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Andy Philpott · Study

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Andy Philpott

9 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0002-7094-3405

h-index9

i109

Citations1,006

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Most cited in this library

On the convergence of stochastic dual dynamic programming and related methods2008 · 232 citations
Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion2011 · 210 citations
On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs2014 · 116 citations
Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems2009 · 115 citations
On Solving Multistage Stochastic Programs with Coherent Risk Measures2013 · 112 citations

Works

9 shown

Distributionally robust SDDP

Computational Management Science·2018·3 authors

42citations

On the Convergence of Decomposition Methods for Multistage Stochastic Convex Programs

Mathematics of Operations Research·2014·3 authors·Open access

116citations

On Solving Multistage Stochastic Programs with Coherent Risk Measures

Operations Research·2013·2 authors

112citations

Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion

European Journal of Operational Research·2011·2 authors

210citations

A multistage stochastic programming model for the New Zealand dairy industry

International Journal of Production Economics·2009·1 author

71citations

Dantzig-Wolfe Decomposition for Solving Multistage Stochastic Capacity-Planning Problems

Operations Research·2009·3 authors·Open access

115citations

On the convergence of stochastic dual dynamic programming and related methods

Operations Research Letters·2008·1 author·Open access

232citations

On the Convergence of Sampling-Based Decomposition Algorithms for Multistage Stochastic Programs

Journal of Optimization Theory and Applications·2005·2 authors

54citations

Supply Chain Optimisation in the Paper Industry

Annals of Operations Research·2001·2 authors

54citations