Peter Whittle

Peter Whittle (born 27 February 1927, in Wellington, New Zealand^[1]) is a mathematician and statistician, working in the fields of stochastic nets, optimal control, time series analysis, stochastic optimization and stochastic dynamics. From 1967 to 1994, he was the Churchill Professor of Mathematics for Operational Research at the University of Cambridge.^[2][3]

Whittle graduated in 1948 with a M.Sc. from the University of New Zealand.^[1] He then moved to the University of Uppsala in 1950 to study for his Ph.D.^[1] with Herman Wold; his thesis, Hypothesis Testing in Time Series, was published by 1951^[2]. He remained in Uppsala until 1953 when, having met his wife Kathe, he moved back to New Zealand. He worked at the DSIR Applied Mathematics Laboratory (later the Applied Mathematics Division) until 1959 when he was appointed to a lectureship in Cambridge^[1][4]. This appointment was brief however; Whittle was appointed Professor of Mathematical Statistics at the University of Manchester in 1961.^[1][3][5] After 6 years in Manchester, Whittle returned to Cambridge as the Churchill Professor of Mathematics for Operational Research, a post he held until his retirement in 1994. From 1973, he was also Director of the Statistical Laboratory, University of Cambridge.^[6]

Whittle was elected a Fellow of the Royal Society in 1978,^[7] and an Honorary Fellow of the Royal Society of New Zealand in 1981.^[8] The Royal Society awarded him their Sylvester Medal in 1994 in recognition of his "major distinctive contributions to time series analysis, to optimisation theory, and to a wide range of topics in applied probability theory and the mathematics of operational research".^[9] In 1986, the Institute for Operations Research and the Management Sciences awarded Whittle the Lanchester Prize for his book Systems in Stochastic Equilibrium (ISBN 0-471-90887-8) and the John von Neumann Theory Prize in 1997^[5] for his "outstanding contributions to the theory of operations research and management science".^[10]

Whittle has six children.^[1][11]

Bibliography

1. Whittle, P. (1951). Hypothesis Testing in Time Series Analysis. Almquist and Wicksell. 
2. Whittle, P. (1963). Prediction and Regulation. English Universities Press. 

   Republished as: Whittle, P. (1983). Prediction and Regulation by Linear Least-Square Methods. University of Minnesota Press. ISBN 0-8166-1148-3. 

3. Whittle, P. (1970). Probability (Library of university mathematics). Penguin. ISBN 0-14-080085-9. 

   Republished as: Whittle, P. (April 30, 1976). Probability. John Wiley and Sons Ltd. ISBN 0-471-01657-8. 

4. Whittle, P. (July 28, 1971). Optimization Under Constraints. John Wiley and Sons Ltd. ISBN 0-471-94130-1. 
5. Whittle, P. (August 4, 1982). Optimization Over Time. John Wiley and Sons Ltd. ISBN 0-471-10120-6. 
6. Whittle, P. (April 1983). Optimization Over Time: Dynamic Programming and Stochastic Control. John Wiley and Sons Ltd. ISBN 0-471-10496-5. 
7. Whittle, P. (June 4, 1986). Systems in Stochastic Equilibrium. John Wiley and Sons Ltd. ISBN 0-471-90887-8. 
8. Whittle, P. (April 1990). Risk-Sensitive Optimal Control. John Wiley and Sons Ltd. ISBN 0-471-92622-1. 
9. Whittle, P. (May 14, 1992). Probability Via Expectation (3rd edition ed.). Springer Verlag. ISBN 0-387-97758-9 (hardcover), ISBN 0-387-97764-3 (paperback). 

   Republished as: Whittle, P. (April 20, 2000). Probability Via Expectation (4th edition ed.). Springer. ISBN 0-387-98955-2. 

10. Whittle, P. (July 18, 1996). Optimal Control: Basics and Beyond. John Wiley and Sons Ltd. ISBN 0-471-95679-1. 
11. Whittle, P. (December 8, 1998). Neural Nets and Chaotic Carriers. John Wiley and Sons Ltd. ISBN 0-471-98541-4. 
12. Whittle, P. (May 31, 2007). Networks: Optimisation and Evolution. Cambridge University Press. ISBN 0-521-87100-6. 

External links

• Webpage of the Cambridge Statistical Laboratory

References

1. ^ ^{a b c d e} J.H. Darwin. "NZMS Newsletter 22 Centrefold, December 1981". http://ifs.massey.ac.nz/mathnews/centrefolds/22/Dec1981.shtml. Retrieved 2006-01-03. 
2. ^ ^a Cambridge Statistical Laboratory. "The History of the Statistical Laboratory, section 6". http://www.statslab.cam.ac.uk/History/2history.html#6. Retrieved 2006-01-03. 
3. ^ Cambridge Statistical Laboratory. "The History of the Statistical Laboratory, section 4". http://www.statslab.cam.ac.uk/History/2history.html#4. Retrieved 2006-01-03. 
4. ^ ^a Institute for Operations Research and the Management Sciences. "John von Neumann Theory Prize Winners, 1997 section". http://www.informs.org/Prizes/vonNeumannDetails.html. Retrieved 2006-01-03. 
5. ^ Cambridge Statistical Laboratory. "The History of the Statistical Laboratory, section 7". http://www.statslab.cam.ac.uk/History/2history.html#4. Retrieved 2006-01-03. 
6. ^ Royal Society. "Directory of Fellows of the Royal Society". http://www.royalsociety.ac.uk/view_fellow.cfm?FID=1616&N=w. Retrieved 2006-01-03. and Certificate of Election and Candidature
7. ^ Royal Society of New Zealand. "List of Honorary Fellow of the Royal Society of New Zealand, 1870-2000". http://www.rsnz.org/directory/yearbooks/year00/app2.php. Retrieved 2006-01-03. 
8. ^ The Royal Society. "Sylvester recent winners". http://www.royalsociety.ac.uk/page.asp?id=1766Z. Retrieved 2006-01-03. 
9. ^ Institute for Operations Research and the Management Sciences. "Frederik W. Lanchester Prize". http://www.informs.org/Prizes/LanchesterPrize.html. Retrieved 2006-01-03. 
10. ^ Mathematics Genealogy Project. "Peter Whittle". http://www.genealogy.math.ndsu.nodak.edu/html/id.phtml?id=8717. Retrieved 2005-01-03.