John Moriarty

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Optimal stopping with nonlinear expectation: geometric and algorithmic solutions	2023-06-30	Paper
Markov risk mappings and risk-sensitive optimal prediction Mathematical Methods of Operations Research	2023-04-26	Paper
Hopping between distant basins Journal of Global Optimization	2022-09-30	Paper
Discrete-time risk-aware optimal switching with non-adapted costs Advances in Applied Probability	2022-06-28	Paper
A Metropolis-class sampler for targets with non-convex support Statistics and Computing	2021-12-10	Paper
Nonzero-sum games of optimal stopping and generalized Nash equilibrium problems SIAM Journal on Control and Optimization	2021-04-16	Paper
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs Mathematics of Operations Research	2020-03-12	Paper
A solvable two-dimensional degenerate singular stochastic control problem with nonconvex costs Mathematics of Operations Research	2020-03-12	Paper
Markov risk mappings and risk-sensitive optimal prediction (available as arXiv preprint)	2020-01-19	Paper
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time Advances in Applied Probability	2019-12-09	Paper
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time Advances in Applied Probability	2019-12-09	Paper
Procuring load curtailment from local customers under uncertainty Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences	2018-12-13	Paper
Nash equilibria of threshold type for two-player nonzero-sum games of stopping The Annals of Applied Probability	2018-05-25	Paper
Real option valuation for reserve capacity European Journal of Operational Research	2018-05-24	Paper
Optimal entry to an irreversible investment plan with non convex costs Mathematics and Financial Economics	2017-12-29	Paper
Nonzero-sum games of optimal stopping and generalised Nash equilibrium	2017-09-06	Paper
A nonconvex singular stochastic control problem and its related optimal stopping boundaries SIAM Journal on Control and Optimization	2015-06-10	Paper
Exit problems associated with affine reflection groups Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2009-09-25	Paper

Research outcomes over time

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