Professor Andy Philpott

BA, BSc, MPhil, PhD


My research interests span most of mathematical programming, in particular linear, non-linear and stochastic programming and their application to operations research problems, in particular optimal planning under uncertainty, capacity expansion in telecommunications and power networks, optimal power generation hydro-electric power systems, stochastic optimization in supply chains, and optimal yacht routing under uncertainty.

Much of my recent research has been conducted as part of the Electric Power Optimization Centre, which develops optimization and equilibrium models of electricity markets.


PhD in Operations Research, University of Cambridge
MPhil in Control Engineering and Operations Research, University of Cambridge
BSc in Mathematics, Victoria University of Wellington
BA in Philosophy, Victoria University of Wellington

Research | Current

  • Electricity markets
  • Optimal planning under uncertainty
  • Capability expansion in telecommunications and power networks
  • Optimal power generation hydro-electric power systems
  • Stochastic optimization in supply chains
  • Optimal yacht routing under uncertainty

Research groups

Teaching | Current

  • ENGGEN 150 - Advanced Mechanics and Mathematical Modelling
  • ENGSCI 391 - Optimisation in Operations Research
  • ENGSCI 763 - Advanced Simulation and Stochastic Programming
  • ENGSCI 768 - Research Topics in Operations Research 1

Postgraduate supervision

Faisal Wahid

Keith Ruddell

Corey Kok


Hans Daellenbach Prize, 2006

Franz Edelman Laureate, 2009

Areas of expertise

  • Mathematical programming
  • Stochastic optimization
  • Supply function equilibrium
  • Electricity markets

Committees/Professional groups/Services

Professional affiliations

  • Member, IFIP Working Group on Stochastic Optimization
  • Member, Institute for Operations Research and the Management Sciences (INFORMS)
  • Member, Mathematical Programming Society
  • Member, Society for Industrial and Applied Mathematics (SIAM)
  • Associate Editor, Mathematical Programming
  • Associate Editor, Operations Research

Selected publications and creative works (Research Outputs)

  • Villumsen, J. C., Bronmo, G., & Philpott, A. B. (2013). Line Capacity Expansion and Transmission Switching in Power Systems With Large-Scale Wind Power. IEEE TRANSACTIONS ON POWER SYSTEMS, 28 (2), 731-739. 10.1109/TPWRS.2012.2224143
  • Philpott, A. B., de Matos, V. L., & Finardi, E. C. (2013). On Solving Multistage Stochastic Programs with Coherent Risk Measures. Operations Research, 61 (4), 957-970. 10.1287/opre.2013.1175
  • Anderson, E. J., Holmberg, P., & Philpott, A. B. (2013). Mixed strategies in discriminatory divisible-good auctions. The RAND Journal of Economics, 44 (1), 1-32. Related URL.
  • Villumsen, J. C., & Philpott, A. B. (2012). Investment in electricity networks with transmission switching. European Journal of Operational Research, 222 (2), 377-385. 10.1016/j.ejor.2012.05.002
  • Philpott, A. B., & de Matos, V. (2012). Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion. European Journal of Operational Research, 218 (2), 470-483. 10.1016/j.ejor.2011.10.056
  • Holmberg, P., & Philpott, A. (2012). Supply function equilibria in networks with transport constraints. IFN Working Paper. Related URL.
  • Guan, Z., & Philpott, A. B. (2011). A multistage stochastic programming model for the New Zealand dairy industry. International Journal of Production Economics, 134 (2), 289-299. 10.1016/j.ijpe.2009.11.003
  • Pritchard, G., Zakeri, G., & Philpott, A. (2010). A single-settlement, energy-only electric power market for unpredictable and intermittent participants. Operations Research, 58 (4 PART 2), 1210-1219. 10.1287/opre.1090.0800
    Other University of Auckland co-authors: Geoffrey Pritchard

Contact details

Primary office location

Level 4, Room 415
New Zealand

Web links