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We investigate an energy cost minimization problem for a smart home in the absence of a building thermal dynamics model with the consideration of a comfortable temperature range. Due to the existence of model uncertainty, parameter uncertainty (e.g., renewable generation output, nonshiftable power demand, outdoor temperature, and electricity price), and temporally coupled operational constraints, it is very challenging to design an optimal energy management algorithm for scheduling heating, ventilation, and air conditioning systems and energy storage systems in the smart home. To address the challenge, we first formulate the above problem as a Markov decision process, and then propose an energy management algorithm based on deep deterministic policy gradients. It is worth mentioning that the proposed algorithm does not require the prior knowledge of uncertain parameters and building the thermal …