Oscar Dowson

About me

I am a consulting software engineer based in Auckland, New Zealand. I received my Ph.D. in Operations Research from the University of Auckland in 2019, advised by Andy Philpott, Andrew Mason, and Anthony Downward.

Projects I am involved in
  1. JuMP: an open-source modeling language for mathematical optimization
  2. dairyanalytics.co.nz: a project forecasting the price of milk in New Zealand
  3. SDDP.jl: a generic open-source solver for sequential decision problems
Publications
  1. Dowson, O., Morton, D.P., Pagnoncelli, B.K. (accepted). Incorporating convex risk measures into multistage stochastic programming algorithms. Annals of Operations Research.
  2. Dowson, O., Morton, D.P., Downward, A. (accepted). Bi-objective multistage stochastic linear programming. Mathematical Programming.
  3. Legat, B., Dowson, O., Garcia, J., Lubin, M. (2022). MathOptInterface: a data structure for mathematical optimization problems. INFORMS Journal on Computing. 34(2), 671--1304.
  4. Lara, J.D., Dowson, O., Doubleday, K., Hodge, B-M., Callaway, D.S. (2022). A multi-stage stochastic risk assessment with Markovian representation of renewable power. IEEE Transactions on Sustainable Energy. 13(1), 414--426.
  5. Rosemberg, A., Street, A., Garcia, J., Silva, T., Valladão, D., Dowson, O. (2022). Assessing the cost of network simplifications in hydrothermal power systems. IEEE Transactions on Sustainable Energy. 13(1), 196--206.
  6. Dowson, O., Kapelevich, L. (2021). SDDP.jl: a Julia package for stochastic dual dynamic programming. INFORMS Journal on Computing. 33(1), 27--33.
  7. Dowson, O., Morton, D.P., Pagnoncelli, B.K. (2020). Partially observable multistage stochastic optimization. Operations Research Letters. 48(4), 505--512.
  8. Dowson, O. (2020). The policy graph decomposition of multistage stochastic optimization problems. Networks, 76(1), 3--23.
  9. Downward, A., Dowson, O., Baucke, R. (2020). Stochastic dual dynamic programming with stagewise-dependent objective uncertainty. Operations Research Letters, 48(1), 33--39.
  10. Dowson, O., Philpott, A., Mason, A., Downward, A. (2019). A multi-stage stochastic optimization model of a pastoral dairy farm. European Journal of Operational Research, 274(3), 1077--1089.
  11. Made with Materialize