Me

Asbjørn Nilsen Riseth

Ph.D candidate, Industrial Mathematics, University of Oxford

My CV is available here
Contact: riseth at maths.ox.ac.uk, LinkedIn, GitHub

› About me

I am a final-year Ph.D. student in industrial mathematics at University of Oxford, supervised by Jeff Dewynne and Chris Farmer. I received my MMath from the University of Warwick in 2014. My research is within the area of optimisation under uncertainty and stochastic optimal control, motivated by decision making challenges in the retail industry. Much of my work involves writing code to solve optimisation problems, and I am heavily involved in the development of the Julia package Optim.jl for these purposes.

At Oxford I am part of the Centre for Industrial and Applied Mathematics (OCIAM), and the first cohort of the Centre for Doctoral Training in Industrially Focused Mathematical Modelling (InFoMM). My work is done in collaboration with the customer science company dunnhumby.

As part of the InFoMM training I also did a 10-week mini-project with Schlumberger in the summer of 2015. The aim of the project was to investigate new nonlinear solver techniques and understand how they may improve the speed of reservoir simulators. Outcomes of the work included a prototyping reservoir simulator built on top of the Firedrake and PETSc libraries, and an indication that combining Newton's method with Nonlinear GMRES can improve and stabilise convergence in their simulators.


› Research

» Pre-prints and reports
  • R van de Geer, AV den Boer, et. al. "Dynamic Pricing and Learning with Competition: Insights from the Dynamic Pricing Challenge at the 2017 INFORMS RM & Pricing Conference". Submitted, 2018. [arXiv]
  • ANR, JP Taylor-King. "Operator fitting for parameter estimation of stochastic differential equations". Submitted, 2018. [arXiv]
  • ANR. "Objective acceleration for unconstrained optimization". Submitted, 2017. [arXiv]
  • ANR, JN Dewynne, CL Farmer. "A comparison of control strategies applied to a pricing problem in retail". Submitted, 2017. [arXiv]
  • ANR. "Dynamic pricing in retail with diffusion process demand". Submitted, 2017. [arXiv]
  • ANR. "Nonlinear solver techniques in reservoir management". Technical Report, Oxford, 2015. [pdf]
  • » Publications
    • PK Mogensen, ANR. "Optim: A mathematical optimization package for Julia ". Journal of Open Source Software, 2018. [doi] | [pdf]
    • ANR.. "Solving the diffusion equation using mimetic finite difference methods". MMath Thesis, University of Warwick, 2014. [pdf]
    » Presentations
    • "Stochastic optimal control for a pricing problem". InFoMM annual conference, Oxford. March 2018 [pdf]
    • "Parameter estimation with forward operators". Numerical Analysis Seminar, Oxford. January 2018 [pdf]
    • "Objective acceleration for unconstrained optimization". Conference on Optimization Methods and Software, Havana. December 2017 [pdf]
    • "Dynamic pricing and learning with competition". InFoMM group meeting, Oxford. September 2017
    • "Dynamic pricing with diffusion models". INFORMS revenue management & pricing conference, Amsterdam. June 2017 [pdf]
    • "Solving PDEs in reservoir simulation". IPAM workshop: Computational issues in oil field applications, Los Angeles. June 2017 [pdf]
    • "Stochastic optimal control for a pricing problem". IMA and OR society conference on mathematics of operational research, Birmingham. April 2017 [pdf]
    • "Hamilton-Jacobi-Bellman equations for dynamic pricing". Industrial and Applied Mathematics Seminar, Oxford. February 2017 [pdf]
    • "Stochastic optimal control for a pricing problem". InFoMM group seminar. November 2016 [pdf]
    • "Price-management under uncertainty". Trinity College Benefactors' lunch. October 2016
    • "Solving PDEs in reservoir simulation". Oxford junior applied maths seminar. June 2016 [pdf]
    • "Solving PDEs in reservoir simulation". Oxford PDE CDT student seminar. June 2016
    • "Optimised certainty equivalents and risk measures". InFoMM group meeting. January 2016
    • "Decision-making under uncertainty". Warwick Imperial Autumn Meeting 2015
    • "Optimisation under uncertainty". InFoMM mini-project presentation. September 2015
    • "Nonlinear solver techniques in reservoir simulation". InFoMM mini-project presentation. July 2015
    • "Nonlinear solver techniques in reservoir simulation". Schlumberger presentation. July 2015
    • "Mimetic Finite Difference Methods: Applications to the Diffusion Equation". Master thesis defence, Warwick. May 2014. [pdf]
    » Posters
    • "Pricing under uncertainty". British Applied Mathematics Colloquim 2016. [pdf]
    • "Price-management under uncertainty". STOR-i annual conference 2016. [pdf]
    » Mathematical Modelling events
    • "Inertia in electricity systems". MISG 2018 Adelaide. January 2018..
    • "The Germasogeia aquifer". ESGI 125 Cyprus. December 2016. [pdf]
    • "Increasing the creativity of ENGINO toy sets and generating automatic building instructions". ESGI 125 Cyprus. December 2016. [pdf]
    • "Understanding the accuracy of pre-symptomatic diagnosis of sepsis". ESGI 116 Durham. April 2016. [pdf]
    • "Retail price modelling". Problem Solving Day, STOR-i. Feb 2016
    • "Segmentation and content in moving images". ESGI 107 Manchester. March 2015
    • "Generation of investment proposal in the Venture Capital investment simulator VCR". UK Graduate Modelling Camp. March 2015
    » Teaching