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Publications:  Prof John Moriarty

Martyr R, Moriarty J, Beck C(2019). Optimal control of a commercial building's thermostatic load for off-peak demand response. JOURNAL OF BUILDING PERFORMANCE SIMULATION vol. 12, (5) 580-594.
10.1080/19401493.2018.1535624
https://qmro.qmul.ac.uk/xmlui/handle/123456789/49407
De Angelis T, Ferrari G, Moriarty J(2018). A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs. Mathematics of Operations Research
10.1287/moor.2018.0934
https://qmro.qmul.ac.uk/xmlui/handle/123456789/36427
De Angelis T, Ferrari G, MORIARTY JM(2018). Nash equilibria of threshold type for two-player nonzero-sum games of stopping. Annals of Applied Probability
10.1214/17-AAP1301
https://qmro.qmul.ac.uk/xmlui/handle/123456789/22541
Moriarty J, Vogrinc J, Zocca A, IEEE (2018). Frequency violations from random disturbances: an MCMC approach. 2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC). 1598-1603.
https://qmro.qmul.ac.uk/xmlui/handle/123456789/48483
Johnson P, MORIARTY JM, Peskir G(2017). Detecting Changes in Real-Time Data: A User's Guide to Optimal Detection. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
10.1098/rsta.2016.0298
https://qmro.qmul.ac.uk/xmlui/handle/123456789/22489
Mijatovic A, MORIARTY JM, Vogrinc J(2017). Procuring load curtailment from local customers under uncertainty. Philosophical Transactions A: Mathematical, Physical and Engineering Sciences
10.1098/rsta.2016.0311
https://qmro.qmul.ac.uk/xmlui/handle/123456789/23520
Gonzalez J, MORIARTY JM, Palczewski J(2017). Bayesian calibration and number of jump components in electricity spot price models. Energy Economics vol. 65, 375-388.
10.1016/j.eneco.2017.04.022
https://qmro.qmul.ac.uk/xmlui/handle/123456789/22719
De Angelis T, Ferrari G, Martyr R, MORIARTY JM(2017). Optimal entry to an irreversible investment plan with non convex costs. Mathematics and Financial Economics
10.1007/s11579-017-0187-y
https://qmro.qmul.ac.uk/xmlui/handle/123456789/22543
MORIARTY JM, Gonzalez J, Kitapbayev Y, Guo T, Milanovic J, Peskir G (2016). Application of sequential testing problem to online detection of transient stability status for power systems. Conference: 55th IEEE Conference on Decision and Control
10.1109/CDC.2016.7798484
https://qmro.qmul.ac.uk/xmlui/handle/123456789/53143
Schachter JA, Mancarella P, Moriarty J, Shaw R(2016). Flexible investment under uncertainty in smart distribution networks with demand side response: Assessment framework and practical implementation. Energy Policy vol. 97, Article C, 439-449.
10.1016/j.enpol.2016.07.038
https://qmro.qmul.ac.uk/xmlui/handle/123456789/18209
MORIARTY JM, Palczewski J(2016). Real option valuation for reserve capacity. European Journal of Operational Research
10.1016/j.ejor.2016.07.003
https://qmro.qmul.ac.uk/xmlui/handle/123456789/13838
De Angelis T, Ferrari G, Moriarty J(2015). A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries. SIAM Journal on Control and Optimization vol. 53, (3) 1199-1223.
10.1137/14096801x
https://qmro.qmul.ac.uk/xmlui/handle/123456789/12001
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