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


My academic CV can be downloaded from here. Most of my research publications and presentations can be downloaded from the Electric Power Optimization Centre.

Teaching | Current

  • ENGSCI 391 - Optimisation in Operations Research
  • ENGSCI 763 - Advanced Simulation and Stochastic Programming
  • ENGSCI 768 - Advanced Operations Research and Analytics

Postgraduate supervision

Rishi Adiga


Hans Daellenbach Prize, 2006

Franz Edelman Laureate, 2009

Fellow of INFORMS, 2017

Simons Fellowship, University of Cambridge, 2019

IFORS Distinguished Lectureship, 2019


Areas of expertise

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

Committees/Professional groups/Services

Professional affiliations

  • Member, Institute for Operations Research and the Management Sciences (INFORMS)
  • Member, Mathematical Programming Society
  • Associate Editor, Operations Research

Selected publications and creative works (Research Outputs)

As of 29 October 2020 there will be no automatic updating of 'selected publications and creative works' from Research Outputs. Please continue to keep your Research Outputs profile up to date.
  • 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