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

Publications: Prof John Moriarty

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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 .
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