Peter Whittle

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

Whittle studied at the University of New Zealand ( master's degree in 1948 ) and received his doctorate in 1950 at the University of Uppsala in 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 in 1959 as a lecturer at the University of Cambridge In 1961 he was Professor of Mathematical Statistics at the University of Manchester. In 1967 he was Churchill Professor of Mathematics of Operational Research at the University of Cambridge, where he retired in 1994. Since 1973 he was also Director of the Statistical Laboratory of the University of Cambridge.

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

From 1978 he was a Fellow of the Royal Society and in 1981 Honorary Fellow of the Royal Society of New Zealand. In 1994 he received the Sylvester Medal of the Royal Society and in 1997 he received the John von Neumann Theory Prize.

His PhD is one of Francis Patrick Kelly.

He is married and has six children.

Writings

  • Hypothesis Testing in Time Series Analysis, Almquist and Wicksell, 1951
  • Prediction and Regulation, English Universities Press, 1963, reprint as: Prediction and Regulation by Linear Least - Square Methods, University of Minnesota Press, 1983
  • Probability, Library of university mathematics, Penguin, 1970 ( new edition, 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 ( awarded 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: Optimisation and Evolution, Cambridge University Press 2007
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