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Energy market rules should incentivize market participants to behave in a market and grid conform way. However, they can also provide incentives for undesired and unexpected strategies if the market design is flawed. Multi-agent…

Systems and Control · Electrical Eng. & Systems 2023-11-02 Thomas Wolgast , Astrid Nieße

In this paper, we introduce an alternative approach to enhancing Multi-Agent Reinforcement Learning (MARL) through the integration of domain knowledge and attention-based policy mechanisms. Our methodology focuses on the incorporation of…

Machine Learning · Computer Science 2025-04-04 Andre R Kuroswiski , Annie S Wu , Angelo Passaro

The growing renewable energy sources have posed significant challenges to traditional power scheduling. It is difficult for operators to obtain accurate day-ahead forecasts of renewable generation, thereby requiring the future scheduling…

Artificial Intelligence · Computer Science 2023-03-14 Shaohuai Liu , Jinbo Liu , Weirui Ye , Nan Yang , Guanglun Zhang , Haiwang Zhong , Chongqing Kang , Qirong Jiang , Xuri Song , Fangchun Di , Yang Gao

Multi-agent Reinforcement Learning (MARL) is a powerful tool for training autonomous agents acting independently in a common environment. However, it can lead to sub-optimal behavior when individual incentives and group incentives diverge.…

Artificial Intelligence · Computer Science 2024-01-30 Andreas A. Haupt , Phillip J. K. Christoffersen , Mehul Damani , Dylan Hadfield-Menell

Multi-Agent Reinforcement Learning (MARL) has shown clear effectiveness in coordinating multiple agents across simulated benchmarks and constrained scenarios. However, its deployment in real-world multi-agent systems (MAS) remains limited,…

Artificial Intelligence · Computer Science 2025-07-15 Siyi Hu , Mohamad A Hady , Jianglin Qiao , Jimmy Cao , Mahardhika Pratama , Ryszard Kowalczyk

Multi-Agent Reinforcement Learning (MARL) is a challenging subarea of Reinforcement Learning due to the non-stationarity of the environments and the large dimensionality of the combined action space. Deep MARL algorithms have been applied…

Machine Learning · Computer Science 2021-07-27 Yuanchao Xu , Amal Feriani , Ekram Hossain

The evolution of metropolitan cities and the increase in travel demands impose stringent requirements on traffic assignment methods. Multi-agent reinforcement learning (MARL) approaches outperform traditional methods in modeling adaptive…

Machine Learning · Computer Science 2025-12-16 Leizhen Wang , Peibo Duan , Cheng Lyu , Zewen Wang , Zhiqiang He , Nan Zheng , Zhenliang Ma

Adversarial inverse reinforcement learning (IRL) for multi-agent task allocation (MATA) is challenged by non-stationary interactions and high-dimensional coordination. Unconstrained reward inference in these settings often leads to high…

Machine Learning · Computer Science 2026-02-10 Huilin Yin , Zhikun Yang , Linchuan Zhang , Daniel Watzenig

This paper proposes a novel single-level robust mathematical approach to model the RES-only Virtual Power Plant (RVPP) bidding problem in the simultaneous Day Ahead Market (DAM) and Secondary Reserve Market (SRM). The worst-case profit of…

Systems and Control · Electrical Eng. & Systems 2024-03-06 Hadi Nemati , Pedro Sánchez-Martín , Ana Baringo , Álvaro Ortega

Large penetration of renewable energy sources (RESs) brings huge uncertainty into the electricity markets. The current deterministic clearing approach in the day-ahead (DA) market, where RESs participate based on expected production, has…

Systems and Control · Electrical Eng. & Systems 2025-08-07 Yufan Zhang , Honglin Wen , Yuexin Bian , Yuanyuan Shi

Multi-agent reinforcement learning has drawn increasing attention in practice, e.g., robotics and automatic driving, as it can explore optimal policies using samples generated by interacting with the environment. However, high reward…

Machine Learning · Computer Science 2022-10-17 Jifeng Hu , Yanchao Sun , Hechang Chen , Sili Huang , haiyin piao , Yi Chang , Lichao Sun

Modern renewables-based power systems need to tap on the flexibility of Distributed Energy Resources (DERs) connected to distribution networks. It is important, however, that DER owners/users remain in control of their assets, decisions,…

Systems and Control · Electrical Eng. & Systems 2025-04-30 Costas Mylonas , Emmanouel Varvarigos , Georgios Tsaousoglou

The battery energy storage system (BESS) has immense potential for enhancing grid reliability and security through its participation in the electricity market. BESS often seeks various revenue streams by taking part in multiple markets to…

Systems and Control · Electrical Eng. & Systems 2024-03-01 Jinhao Li , Changlong Wang , Yanru Zhang , Hao Wang

Market power exercise in the electricity markets distorts market prices and diminishes social welfare. Many markets have implemented market power mitigation processes to eliminate the impact of such behavior. The design of mitigation…

Optimization and Control · Mathematics 2022-11-08 Yiqian Wu , Jip Kim , James Anderson

Distributed energy resources (DERs), such as rooftop solar panels, are growing rapidly and are reshaping power systems. To promote DERs, feed-in-tariff (FIT) is usually adopted by utilities to pay DER owners certain fixed rates for…

Systems and Control · Electrical Eng. & Systems 2020-02-24 Zibo Zhao , Andrew L. Liu

Conventional autonomous trading systems struggle to balance computational efficiency and market responsiveness due to their fixed operating frequency. We propose Hi-DARTS, a hierarchical multi-agent reinforcement learning framework that…

Machine Learning · Computer Science 2025-09-16 Hoon Sagong , Heesu Kim , Hanbeen Hong

In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…

Trading and Market Microstructure · Quantitative Finance 2018-12-27 Yagna Patel

In the Day-Ahead (DA) market, suppliers sell and load-serving entities (LSEs) purchase energy commitments, with both sides adjusting for imbalances between contracted and actual deliveries in the Real-Time (RT) market. We develop a supply…

Optimization and Control · Mathematics 2025-08-19 Agostino Capponi , Garud Iyengar , Bo Yang , Daniel Bienstock

Addressing global challenges such as greenhouse gas emissions and resource inequity demands advanced AI-driven coordination among autonomous agents. We propose CH-MARL (Constrained Hierarchical Multiagent Reinforcement Learning), a novel…

Artificial Intelligence · Computer Science 2025-02-05 Saad Alqithami

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