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Professor Andy Philpott
BA, BSc, MPhil, PhD
Biography
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.
Qualifications
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
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
Distinctions/Honours
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)
- 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
- +64 9 923 8394
- +64.9.923.8394
- a.philpott@auckland.ac.nz
- aphi018@aucklanduni.ac.nz
- Media Contact
Primary office location
UNISERVICES HOUSE - Bldg 439
Level 4, Room 415
70 SYMONDS ST
AUCKLAND 1010
New Zealand