…

Machine Learning · Computer Science 2021-03-26 S. Tsianikas , N. Yousefi , J. Zhou , M. Rodgers , D. W. Coit

Deep learning has proven to be a highly effective tool for a wide range of applications, significantly when leveraging the power of multi-loss functions to optimize performance on multiple criteria simultaneously. However, optimal selection…

Computer Vision and Pattern Recognition · Computer Science 2025-07-29 Amin Golnari , Mostafa Diba

Legged locomotion is a complex control problem that requires both accuracy and robustness to cope with real-world challenges. Legged systems have traditionally been controlled using trajectory optimization with inverse dynamics. Such…

Robotics · Computer Science 2024-01-23 Fabian Jenelten , Junzhe He , Farbod Farshidian , Marco Hutter