A method for providing a demand-response (DR) signal assignment includes initializing reinforcement learning (RL) agents, each having an exploration scheme and being assigned to a consumer, with initial models about respective RL environments of the consumers. The RL agents send the models to an optimizer. The optimizer computes a DR signal assignment using the models. The RL agents send DR signals in accordance with the DR signal assignment to the consumers so as to aggregately achieve a load reduction by the consumers over a time window. The RL agents monitor the consumers over the time window, and update the models based on the monitoring.