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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

  • 7 Article
  • 2 Conference contribution

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 journalArticle

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 journalArticle

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 journalArticle

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 proceedingConference 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 journalArticle

String searching algorithms
Information theory
Markov processes
Fluids