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Randall Martyr

10 papers hereh-index 588 citations20 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author4
  • middle author3

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • math.OC9
  • math.PR1

identity via Semantic Scholar / OpenAlex

activity
20142020
most citedFinite-horizon optimal multiple switching with signed switching costs

25 citations · 42 across the 9 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

math.PR2017★ 5 cited

Nonzero-sum games of optimal stopping and generalised Nash equilibrium

Randall Martyr, John Moriarty

In the nonzero-sum setting, we establish a connection between Nash equilibria in games of optimal stopping (Dynkin games) and generalised Nash equilibrium problems (GNEP). In the D…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.