A competitive and profitable multi-agent autonomous broker for energy markets

Ansel Y. Rodríguez González, Miguel Palacios Alonso,Fernando Lezama,Lino Rodríguez,Enrique Muñoz de Cote,Eduardo F. Morales,Luis Enrique Sucar, Douglas D. Crockett

Sustainable Cities and Society（2019）

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摘要

•A multi-agent autonomous broker (COLDPower’16) for energy markets, is proposed.•The strategies for retail market use MDPs and reinforcement learning.•The strategy for wholesale market estimates future amount of energy and prices.•COLDPower’16 is competitive by achieving the 2nd place in PowerTAC tournament.•COLDPower’16 is profitable by earning over 86 million EUR in PowerTAC tournament.

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关键词

Energy markets,Simulation,Autonomous agent

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