{"id":"https://openalex.org/W3179456407","doi":"https://doi.org/10.1007/s10994-021-06020-8","title":"A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding","display_name":"A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding","publication_year":2021,"publication_date":"2021-07-01","ids":{"openalex":"https://openalex.org/W3179456407","doi":"https://doi.org/10.1007/s10994-021-06020-8","mag":"3179456407"},"language":"en","primary_location":{"id":"pmh:oai:orbi.ulg.ac.be:2268/232846","is_oa":true,"landing_page_url":"https://orbi.uliege.be/handle/2268/232846","pdf_url":null,"source":{"id":"https://openalex.org/S4306400651","display_name":"Open Repository and Bibliography (University of Li\u00e8ge)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I157674565","host_organization_name":"University of Li\u00e8ge","host_organization_lineage":["https://openalex.org/I157674565"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Machine Learning (2021-07)","raw_type":"http://purl.org/coar/resource_type/c_6501"},"type":"article","indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://orbi.uliege.be/handle/2268/232846","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5060317028","display_name":"Ioannis Boukas","orcid":"https://orcid.org/0000-0002-0109-9896"},"institutions":[{"id":"https://openalex.org/I157674565","display_name":"University of Li\u00e8ge","ror":"https://ror.org/00afp2z80","country_code":"BE","type":"education","lineage":["https://openalex.org/I157674565"]}],"countries":["BE"],"is_corresponding":true,"raw_author_name":"Boukas, Ioannis","raw_affiliation_strings":["Universit\u00e9 de Li\u00e8ge - ULi\u00e8ge > D\u00e9p. d'\u00e9lectric., \u00e9lectron. et informat. (Inst.Montefiore) > Smart-Microgrids","Department of Electrical Engineering and Computer Science, University of Li\u00e8ge, Li\u00e8ge, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 de Li\u00e8ge - ULi\u00e8ge > D\u00e9p. d'\u00e9lectric., \u00e9lectron. et informat. (Inst.Montefiore) > Smart-Microgrids","institution_ids":["https://openalex.org/I157674565"]},{"raw_affiliation_string":"Department of Electrical Engineering and Computer Science, University of Li\u00e8ge, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5077011518","display_name":"Damien Ernst","orcid":"https://orcid.org/0000-0002-3035-8260"},"institutions":[{"id":"https://openalex.org/I157674565","display_name":"University of Li\u00e8ge","ror":"https://ror.org/00afp2z80","country_code":"BE","type":"education","lineage":["https://openalex.org/I157674565"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Ernst, Damien","raw_affiliation_strings":["Universit\u00e9 de Li\u00e8ge - ULi\u00e8ge > D\u00e9p. d'\u00e9lectric., \u00e9lectron. et informat. (Inst.Montefiore) > Smart grids","Department of Electrical Engineering and Computer Science, University of Li\u00e8ge, Li\u00e8ge, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 de Li\u00e8ge - ULi\u00e8ge > D\u00e9p. d'\u00e9lectric., \u00e9lectron. et informat. (Inst.Montefiore) > Smart grids","institution_ids":["https://openalex.org/I157674565"]},{"raw_affiliation_string":"Department of Electrical Engineering and Computer Science, University of Li\u00e8ge, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5034891368","display_name":"Thibaut Th\u00e9ate","orcid":"https://orcid.org/0000-0001-8218-5309"},"institutions":[{"id":"https://openalex.org/I157674565","display_name":"University of Li\u00e8ge","ror":"https://ror.org/00afp2z80","country_code":"BE","type":"education","lineage":["https://openalex.org/I157674565"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Th\u00e9ate, Thibaut","raw_affiliation_strings":["Universit\u00e9 de Li\u00e8ge - ULi\u00e8ge > D\u00e9p. d'\u00e9lectric., \u00e9lectron. et informat. (Inst.Montefiore) > Smart grids","Department of Electrical Engineering and Computer Science, University of Li\u00e8ge, Li\u00e8ge, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 de Li\u00e8ge - ULi\u00e8ge > D\u00e9p. d'\u00e9lectric., \u00e9lectron. et informat. (Inst.Montefiore) > Smart grids","institution_ids":["https://openalex.org/I157674565"]},{"raw_affiliation_string":"Department of Electrical Engineering and Computer Science, University of Li\u00e8ge, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5075103449","display_name":"Adrien Bolland","orcid":null},"institutions":[{"id":"https://openalex.org/I157674565","display_name":"University of Li\u00e8ge","ror":"https://ror.org/00afp2z80","country_code":"BE","type":"education","lineage":["https://openalex.org/I157674565"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Bolland, Adrien","raw_affiliation_strings":["Universit\u00e9 de Li\u00e8ge - ULi\u00e8ge > Master ing\u00e9. civ. \u00e9lectr., \u00e0 fin","Department of Electrical Engineering and Computer Science, University of Li\u00e8ge, Li\u00e8ge, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 de Li\u00e8ge - ULi\u00e8ge > Master ing\u00e9. civ. \u00e9lectr., \u00e0 fin","institution_ids":["https://openalex.org/I157674565"]},{"raw_affiliation_string":"Department of Electrical Engineering and Computer Science, University of Li\u00e8ge, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074027641","display_name":"Alexandre Huynen","orcid":"https://orcid.org/0000-0001-9771-6926"},"institutions":[{"id":"https://openalex.org/I89206478","display_name":"Engie (Belgium)","ror":"https://ror.org/00c97z041","country_code":"BE","type":"company","lineage":["https://openalex.org/I4210124897","https://openalex.org/I89206478"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Huynen, Alexandre","raw_affiliation_strings":["Global Market Analysis - GEM, ENGIE, Brussels, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Global Market Analysis - GEM, ENGIE, Brussels, Belgium","institution_ids":["https://openalex.org/I89206478"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5002339826","display_name":"Martin Buchwald","orcid":null},"institutions":[{"id":"https://openalex.org/I89206478","display_name":"Engie (Belgium)","ror":"https://ror.org/00c97z041","country_code":"BE","type":"company","lineage":["https://openalex.org/I4210124897","https://openalex.org/I89206478"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Buchwald, Martin","raw_affiliation_strings":["Global Market Analysis - GEM, ENGIE, Brussels, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Global Market Analysis - GEM, ENGIE, Brussels, Belgium","institution_ids":["https://openalex.org/I89206478"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5036476630","display_name":"Christelle Wynants","orcid":null},"institutions":[{"id":"https://openalex.org/I89206478","display_name":"Engie (Belgium)","ror":"https://ror.org/00c97z041","country_code":"BE","type":"company","lineage":["https://openalex.org/I4210124897","https://openalex.org/I89206478"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Wynants, Christelle","raw_affiliation_strings":["Global Market Analysis - GEM, ENGIE, Brussels, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Global Market Analysis - GEM, ENGIE, Brussels, Belgium","institution_ids":["https://openalex.org/I89206478"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5027468572","display_name":"Bertrand Corn\u00e9lusse","orcid":"https://orcid.org/0000-0001-5940-1624"},"institutions":[{"id":"https://openalex.org/I157674565","display_name":"University of Li\u00e8ge","ror":"https://ror.org/00afp2z80","country_code":"BE","type":"education","lineage":["https://openalex.org/I157674565"]}],"countries":["BE"],"is_corresponding":false,"raw_author_name":"Corn\u00e9lusse, Bertrand","raw_affiliation_strings":["Universit\u00e9 de Li\u00e8ge - ULi\u00e8ge > D\u00e9p. d'\u00e9lectric., \u00e9lectron. et informat. (Inst.Montefiore) > Smart-Microgrids","Department of Electrical Engineering and Computer Science, University of Li\u00e8ge, Li\u00e8ge, Belgium"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e9 de Li\u00e8ge - ULi\u00e8ge > D\u00e9p. d'\u00e9lectric., \u00e9lectron. et informat. (Inst.Montefiore) > Smart-Microgrids","institution_ids":["https://openalex.org/I157674565"]},{"raw_affiliation_string":"Department of Electrical Engineering and Computer Science, University of Li\u00e8ge, Li\u00e8ge, Belgium","institution_ids":["https://openalex.org/I157674565"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5060317028"],"corresponding_institution_ids":["https://openalex.org/I157674565"],"apc_list":null,"apc_paid":{"value":1133,"currency":"EUR","value_usd":1221},"fwci":4.8171,"has_fulltext":true,"cited_by_count":58,"citation_normalized_percentile":{"value":0.95778124,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":100},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10603","display_name":"Smart Grid Energy Management","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10603","display_name":"Smart Grid Energy Management","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10424","display_name":"Electric Power System Optimization","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11052","display_name":"Energy Load and Power Forecasting","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.651196300983429},{"id":"https://openalex.org/keywords/markov-decision-process","display_name":"Markov decision process","score":0.6153637170791626},{"id":"https://openalex.org/keywords/bidding","display_name":"Bidding","score":0.588854968547821},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.556113064289093},{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.5443950295448303},{"id":"https://openalex.org/keywords/electricity-market","display_name":"Electricity market","score":0.49671679735183716},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.4607810080051422},{"id":"https://openalex.org/keywords/order-book","display_name":"Order book","score":0.4491882920265198},{"id":"https://openalex.org/keywords/time-horizon","display_name":"Time horizon","score":0.44170287251472473},{"id":"https://openalex.org/keywords/energy-market","display_name":"Energy market","score":0.41526028513908386},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.4092378616333008},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.3998816907405853},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.3825402855873108},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3675515651702881},{"id":"https://openalex.org/keywords/electricity","display_name":"Electricity","score":0.349500447511673},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2544371485710144},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.19666224718093872},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.16721051931381226},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.14960452914237976}],"concepts":[{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.651196300983429},{"id":"https://openalex.org/C106189395","wikidata":"https://www.wikidata.org/wiki/Q176789","display_name":"Markov