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Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…
The ongoing energy transition drives the development of decentralised renewable energy sources, which are heterogeneous and weather-dependent, complicating their integration into energy systems. This study tackles this issue by introducing…
The increasing penetration of renewable generations, along with the deregulation and marketization of power industry, promotes the transformation of power market operation paradigms. The optimal bidding strategy and dispatching methodology…
We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…
This paper introduces a deep reinforcement learning (RL) framework for optimizing the operations of power plants pairing renewable energy with storage. The objective is to maximize revenue from energy markets while minimizing storage…
Reinforcement learning (RL) is an effective technique for training decision-making agents through interactions with their environment. The advent of deep learning has been associated with highly notable successes with sequential decision…
In this paper, a unified framework for exploration in reinforcement learning (RL) is proposed based on an option-critic model. The proposed framework learns to integrate a set of diverse exploration strategies so that the agent can…
Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…
Modern power systems are experiencing a variety of challenges driven by renewable energy, which calls for developing novel dispatch methods such as reinforcement learning (RL). Evaluation of these methods as well as the RL agents are…
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,…
The integration of Reinforcement Learning (RL) with heuristic methods is an emerging trend for solving optimization problems, which leverages RL's ability to learn from the data generated during the search process. One promising approach is…
We study the allocation of reconfigurable intelligent surfaces (RISs) in a multi-cell wireless network, where base stations compete for control of shared RIS units deployed at the cell edges. These RISs, provided by an independent operator,…
This two-part paper develops a paradigmatic theory and detailed methods of the joint electricity market design using reinforcement-learning (RL)-based simulation. In Part 2, this theory is further demonstrated by elaborating detailed…
Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…
In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…
This paper presents a Reinforcement Learning (RL) based energy market for a prosumer dominated microgrid. The proposed market model facilitates a real-time and demanddependent dynamic pricing environment, which reduces grid costs and…
Meta-Reinforcement Learning addresses the critical limitations of conventional Reinforcement Learning in multi-task and non-stationary environments by enabling fast policy adaptation and improved generalization. We introduce a novel Meta-RL…
The use of machine learning in algorithmic trading systems is increasingly common. In a typical set-up, supervised learning is used to predict the future prices of assets, and those predictions drive a simple trading and execution strategy.…
Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…
Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…