Research Output per year

## Personal profile

### Research interests

My research is in probability and its application to modelling real systems. This has so far concentrated on applications to communication networks but has also included social networks. In the future I will be exploring problems in power networks and cloud computing.
More superficially I have worked on the application of large deviations to queueing systems with many sources. This involved the development of novel scalings which provided new insight into observed phenomena and the model of internet routers. In addition to this I have worked on models for information spread in social networks and novel methods for change point detection.

### Biography

I completed my PhD in Cambridge under Prof F.P. Kelly and Dr D.J. Wischik. After this I spent two and a half years as a research fellow at the Heilbronn Institute for Mathematical Research in Bristol. In January 2011 I moved to the Actuarial Mathematics and Statistics department of Heriot Watt to take up a lectureship.

## Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

String searching algorithms
Engineering & Materials Science

Stochastic Dynamic Programming
Mathematics

Arbitrage
Mathematics

Information theory
Engineering & Materials Science

Markov processes
Engineering & Materials Science

Queue
Mathematics

Shock
Mathematics

Optimal Control
Mathematics

##
Co Author Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Research Output 2009 2019

## Control of Energy Storage with Market Impact: Lagrangian Approach and Horizons

Cruise, R. J. R., Flatley, L., Gibbens, R. J. & Zachary, S., 15 Jan 2019, In : Operations Research. 67, 1, p. 1-9 9 p.Research output: Contribution to journal › Article

Open Access

File

Energy storage

Market impact

Forecast horizon

Energy market

Modeling

## The critical greedy server on the integers is recurrent

Cruise, J. R. & Wade, A. R., Apr 2019, In : Annals of Applied Probability. 29, 2, p. 1233-1261 29 p.Research output: Contribution to journal › Article

Open Access

File

Queue

Server

Integer

Single Server

Critical Case

## Impact of storage competition on energy markets

Cruise, J. R., Flatley, L. & Zachary, S., 16 Sep 2018, In : European Journal of Operational Research. 269, 3, p. 998-1012 15 p.Research output: Contribution to journal › Article

Energy market

Profit

Electricity

Cost function

Spot price

## The Optimal Control of Storage for Arbitrage and Buffering, with Energy Applications

Cruise, J. & Zachary, S., 28 Dec 2018,*Renewable Energy: Forecasting and Risk Management 2017.*Mougeot, M., Picard, D., Tankov, P., Plougonven, R. & Drobinski, P. (eds.). Springer, p. 209-227 19 p. (Springer Proceedings in Mathematics & Statistics).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Stochastic Dynamic Programming

Arbitrage

Shock

Optimal Control

Optimization Problem

## Non-parametric change-point estimation using string matching algorithms

Johnson, O., Sejdinovic, D., Cruise, R. J. R., Piechocki, R. & Ganesh, A., Dec 2014, In : Methodology and Computing in Applied Probability. 16, 4, p. 987–1008 22 p.Research output: Contribution to journal › Article

String searching algorithms

Information theory

Markov processes

Fluids