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Andy Philpott

Andy Philpott

University of Auckland - Auckland / New Zealand
Business & Management / Decision Science and Operations Management
AD Scientific Index ID: 118528
person_outline Andy Philpott's MOST POPULAR ARTICLES
1-) A tutorial on stochastic programming Manuscript. Available at www2. isye. gatech. edu/ashapiro/publications. html 17, 2007
2-) On the convergence of stochastic dual dynamic programming and related methods Operations Research Letters 36 (4), 450-455, 2008
3-) Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion European Journal of Operational Research, 2011
4-) A stochastic programming approach to electric energy procurement for large consumers IEEE Transactions on Power Systems 22 (2), 744-754, 2007
5-) A single-settlement, energy-only electric power market for unpredictable and intermittent participants Operations research 58 (4-part-2), 1210-1219, 2010