Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Deep Reinforcement Learning Framework for Continuous Intraday Market
  Bidding   The large integration of variable energy resources is expected to shift a
large part of the energy exchanges closer to real-time, where more accurate
forecasts are available. In this context, the short-term electricity markets
and in particular the intraday market are considered a suitable trading floor
for these exchanges to occur. A key component for the successful renewable
energy sources integration is the usage of energy storage. In this paper, we
propose a novel modelling framework for the strategic participation of energy
storage in the European continuous intraday market where exchanges occur
through a centralized order book. The goal of the storage device operator is
the maximization of the profits received over the entire trading horizon, while
taking into account the operational constraints of the unit. The sequential
decision-making problem of trading in the intraday market is modelled as a
Markov Decision Process. An asynchronous distributed version of the fitted Q
iteration algorithm is chosen for solving this problem due to its sample
efficiency. The large and variable number of the existing orders in the order
book motivates the use of high-level actions and an alternative state
representation. Historical data are used for the generation of a large number
of artificial trajectories in order to address exploration issues during the
learning process. The resulting policy is back-tested and compared against a
benchmark strategy that is the current industrial standard. Results indicate
that the agent converges to a policy that achieves in average higher total
revenues than the benchmark strategy.

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The categories of this paper are: astro-ph
16
The categories of this paper are: stat
12
The categories of this paper are: nucl-th
15
The categories of this paper are: nucl-ex
14
The categories of this paper are: math-ph
24
The categories of this paper are: dg-ga
9
The categories of this paper are: nlin
36
The categories of this paper are: cmp-lg
25
The categories of this paper are: patt-sol
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The categories of this paper are: hep-th
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The categories of this paper are: q-bio
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The categories of this paper are: cond-mat
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The categories of this paper are: supr-con
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The categories of this paper are: adap-org
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The categories of this paper are: hep-ex
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The categories of this paper are: bayes-an