Peter Whittle

Peter Whittle (born February 27, 1927 in Wellington , New Zealand ) is a New Zealand mathematician who deals with statistics and optimization.

Education and career

Whittle studied at the University of New Zealand (Masters degree 1948) and received his PhD in 1950 from Uppsala University with Herman Wold (Hypothesis testing in time series). In 1953 he went back to New Zealand to the DSIR Applied Mathematics Laboratory. After a short time from 1959 as a lecturer at Cambridge University , he became professor of mathematical statistics at the University of Manchester in 1961 . In 1967 he became Churchill Professor of Mathematics of Operational Research at Cambridge University, where he retired in 1994. Since 1973 he has also been Head of the Statistics Laboratory at Cambridge University.

He is married and has six children.

research

He dealt with stochastic networks, optimal control theory, time series analysis, stochastic optimization and stochastic dynamics.

Francis Patrick Kelly is one of his PhD students .

Awards and honors

since 1978: Fellow of the Royal Society
since 1981: Honorary Fellow of the Royal Society of New Zealand
1986: Frederick W. Lanchester Prize
1994: New Year's Eve Medal from the Royal Society
1997: John von Neumann Theory Prize
2016: Admission to the National Academy of Engineering

Fonts

Hypothesis Testing in Time Series Analysis, Almquist and Wicksell, 1951
Prediction and Regulation, English Universities Press, 1963, reprinted as: Prediction and Regulation by Linear Least-Square Methods, University of Minnesota Press, 1983
Probability, Library of university mathematics, Penguin 1970 (new edition by Wiley 1976)
Optimization Under Constraints | author, Wiley 1971
Optimization Over Time, Wiley, 1982
Optimization Over Time: Dynamic Programming and Stochastic Control, Wiley 1983
Systems in Stochastic Equilibrium, Wiley 1986 (received the Lanchester Prize)
Risk-Sensitive Optimal Control, Wiley 1990
Probability Via Expectation, 3rd edition Springer 1992, 4th edition 2000
Optimal Control: Basics and Beyond, Wiley 1996
Neural Nets and Chaotic Carriers, Wiley 1998
Networks: Optimization and Evolution, Cambridge University Press 2007

Web links

Webpage at the Cambridge Statistical Laboratory

Individual evidence

^ Frederick W. Lanchester Prize . The Institute for Operations Research and the Management Sciences , archived from the original on October 2, 2015 ; accessed on May 9, 2019 (English, original website no longer available).

personal data
SURNAME	Whittle, Peter
BRIEF DESCRIPTION	New Zealand mathematician
DATE OF BIRTH	February 27, 1927
PLACE OF BIRTH	Wellington

[Frederick_Lanchester_Prize-1] Frederick W. Lanchester Prize . The Institute for Operations Research and the Management Sciences , archived from the original on October 2, 2015 ; accessed on May 9, 2019 (English, original website no longer available).