引用次数
引用: 71
H-指数: 4
I10-指数 : 2
出版物: 14
Optimal control of a commercial building's thermostatic load for off-peak demand response
JM MORIARTY , R MARTYR , Christian Beck
Journal of Building Performance Simulation
2018
Discrete-time risk-aware optimal switching with non-adapted costs
J Moriarty , R Martyr , M Perninge
Journal of/Advances in Applied Probability
3
2021
Flood Insurance Study: Coastal Counties, Texas Intermediate Submission 2
J Westerink , J Dietrich , H Westerink , S Tanaka
Optimal prediction games in local electricity markets
Randall Martyr
[Thesis]. Manchester, UK: The University of Manchester; 2015.
2015
Finite-horizon optimal multiple switching with signed switching costs
Randall Martyr
Mathematics of Operations Research 41 ( 4) 1432 -1447
18
2016
Solving finite time horizon Dynkin games by optimal switching
Randall Martyr
Journal of Applied Probability 53 ( 4) 957 -973
2016
Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems
John Moriarty , Randall Martyr
Siam Journal on Control and Optimization 59 ( 2) 1443 -1465
2021
Optimal entry to an irreversible investment plan with non convex costs
Tiziano De Angelis , Giorgio Ferrari , Randall Martyr , John Moriarty
Mathematics and Financial Economics 11 ( 4) 423 -454
2017
Benchmarking the performance of controllers for power grid transient stability
Randall Martyr , Benjamin Schäfer , Christian Beck , Vito Latora
Sustainable Energy, Grids and Networks 18 100215
2
2019
Real option valuation of a decremental regulation service provided by electricity storage
Dávid Zoltán Szabó , Randall Martyr ,
Phil. Trans. R. Soc. A 375 ( 2100) 20160300 -20160300
12
2017
Cloud based evaluation of databases for stock market data
Baldeep Singh , Randall Martyr , Thomas Medland , Jamie Astin
Journal of Cloud Computing 11 ( 1) 1 -17
3
2022
Markov risk mappings and risk-sensitive optimal prediction
Tomasz Kosmala , Randall Martyr , John Moriarty
Mathematical Methods of Operations Research 97 ( 1) 91 -116
2023
Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs
R. Martyr
Advances in Applied Probability 48 ( 3) 832 -847
4
2016
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time
S. Hamadène , R. Martyr , J. Moriarty
Advances in Applied Probability 51 ( 2) 425 -442
1
2019