A deep reinforcement learning framework for continuous intraday market bidding
Crossref DOI link: https://doi.org/10.1007/s10994-021-06020-8
Published Online: 2021-07-12
Published Print: 2021-09
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Boukas, Ioannis
Ernst, Damien
Théate, Thibaut
Bolland, Adrien
Huynen, Alexandre
Buchwald, Martin
Wynants, Christelle
Cornélusse, Bertrand
Text and Data Mining valid from 2021-07-12
Version of Record valid from 2021-07-12
Article History
First Online: 12 July 2021
Free to read: This content has been made available to all.