Proximal Policy Optimization Based Reinforcement Learning for Joint Bidding in Energy and Frequency Regulation Markets.
Muhammad AnwarChanglong WangFrits de NijsHao WangPublished in: CoRR (2022)
Keyphrases
- reinforcement learning
- optimal policy
- joint optimization
- policy search
- markov decision process
- function approximation
- bidding strategies
- action selection
- function approximators
- state space
- partially observable environments
- partially observable
- reinforcement learning algorithms
- policy gradient
- electronic commerce
- optimization algorithm
- model free
- policy evaluation
- control policy
- control policies
- reinforcement learning problems
- temporal difference
- mathematical programming
- optimization problems
- policy iteration
- infinite horizon
- state action
- optimization model
- optimal control
- multi agent systems
- multi agent