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Randall Martyr
Randall Martyr
Instinet Global Services Ltd
Verified email at kingston.ac.uk - Homepage
Title
Cited by
Cited by
Year
Finite-horizon optimal multiple switching with signed switching costs
R Martyr
Mathematics of Operations Research 41 (4), 1432-1447, 2016
202016
Real option valuation of a decremental regulation service provided by electricity storage
DZ Szabó, R Martyr
Phil. Trans. R. Soc. A 375 (2100), 20160300, 2017
122017
Benchmarking the performance of controllers for power grid transient stability
R Martyr, B Schäfer, C Beck, V Latora
Sustainable Energy, Grids and Networks 18, 100215, 2019
8*2019
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, 2019
82019
Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium Problems
R Martyr, J Moriarty
SIAM Journal on Control and Optimization 59 (2), 1443-1465, 2021
42021
Cloud based evaluation of databases for stock market data
B Singh, R Martyr, T Medland, J Astin, G Hunter, JC Nebel
Journal of Cloud Computing 11 (1), 1-17, 2022
32022
Discrete-time risk-aware optimal switching with non-adapted costs
J Moriarty, R Martyr, M Perninge
Journal of/Advances in Applied Probability, 2021
3*2021
Optimal control of a commercial building's thermostatic load for off-peak demand response
R MARTYR, J MORIARTY, C BECK
Journal of Building Performance Simulation, 2018
32018
Optimal entry to an irreversible investment plan with non convex costs
T De Angelis, G Ferrari, R Martyr, J Moriarty
Mathematics and Financial Economics 11 (4), 423-454, 2017
32017
Solving finite time horizon Dynkin games by optimal switching
R Martyr
Journal of Applied Probability 53 (4), 957-973, 2016
32016
Dynamic programming for discrete-time finite-horizon optimal switching problems with negative switching costs
R Martyr
Advances in Applied Probability 48 (3), 832-847, 2016
32016
Markov risk mappings and risk-sensitive optimal prediction
T Kosmala, R Martyr, J Moriarty
Mathematical Methods of Operations Research 97 (1), 91-116, 2023
2023
Optimal prediction games in local electricity markets
R Martyr
University of Manchester, 2015
2015
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Articles 1–13