Prof John Moriarty
DPhil, MSc
Professor of Mathematics
Impact Lead
School of Mathematical Sciences
Queen Mary University of London
Research
Applied probability, Optimal stopping, Stochastic control, Nonlinear expectation
Interests
I am an applied probabilist with research interests in optimal stopping and stochastic control, under possibly nonlinear expectation, focusing particularly on their novel interfaces with geometry.
Publications
Publications of specific relevance to the Centre for Probability, Statistics and Data Science
2025
Optimal stopping with nonlinear expectation: geometric and algorithmic solutionsMoriarty J Kosmala T
The Annals of Applied Probability,
Institute of Mathematical Statistics 20-10-20252022
Discrete-time risk-aware optimal switching with non-adapted costsMoriarty J Perninge M
Advances in Applied Probability,
Applied Probability Trust 06-06-2022 RangL: A Reinforcement Learning Competition PlatformZobernig V Saldanha RA He J van der Sar E van Doorn J Hua J-C Mason LR Czechowski A et al.
In
Ssrn Electronic Journal 01-01-2022 2021
A Metropolis-class sampler for targets with non-convex supportMoriarty J Vogrinc J
Statistics and Computing,
Springer (Part of Springer Nature) 15-09-2021 A rare-event study of frequency regulation and contingency services from grid-scale batteriesGoodridge M Moriarty J
Philosophical Transactions of The Royal Society a: Mathematical, Physical and Engineering Sciences,
Royal Society, The 07-06-2021 Introduction: the mathematics of energy systemsMancarella P Moriarty J Philpott A Zwart B
Philosophical Transactions of The Royal Society a Mathematical Physical and Engineering Sciences,
The Royal Society vol. 379 (2202)
07-06-2021 Nonzero-sum games of optimal stopping and generalised Nash equilibrium problemsMartyr R Moriarty J
Siam Journal on Control and Optimization,
Society For Industrial and Applied Mathematics 15-04-2021 2020
Distributions of cascade sizes in power system emergency responseGoodridge MP Moriarty J
2020 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS). vol. 00, 1-6.
21-08-2020 2018
A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Non Convex CostsDe Angelis T Ferrari G Moriarty J
Mathematics of Operations Research,
Informs 20-09-2018 Nash equilibria of threshold type for two-player nonzero-sum games of stoppingDe Angelis T Ferrari G MORIARTY JM
Annals of Applied Probability,
Institute of Mathematical Statistics 03-03-2018 2017
Detecting Changes in Real-Time Data: A User's Guide to Optimal DetectionJohnson P MORIARTY JM
Philosophical Transactions of The Royal Society a: Mathematical, Physical and Engineering Sciences,
Royal Society, The 10-07-2017 Procuring load curtailment from local customers under uncertaintyMijatovic A Vogrinc J
Philosophical Transactions a: Mathematical, Physical and Engineering Sciences,
Royal Society, The 10-07-2017 Energy management: flexibility, risk and optimizationMoriarty J
Philosophical Transactions of The Royal Society a Mathematical Physical and Engineering Sciences,
The Royal Society vol. 375 (2100)
10-07-2017 Bayesian calibration and number of jump components in electricity spot price modelsGonzalez J MORIARTY JM
Energy Economics,
Elsevier vol. 65, 375-388.
03-05-2017 Optimal entry to an irreversible investment plan with non convex costsDe Angelis T Ferrari G
Mathematics and Financial Economics,
Springer Verlag 29-04-2017 2016
Application of sequential testing problem to online detection of transient stability status for power systemsMORIARTY JM Gonzalez J Kitapbayev Y Milanovic J
55th IEEE Conference on Decision and Control.
29-12-2016 Flexible investment under uncertainty in smart distribution networks with demand side response: Assessment framework and practical implementationSchachter JA Mancarella P Moriarty J
Energy Policy vol. 97, 439-449.
01-10-2016 Real option valuation for reserve capacityMORIARTY JM
European Journal of Operational Research 09-07-2016 2015
A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping BoundariesDe Angelis T Ferrari G
Siam Journal on Control and Optimization,
Society For Industrial & Applied Mathematics (Siam) vol. 53 (3), 1199-1223.
01-01-2015 Stochastic control and real options valuation of thermal storage-enabled demand response from flexible district energy systemsKitapbayev Y Moriarty J
Applied Energy,
Elsevier vol. 137, 823-831.
