想知道强化学习里状态怎么设计才能跨市场通用？这篇论文用Double DQN和HydroDam做了严谨对比，绝对+相对+预测特征组合最好。
这篇论文研究了深度强化学习中状态表示对抽水蓄能交易决策的影响，固定使用Double DQN智能体和HydroDam环境。对比绝对价格/日历特征、相对特征和预测特征三种特征家族，组合使用绝对+相对+预测特征在比利时2007–2011数据上训练，在2012–2025的相同市场测试集上达到55.6%的分数，跨39个ENTSO-E市场区域的分数中位数为47.5%，显著优于单独使用绝对特征（测试集28.8%，跨区中位数5.7%）或相对特征。结果表明状态表示是储水交易强化学习策略设计的核心，而非次要预处理选择。
State Representation Matters in Deep Reinforcement Learning: Application to Energy Trading
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 compare current prices with recent market history, forecast features, and all combinations of these three feature families. Policies are trained and selected using 2007--2011 Belgian day-ahead prices and evaluated on two test settings: a later same-market test set from 2012--2025 and 39 other ENTSO-E market zones. Absolute features only reaches 28.8% on the test set and a median 5.7% across zones. Relative-only and forecast-only states also stay below a rolling price-score heuristic in the cross-zone median. Combining feature families is much stronger: absolute + relative reaches 49.9% on the test set and a 39.8% cross-zone median, while absolute + relative + forecast reaches 55.6% and 47.5%. These results suggest that state representation is not a minor preprocessing choice in storage-trading RL, but a central part of the policy design: robust transfer requires combining price scale, recent relative price context, and short-horizon forecast information, rather than relying on any single feature family.