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Task-based end-to-end model learning in stochastic optimization

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Learning Reachability of Energy Storage Arbitrage

eess.SY · 2025-12-06 · unverdicted · novelty 7.0

A stopping-time reward and chance-constrained SoC penalty embedded in an end-to-end learning framework improves battery reachability of target ranges, raises arbitrage profit, and lowers profit variance under volatile prices.

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