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.
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
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
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.
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
Mijatovic A, MORIARTY JM, Vogrinc J(2017).
Procuring load curtailment from local customers under uncertainty. Philosophical Transactions A: Mathematical, Physical and Engineering Sciences
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.
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
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
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.
MORIARTY JM, Palczewski J(2016).
Real option valuation for reserve capacity. European Journal of Operational Research
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.
