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Andy Philpott
Andy Philpott
Professor of Operations Research, University of Auckland
Verified email at auckland.ac.nz - Homepage
Title
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Cited by
Year
A tutorial on stochastic programming
A Shapiro, A Philpott
Manuscript. Available at www2. isye. gatech. edu/ashapiro/publications. html 17, 2007
3132007
On the convergence of stochastic dual dynamic programming and related methods
AB Philpott, Z Guan
Operations Research Letters 36 (4), 450-455, 2008
3002008
A stochastic programming approach to electric energy procurement for large consumers
M Carrión, AB Philpott, AJ Conejo, JM Arroyo
IEEE Transactions on Power Systems 22 (2), 744-754, 2007
2812007
Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion
AB Philpott, VL de Matos
European Journal of Operational Research, 2011
2692011
A single-settlement, energy-only electric power market for unpredictable and intermittent participants
G Pritchard, G Zakeri, A Philpott
Operations research 58 (4-part-2), 1210-1219, 2010
1962010
Optimal offer construction in electricity markets
EJ Anderson, AB Philpott
Mathematics of operations research 27 (1), 82-100, 2002
1892002
On solving multistage stochastic programs with coherent risk measures
A Philpott, V de Matos, E Finardi
Operations Research 61 (4), 957-970, 2013
1642013
Using supply functions for offering generation into an electricity market
EJ Anderson, AB Philpott
Operations research 50 (3), 477-489, 2002
1542002
Optimizing demand-side bids in day-ahead electricity markets
AB Philpott, E Pettersen
IEEE Transactions on Power Systems 21 (2), 488-498, 2006
1502006
Dantzig-Wolfe decomposition for solving multistage stochastic capacity-planning problems
KJ Singh, AB Philpott, RK Wood
Operations Research 57 (5), 1271-1286, 2009
1442009
On the convergence of decomposition methods for multistage stochastic convex programs
P Girardeau, V Leclere, AB Philpott
Mathematics of Operations Research 40 (1), 130-145, 2015
1412015
Line capacity expansion and transmission switching in power systems with large-scale wind power
JC Villumsen, G Brĝnmo, AB Philpott
IEEE Transactions on Power Systems 28 (2), 731-739, 2012
1322012
Inexact cuts in Benders decomposition
G Zakeri, AB Philpott, DM Ryan
SIAM Journal on Optimization 10 (3), 643-657, 2000
1312000
Improving the performance of stochastic dual dynamic programming
VL De Matos, AB Philpott, EC Finardi
Journal of Computational and Applied Mathematics 290, 196-208, 2015
1212015
Equilibrium, uncertainty and risk in hydro-thermal electricity systems
A Philpott, M Ferris, R Wets
Mathematical Programming 157, 483-513, 2016
1112016
A multistage stochastic programming model for the New Zealand dairy industry
Z Guan, AB Philpott
International Journal of Production Economics 134 (2), 289-299, 2011
982011
Continuous-time flows in networks
AB Philpott
Mathematics of Operations Research 15 (4), 640-661, 1990
981990
Hydroelectric reservoir optimization in a pool market
G Pritchard, AB Philpott, PJ Neame
Mathematical programming 103 (3), 445-461, 2005
972005
A class of continuous network flow problems
EJ Anderson, P Nash, AB Philpott
Mathematics of Operations Research 7 (4), 501-514, 1982
951982
Hydro-electric unit commitment subject to uncertain demand
AB Philpott, M Craddock, H Waterer
European Journal of Operational Research 125 (2), 410-424, 2000
932000
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