Randall Martyr

Randall Martyr

Kingston University London - Kingston upon Thames / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5203182
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person_outline Randall Martyr's MOST POPULAR ARTICLES
1-) Finite-horizon optimal multiple switching with signed switching costsR MartyrMathematics of Operations Research 41 (4), 1432-1447, 2016192016
2-) Real option valuation of a decremental regulation service provided by electricity storageDZ Szabó, R MartyrPhil. Trans. R. Soc. A 375 (2100), 20160300, 2017102017
3-) A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous timeS Hamadène, R Martyr, J MoriartyAdvances in Applied Probability 51 (2), 425-442, 201992019
4-) Benchmarking the performance of controllers for power grid transient stabilityR Martyr, B Schäfer, C Beck, V LatoraSustainable Energy, Grids and Networks 18, 100215, 20198*2019
5-) Nonzero-Sum Games of Optimal Stopping and Generalized Nash Equilibrium ProblemsR Martyr, J MoriartySIAM Journal on Control and Optimization 59 (2), 1443-1465, 202162021