01-01-2015 2014
Risk-sensitive optimal switching and applications to district energy systemsGonzalez J
2014 International Conference on Probabilistic Methods Applied to Power Systems (PMAPS)., 1-6.
01-07-2014 Analysis of spike train data: A multivariate mixed effects model for phase and amplitudeHadjipantelis PZ Aston JAD Müller H-G
Electronic Journal of Statistics,
Institute of Mathematical Statistics vol. 8 (2)
01-01-2014 2013
Function-valued traits in evolutionHadjipantelis PZ Jones NS Moriarty J Knight CG
Journal of The Royal Society Interface,
The Royal Society vol. 10 (82)
06-05-2013 A real options assessment of operational flexibility in district energy systemsKitapbayev Y Moriarty J
2013 10th International Conference on the European Energy Market (EEM)., 1-7.
01-05-2013 Robust estimation of microbial diversity in theory and in practiceHaegeman B Hamelin J Moriarty J Weitz JS
The Isme Journal: Multidisciplinary Journal of Microbial Ecology,
Oxford University Press (OUP) vol. 7 (6), 1092-1101.
14-02-2013 Evolutionary inference for function-valued traits: Gaussian process regression on phylogeniesJones NS
Journal of The Royal Society Interface,
The Royal Society vol. 10 (78)
06-01-2013 The early phase of a radiation accident: Revisiting thinking on evacuation and exclusion zonesFrench S Argyris N Nuttall WJ Moriarty J
Iscram 2013 Conference Proceedings 10th International Conference on Information Systems for Crisis Response and Management., 296-300.
01-01-2013 2011
The resource valuation and optimisation model-real impact from real optionsEvatt GW Moriarty J Howell SD Tonkin C
35th Apcom Symposium Application of Computers and Operations Research in the Minerals Industry Proceedings., 535-545.
01-12-2011 Phylogenetic inference for function-valued traits: speech sound evolutionGroup TFP
Trends in Ecology & Evolution,
Elsevier vol. 27 (3), 160-166.
10-11-2011 2010
The expected lifetime of an extraction projectEvatt GW Johnson PV Duck PW
Proceedings of The Royal Society A,
The Royal Society vol. 467 (2125), 244-263.
28-07-2010 2009
Reflected Brownian motion in a wedge: sum-of-exponential stationary densitiesDieker AB Moriarty J
Electronic Communications in Probability,
Institute of Mathematical Statistics vol. 14 (none), 1-16.
01-01-2009 2008
Exit problems associated with affine reflection groupsDoumerc Y
Probability Theory and Related Fields,
Springer Nature vol. 145 (3-4), 351-383.
07-08-2008 2007
Bounds on the distribution of the number of gaps when circles and lines are covered by fragments: Theory and practical application to genomic and metagenomic projectsMoriarty J Metcalfe A
Bmc Bioinformatics,
Springer Nature vol. 8 (1)
02-03-2007 Optimal control of a commercial building's thermostatic load for off-peak demand responseMORIARTY JM MARTYR R BECK C
Journal of Building Performance Simulation,
Taylor & Francis (Routledge) Frequency violations from random disturbances: an MCMC approachMORIARTY JM VOGRINC J Zocca A
2018 IEEE Conference on Decision and Control.
A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous timeHamadene S MARTYR R MORIARTY JM
Advances in Applied Probability,
Applied Probability Trust Imbalance market real options and the valuation of storage in future energy systemsMORIARTY JM Palczewski J
Risks,
Mdpi Ag Large Fluctuations in Locational Marginal PricesNesti T Moriarty J Zocca A Zwart B
Philosophical Transactions of The Royal Society a: Mathematical, Physical and Engineering Sciences,
Royal Society, The Risk-constrained minimisation of combined event detection and decision time for online transient stability assessmentMoriarty J gonzalez J Milanovic J Papadopoulos P Peskir G
IEEE Transactions on Smart Grid,
Institute of Electrical and Electronics Engineers Reinforcing the role of competition platformsArvizu JM Mason LR Moriarty J
Patterns,
Elsevier Hopping between distant basinsGoodridge M Moriarty J Vogrinc J Zocca A
Journal of Global Optimization,
Springer Verlag Markov risk mappings and risk-sensitive optimal predictionKosmala T Martyr R Moriarty J
Mathematical Methods of Operations Research,
Springer
Grants
Grants of specific relevance to the Centre for Probability, Statistics and Data Science
Research Group
News
December 2025
3 December 2025
Our centre members Dr. Amaranta Membrillo Solis and Prof. John Moriarty are co-organising a two-day workshop in the School of Mathematical Sciences on the 12th and 13th January, titled "Geometric Methods in Probability".
The first event on Monday 12th January will consist of a London Probability Day (LPD), an one-day ... [more]
