most citedForecasting day-ahead electricity prices in Europe: the importance of considering market integration

223 citations · 233 across the 4 of their papers we have counts for

collaborators

5 papers

cs.AI2017

Learning with Options that Terminate Off-Policy

Anna Harutyunyan, Peter Vrancx, Pierre-Luc Bacon +2

A temporally abstract action, or an option, is specified by a policy and a termination condition: the policy guides option behavior, and the termination condition roughly determine…

cs.AI2017

Reinforcement Learning in POMDPs with Memoryless Options and Option-Observation Initiation Sets

Denis Steckelmacher, Diederik M. Roijers, Anna Harutyunyan +3

Many real-world reinforcement learning problems have a hierarchical nature, and often exhibit some degree of partial observability. While hierarchy and partial observability are us…

q-fin.ST2017223 cited

Forecasting day-ahead electricity prices in Europe: the importance of considering market integration

Jesus Lago, Fjo De Ridder, Peter Vrancx +1

Motivated by the increasing integration among electricity markets, in this paper we propose two different methods to incorporate market integration in electricity price forecasting…

cs.MA20176 cited

Analysing Congestion Problems in Multi-agent Reinforcement Learning

Roxana Rădulescu, Peter Vrancx, Ann Nowé

Congestion problems are omnipresent in today's complex networks and represent a challenge in many research domains. In the context of Multi-agent Reinforcement Learning (MARL), app…

cs.AI20154 cited

Off-Policy Reward Shaping with Ensembles

Anna Harutyunyan, Tim Brys, Peter Vrancx +1

Potential-based reward shaping (PBRS) is an effective and popular technique to speed up reinforcement learning by leveraging domain knowledge. While PBRS is proven to always preser…