John Moriarty

Available identifiers

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	2023-04-26	Paper
Hopping between distant basins	2022-09-30	Paper
Discrete-time risk-aware optimal switching with non-adapted costs	2022-06-28	Paper
A Metropolis-class sampler for targets with non-convex support	2021-12-10	Paper
Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems	2021-04-16	Paper
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs	2020-03-12	Paper
Markov risk mappings and risk-sensitive optimal prediction	2020-01-19	Paper
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time	2019-12-09	Paper
Procuring load curtailment from local customers under uncertainty	2018-12-13	Paper
Nash equilibria of threshold type for two-player nonzero-sum games of stopping	2018-05-25	Paper
Real option valuation for reserve capacity	2018-05-24	Paper
Optimal entry to an irreversible investment plan with non convex costs	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	2015-06-10	Paper
Analysis of spike train data: a multivariate mixed effects model for phase and amplitude	2014-11-12	Paper
Exit problems associated with affine reflection groups	2009-09-25	Paper

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