Professor John Moriarty
Professor of Mathematics
Email: j.moriarty@qmul.ac.ukTelephone: +44 (0)20 7882 2953Room Number: Mathematical Sciences Building, Room: MB-524Website: http://www.maths.qmul.ac.uk/people/jmoriarty
Profile
John Moriarty is Professor of Mathematics in the School of Mathematical Sciences, where he is also the School impact lead. He specialises in applied probability and applications in energy. Prior to joining Queen Mary, John was a Senior Lecturer in Probability and Statistics at the University of Manchester.
He holds a BA in Mathematical Sciences, M.Sc. in Applied Statistics and D.Phil. in Mathematics from the University of Oxford. After the completion of his studies, he held a post-doctoral research fellowship at University College Cork. From 2013 to 2020 he held an EPSRC Early Career Research Fellowship, and from 2020-22 he holds a Research Fellowship at the Alan Turing Institute. He served as Principal Organiser for the 2019 Isaac Newton Institute programme on the Mathematics of Energy Systems.
Research
Research Interests:
My current research interests are in applied probability, real options analysis, and applications in energy. Please see my group web page(link is external) for a list of our recent publications and preprints, and also my Google Scholar page. (link is external). I am an EPSRC Early Career Research Fellow and other funding details can be found on the RCUK gateway to research(link is external).
Publications
- (2021), A Metropolis-class sampler for targets with non-convex support Statistics and Computing $nameOfConference(2021), A rare-event study of frequency regulation and contingency services from grid-scale batteries Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences $nameOfConference(2021), Nonzero-sum games of optimal stopping and generalised Nash equilibrium problems SIAM Journal on Control and Optimization $nameOfConference(2020), Distributions of cascade sizes in power system emergency response 2020 International Conference on Probabilistic Methods Applied to Power Systems, PMAPS 2020 - Proceedings $nameOfConference(2018), Frequency violations from random disturbances: an MCMC approach 2018 IEEE Conference on Decision and Control (CDC)(2018), Optimal control of a commercial building's thermostatic load for off-peak demand response Journal of Building Performance Simulation $nameOfConference(2018), A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex Costs Mathematics of Operations Research $nameOfConference(2018), Nash equilibria of threshold type for two-player nonzero-sum games of stopping Annals of Applied Probability $nameOfConference(2017), Detecting Changes in Real-Time Data: A User's Guide to Optimal Detection Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences $nameOfConference(2017), Procuring load curtailment from local customers under uncertainty Philosophical Transactions A: Mathematical, Physical and Engineering Sciences $nameOfConference(2017), Bayesian calibration and number of jump components in electricity spot price models Energy Economics $nameOfConference(2017), Optimal entry to an irreversible investment plan with non convex costs Mathematics and Financial Economics $nameOfConference(2016), Application of sequential testing problem to online detection of transient stability status for power systems 55th IEEE Conference on Decision and Control(2016), Flexible investment under uncertainty in smart distribution networks with demand side response: Assessment framework and practical implementation Energy Policy $nameOfConference(publicationYear), Real option valuation for reserve capacity European Journal of Operational Research $nameOfConference(2015), A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries SIAM Journal on Control and Optimization $nameOfConference
Public Engagement
I am organising the 2019 programme on the Mathematics of Energy Systems(link is external) at the Isaac Newton Institute in Cambridge.