A Learning-based Optimal Market Bidding Strategy for Price-Maker Energy Storage
A Learning-based Optimal Market Bidding Strategy for Price-Maker Energy Storage
Load serving entities with storage units reach sizes and performances that can significantly impact clearing prices in electricity markets. Nevertheless, price endogeneity is rarely considered in storage bidding strategies and modeling the electricity market is a challenging task. Meanwhile, model-free reinforcement learning such as the Actor-Critic are becoming increasingly popular …