Finite-horizon optimal multiple switching with signed switching costs R Martyr Mathematics of Operations Research 41 (4), 1432-1447, 2016 | 22 | 2016 |
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 | 12 | 2017 |
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 | 9 | 2019 |
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 |
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 | 6 | 2021 |
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 | 4 | 2022 |
Discrete-time risk-aware optimal switching with non-adapted costs J Moriarty, R Martyr, M Perninge Journal of/Advances in Applied Probability, 2021 | 4* | 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 | 4 | 2018 |
Solving finite time horizon Dynkin games by optimal switching R Martyr Journal of Applied Probability 53 (4), 957-973, 2016 | 4 | 2016 |
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 | 3 | 2017 |
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 | 3 | 2016 |
Markov risk mappings and risk-sensitive optimal prediction T Kosmala, R Martyr, J Moriarty Mathematical Methods of Operations Research 97 (1), 91-116, 2023 | 1 | 2023 |
Optimal prediction games in local electricity markets R Martyr University of Manchester, 2015 | 1 | 2015 |