Exploring market power using deep reinforcement learning for intelligent bidding strategies.
Alexander J. M. KellMatthew ForshawA. Stephen McGoughPublished in: CoRR (2020)
Keyphrases
- bidding strategies
- electricity markets
- reinforcement learning
- market participants
- market clearing
- software agents
- market conditions
- power generation
- test bed
- continuous double auctions
- budget constraints
- intelligent systems
- resource allocation
- empirical data
- expected utility
- state space
- double auction
- optimal policy
- online auctions
- dynamic programming
- learning algorithm
- special case
- cooperative
- multi agent
- bayesian networks
- artificial intelligence