The development of smart grids requires the active participation of end users through demand response mechanisms to provide technical benefits to the distribution network and receive economic savings. Integrating advanced machine learning tools makes it possible to optimise the network and manage the mechanism to maximise the benefits. This paper proceeds by forecasting consumption for the next 24 h using a recurrent neural network and by processing these data using a reinforcement learning-based optimisation model to identify the best demand response policy. The model is tested in a real environment: a portion of the Terni electrical distribution network. Several scenarios were identified, considering users’ participation at different levels and limiting the potential with various constraints.