John C. Gittins

from Wikipedia, the free encyclopedia

John Charles Gittins (* 1938 ) is a British mathematician who studies stochastics .

Gittins was a scientist in Operations Research at the Steel Company of Wales in Port Talbot from 1961 to 1964 . From 1967 to 1974 he was Assistant Director of Research (Management Studies) in the Department of Engineering at Cambridge University . From 1967 to 2005 he was a university lecturer in statistics at the University of Oxford , including six years as head of the faculty, and senior mathematics tutor at Keble College, Oxford. In 1992 he received a D.Sc. in Oxford and in 1996 he received the title of professor there.

He received his PhD in 1968 from the University of Wales under Dennis Lindley (Optimal resource allocation in chemical research).

In 1979 he introduced the Gittins index to determine the optimal stopping time, for example for clinical drug tests or gaming at machines.

Gittins received the Rollo-Davidson Prize in 1981 and the Guy Medal in silver from the Royal Statistical Society in 1984.

Fonts

  • Multi-Armed Bandit Allocation Indices, Wiley 1989
  • with SW Bergman: Statistical Methods for Pharmaceutical Research Planning, CRC Press, 1985
  • with H. Pezeshk: "How Large Should a Clinical Trial Be?", The Statistician, Volume 49, 2000, pp. 177-187
  • with G. Harper: "Bounds on the Performance of a Greedy Algorithm for Probabilities". Mathematics of Operations Research, Volume 26, 2001, pp. 313-323
  • "Stochastic Models for the Planning of Pharmaceutical Research", Journal of Statistical Theory and Applications, Volume 2, 2003, pp. 198-214.
  • with KD Glazebrook, RR Weber: Multi-Armed Bandit Allocation Indices, 2nd edition, Wiley 2011

Web links

Individual evidence

  1. ↑ John C. Gittins in the Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / id used
  2. ↑ Published in Adv. Appl. Prob., 1, 1969, 238-270
  3. ^ Gittins, Bandit Processes and Dynamic Allocation Indices, Journal of the Royal Statistical Society, Series B, Volume 41, 1979, pp. 148-177.
personal data
SURNAME Gittins, John C.
ALTERNATIVE NAMES Gittins, John Charles (full name)
BRIEF DESCRIPTION British mathematician
DATE OF BIRTH 1938