Application of gradient descent continuous actor-critic algorithm for bilateral spot electricity market modeling considering renewable power penetration

DOI10.3390/a10020053zbMath1461.91202OpenAlexW2612380928MaRDI QIDQ1662722

Huiru Zhao, Yuwei Wang, Chuyu Sun, Mingrui Zhao, Qing-kun Tan

Publication date: 20 August 2018

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a10020053

zbMATH Keywords

reinforcement learningrenewable resourcesbidding strategybilateral spot electricity marketgradient descent continuous actor-critic (GDCAC) algorithm

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Learning and adaptive systems in artificial intelligence (68T05) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

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Cites Work

• Integrating intermittent renewable wind generation -- a stochastic multi-market electricity model for the European electricity market

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