arXiv:2606.27032v1 Announce Type: new Abstract: Energy trading decisions depend not only on current market prices, but also on expected future market conditions, and operational constraints. This makes the state representation given to a reinforcement learning agent an important design choice. We study this in HydroDam, a pumped-storage arbitrage environment, using a fixed Double DQN agent. The environment, action space, reward function, network, and training protocol are kept fixed; only the market features are changed. We compare absolute price/calendar features, relative features that compa
Source: arXiv cs.LG — read the full report at the original publisher.