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  1. Queen Mary University of London
  2. Research
  3. Publications

Publications: Prof John Moriarty

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Kosmala T, Martyr R, Moriarty J ( 2022 ) . Markov risk mappings and risk-sensitive optimal prediction . Mathematical Methods of Operations Research vol. 97 , ( 1 ) 91 - 116 .
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
Arvizu JM, Mason LR, Moriarty J ( 2021 ) . Reinforcing the role of competition platforms . Patterns vol. 2 , ( 8 )
Goodridge M, Moriarty J, Vogrinc J, Zocca A ( 2021 ) . Hopping between distant basins .
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
Mancarella P, Moriarty J, Philpott A, Veraart A, Zachary S, Zwart B ( 2021 ) . Introduction: the mathematics of energy systems . Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences vol. 379 , ( 2202 )
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 )
Gonzalez J, Papadopoulos PN, Milanović 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 .
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 . Conference: 2020 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS) vol. 00 , 1 - 6 .
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 )
Moriarty J, Vogrinc J, Zocca A ( 2018 ) . Frequency violations from random disturbances: an MCMC approach . Conference: 2018 IEEE Conference on Decision and Control (CDC) vol. 00 , 1598 - 1603 .
Martyr R, Moriarty J, Beck C ( 2018 ) . 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
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
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 )
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 .
Kitapbayev Y, Moriarty J, Mancarella P ( 2015 ) . Stochastic control and real options valuation of thermal storage-enabled demand response from flexible district energy systems . Applied Energy vol. 137 , 823 - 831 .
Gonzalez J, Moriarty J ( 2014 ) . Risk-sensitive optimal switching and applications to district energy systems . Conference: 2014 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS)1 - 6 .
Hadjipantelis PZ, Aston JAD, Müller H-G, Moriarty J ( 2014 ) . Analysis of spike train data: A multivariate mixed effects model for phase and amplitude . Electronic Journal of Statistics vol. 8 , ( 2 )
Hadjipantelis PZ, Jones NS, Moriarty J, Springate DA, Knight CG ( 2013 ) . Function-valued traits in evolution . Journal of The Royal Society Interface vol. 10 , ( 82 )
Kitapbayev Y, Moriarty J, Mancarella P, Blöchle M ( 2013 ) . A real options assessment of operational flexibility in district energy systems . Conference: 2013 10th International Conference on the European Energy Market (EEM)1 - 7 .
Haegeman B, Hamelin J, Moriarty J, Neal P, Dushoff J, Weitz JS ( 2013 ) . Robust estimation of microbial diversity in theory and in practice . The ISME Journal: Multidisciplinary Journal of Microbial Ecology vol. 7 , ( 6 ) 1092 - 1101 .
Jones NS, Moriarty J ( 2013 ) . Evolutionary inference for function-valued traits: Gaussian process regression on phylogenies . Journal of The Royal Society Interface vol. 10 , ( 78 )
French S, Argyris N, Nuttall WJ, Moriarty J, Thomas PJ ( 2013 ) . The early phase of a radiation accident: Revisiting thinking on evacuation and exclusion zones . ISCRAM 2013 Conference Proceedings - 10th International Conference on Information Systems for Crisis Response and Management . 296 - 300 .
Evatt GW, Johnson PV, Moriarty J, Duck PW, Howell SD, Tonkin C ( 2011 ) . The resource valuation and optimisation model-real impact from real options . 35th APCOM Symposium - Application of Computers and Operations Research in the Minerals Industry, Proceedings . 535 - 545 .
Group TFP ( 2011 ) . Phylogenetic inference for function-valued traits: speech sound evolution . Trends in Ecology & Evolution vol. 27 , ( 3 ) 160 - 166 .
Evatt GW, Johnson PV, Duck PW, Howell SD, Moriarty J ( 2010 ) . The expected lifetime of an extraction project . Proceedings of the Royal Society A vol. 467 , ( 2125 ) 244 - 263 .
Dieker AB, Moriarty J ( 2009 ) . Reflected Brownian motion in a wedge: sum-of-exponential stationary densities . Electronic Communications in Probability vol. 14 , ( none ) 1 - 16 .
Doumerc Y, Moriarty J ( 2008 ) . Exit problems associated with affine reflection groups . Probability Theory and Related Fields vol. 145 , ( 3-4 ) 351 - 383 .
Moriarty J, Marchesi JR, Metcalfe A ( 2007 ) . Bounds on the distribution of the number of gaps when circles and lines are covered by fragments: Theory and practical application to genomic and metagenomic projects . BMC Bioinformatics vol. 8 , ( 1 )
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