decision process","level":3,"score":0.6153637170791626},{"id":"https://openalex.org/C9233905","wikidata":"https://www.wikidata.org/wiki/Q3276328","display_name":"Bidding","level":2,"score":0.588854968547821},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.556113064289093},{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.5443950295448303},{"id":"https://openalex.org/C146733006","wikidata":"https://www.wikidata.org/wiki/Q676081","display_name":"Electricity market","level":3,"score":0.49671679735183716},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.4607810080051422},{"id":"https://openalex.org/C2779309563","wikidata":"https://www.wikidata.org/wiki/Q649206","display_name":"Order book","level":3,"score":0.4491882920265198},{"id":"https://openalex.org/C28761237","wikidata":"https://www.wikidata.org/wiki/Q7805321","display_name":"Time horizon","level":2,"score":0.44170287251472473},{"id":"https://openalex.org/C2776849302","wikidata":"https://www.wikidata.org/wiki/Q1239166","display_name":"Energy market","level":3,"score":0.41526028513908386},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.4092378616333008},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.3998816907405853},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.3825402855873108},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3675515651702881},{"id":"https://openalex.org/C206658404","wikidata":"https://www.wikidata.org/wiki/Q12725","display_name":"Electricity","level":2,"score":0.349500447511673},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2544371485710144},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.19666224718093872},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.16721051931381226},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.14960452914237976},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C119599485","wikidata":"https://www.wikidata.org/wiki/Q43035","display_name":"Electrical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"pmh:oai:orbi.ulg.ac.be:2268/232846","is_oa":true,"landing_page_url":"https://orbi.uliege.be/handle/2268/232846","pdf_url":null,"source":{"id":"https://openalex.org/S4306400651","display_name":"Open Repository and Bibliography (University of Li\u00e8ge)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I157674565","host_organization_name":"University of Li\u00e8ge","host_organization_lineage":["https://openalex.org/I157674565"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Machine Learning (2021-07)","raw_type":"http://purl.org/coar/resource_type/c_6501"}],"best_oa_location":{"id":"pmh:oai:orbi.ulg.ac.be:2268/232846","is_oa":true,"landing_page_url":"https://orbi.uliege.be/handle/2268/232846","pdf_url":null,"source":{"id":"https://openalex.org/S4306400651","display_name":"Open Repository and Bibliography (University of Li\u00e8ge)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I157674565","host_organization_name":"University of Li\u00e8ge","host_organization_lineage":["https://openalex.org/I157674565"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Machine Learning (2021-07)","raw_type":"http://purl.org/coar/resource_type/c_6501"},"sustainable_development_goals":[{"display_name":"Affordable and clean energy","id":"https://metadata.un.org/sdg/7","score":0.8100000023841858}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":29,"referenced_works":["https://openalex.org/W1542941925","https://openalex.org/W1557517019","https://openalex.org/W1587228649","https://openalex.org/W1626155273","https://openalex.org/W1661452536","https://openalex.org/W1995410409","https://openalex.org/W2017973656","https://openalex.org/W2045297103","https://openalex.org/W2065027731","https://openalex.org/W2098432798","https://openalex.org/W2120346334","https://openalex.org/W2127617434","https://openalex.org/W2139303242","https://openalex.org/W2144572409","https://openalex.org/W2165294579","https://openalex.org/W2263323987","https://openalex.org/W2345473918","https://openalex.org/W2557283755","https://openalex.org/W2590071415","https://openalex.org/W2599717852","https://openalex.org/W2786928559","https://openalex.org/W2910705848","https://openalex.org/W2964043796","https://openalex.org/W2991693375","https://openalex.org/W3031456873","https://openalex.org/W3122808459","https://openalex.org/W3123210734","https://openalex.org/W3124756414","https://openalex.org/W3125920710"],"related_works":["https://openalex.org/W2355561715","https://openalex.org/W2355326491","https://openalex.org/W2389286292","https://openalex.org/W2360751371","https://openalex.org/W2387920521","https://openalex.org/W2389754756","https://openalex.org/W2382224273","https://openalex.org/W2373538886","https://openalex.org/W2360290312","https://openalex.org/W3087810330"],"abstract_inverted_index":{"peer":[0],"reviewed":[1]},"counts_by_year":[{"year":2026,"cited_by_count":3},{"year":2025,"cited_by_count":6},{"year":2024,"cited_by_count":10},{"year":2023,"cited_by_count":11},{"year":2022,"cited_by_count":16},{"year":2021,"cited_by_count":12}],"updated_date":"2026-07-02T06:12:58.138171","created_date":"2025-10-10T00:00:00"}
