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20142026
most citedForecasting day-ahead electricity prices in Europe: the importance of considering market integration

223 citations · 267 across the 16 of their papers we have counts for

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Showing 2017Show all

5 papers · 1 filter

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.ST2017★ 223 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.LG2017★ 8 cited

Direct Load Control of Thermostatically Controlled Loads Based on Sparse Observations Using Deep Reinforcement Learning

Frederik Ruelens, Bert J. Claessens, Peter Vrancx +2

This paper considers a demand response agent that must find a near-optimal sequence of decisions based on sparse observations of its environment. Extracting a relevant set of featu…

cs.MA2017★ 6 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…