Publications: Prof John Moriarty
Goodridge M, Moriarty J, Vogrinc J, Zocca A
(
2022
)
.
Hopping between distant basins
.
Journal of Global Optimization
vol.
84
,
(
2
)
465
-
489
.
Moriarty J, Martyr R, Perninge M
(
2022
)
.
Discrete-time risk-aware optimal switching with non-adapted costs
.
Advances in Applied Probability
Moriarty J, Vogrinc J, Zocca A
(
2021
)
.
A Metropolis-class sampler for targets with non-convex support
.
Statistics and Computing
Gonzalez J, Papadopoulos PN, Milanovic JV, Peskir G, Moriarty J
(
2021
)
.
Risk-Constrained Minimization of Combined Event Detection and Decision Time for Online Transient Stability Assessment
.
IEEE Transactions on Smart Grid
vol.
12
,
(
5
)
4564
-
4572
.
Arvizu JM, Mason LR, Moriarty J
(
2021
)
.
Reinforcing the role of competition platforms
.
Patterns
vol.
2
,
(
8
)
Nesti T, Moriarty J, Zocca A, Zwart B
(
2021
)
.
Large fluctuations in locational marginal prices
.
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
vol.
379
,
(
2202
)
Goodridge M, Moriarty J, Pizzoferrato A
(
2021
)
.
A rare-event study of frequency regulation and contingency services from grid-scale batteries
.
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
Martyr R, Moriarty J
(
2021
)
.
Nonzero-sum games of optimal stopping and generalised Nash equilibrium problems
.
SIAM Journal on Control and Optimization
Goodridge MP, Moriarty J, Pizzoferrato A
(
2020
)
.
Distributions of cascade sizes in power system emergency response
.
2020 International Conference on Probabilistic Methods Applied to Power Systems, PMAPS 2020 - Proceedings
.
Kosmala T, Martyr R, Moriarty J
(
2020
)
.
Markov risk mappings and risk-sensitive optimal prediction
.
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
.
Hamadène S, Martyr R, Moriarty J
(
2019
)
.
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
.
Advances in Applied Probability
vol.
51
,
(
2
)
425
-
442
.
Moriarty J, Palczewski J
(
2019
)
.
Imbalance market real options and the valuation of storage in future energy systems
.
Risks
vol.
7
,
(
2
)
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
Moriarty J, Vogrinc J, Zocca A
(
2018
)
.
Frequency violations from random disturbances: An MCMC approach
.
Proceedings of the IEEE Conference on Decision and Control
.
vol.
2018-December
,
1598
-
1603
.
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, Mancarella P
(
2017
)
.
Energy management: Flexibility, risk and optimization
.
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
vol.
375
,
(
2100
)
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
.