Hello

I am a PhD Candidate in Operations Research at the University of Auckland, supervised by Andy Philpott. Broadly speaking, I am interested in theory and methodology that enables decision-making under uncertainty.

In 2024, supported by the Claude McCarthy Fellowship, I was a visiting researcher at Imperial Business School. My recent research focuses on estimation and distributionally robust optimization with nonstationary data. For instance, we show how accounting for nonstationarity using the Wasserstein distance can lead to better forecasts of dairy commodity prices. My previous research concerns the performance of different approximations of multistage stochastic optimization problems.

Research

• Don’t Look Back in Anger: Wasserstein Distributionally Robust Optimization with Nonstationary Data. With Eddie Anderson & Wolfram Wiesemann. Working paper (2025).

• Nonstationary Distribution Estimation via Wasserstein Probability Flows. With Eddie Anderson. Working paper (2025).

• Epi-Consistent Approximation of Stochastic Dynamic Programs. With Johannes Royset. Forthcoming in Journal of Convex Analysis (2025).

• On the Out-of-Sample Performance of Stochastic Dynamic Programming and Model Predictive Control. With Andy Philpott & Eddie Anderson. Forthcoming in INFORMS Journal on Optimization (2025).