This paper highlights a new learning model that introduces a contextual dimension to the well-known Q-Learning algorithm. Through the identification of different contexts, the learning process is adapted accordingly, thus converging to enhanced results. The proposed learning model includes a simulated annealing (SA) process that accelerates the convergence process. The model is integrated in a multi-agent decision support system for electricity market players negotiations, enabling the experimentation of results using real electricity market data.

This work has received funding from the EU Horizon 2020 research and innovation program under project DOMINOES (grant agreement No 771066) and from FEDER Funds through COMPETE program and from National Funds through FCT under projects CEECIND/01811/2017 and UIDB/00760/2020