A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding

no code implementations • 13 Apr 2020 • Ioannis Boukas, Damien Ernst, Thibaut Théate, Adrien Bolland, Alexandre Huynen, Martin Buchwald, Christelle Wynants, Bertrand Cornélusse

In this paper, we propose a novel modelling framework for the strategic participation of energy storage in the European continuous intraday market where exchanges occur through a centralized order book.

Decision Making reinforcement-learning +1