Jump to content

Cyrus Derman: Difference between revisions

From Wikipedia, the free encyclopedia
Content deleted Content added
Knm3211 (talk | contribs)
No edit summary
 
(38 intermediate revisions by 23 users not shown)
Line 1: Line 1:
{{short description|American mathematician}}
{{Infobox scientist
{{Infobox scientist
| name = Cyrus Derman
| name = Cyrus Derman
Line 4: Line 5:
| image_size = 250px
| image_size = 250px
| alt =
| alt =
| caption = [http:/upwiki/wikipedia/commons/2/23/Picture_of_Cy_Derman_with_Ingram_Olkin_and_Leon_Gleser.jpg Derman at Stanford in 1986]
| caption = [[Media:Picture of Cy Derman with Ingram Olkin and Leon Gleser.jpg|Derman at Stanford in 1986]]
| birth_date = {{Birth date|1925|07|16}}
| birth_date = {{Birth date|1925|07|16}}
| birth_place = [[Collingdale]], [[Pennsylvania]]
| birth_place = [[Collingdale]], [[Pennsylvania]], US
| death_date = {{Death date and age|2011|4|27|1925|7|16}}
| death_date = {{Death date and age|2011|4|27|1925|7|16}}
| death_place = [[Carmel, New York|Carmel]], [[New York]]
| death_place = [[Carmel, New York]], US
| residence =
| residence =
| citizenship =
| citizenship =
| nationality =
| nationality =
| fields =
| field = [[Operations Research]]
| field = [[Operations Research]]
| work_institution = [[Columbia University]]
| work_institution = [[Columbia University]]
| alma_mater = [[Columbia University]]<br>[[University of Pennsylvania]]
| doctoral_advisor = [[Chung Kai-lai|Kai-Lai Chung]]
| alma_mater = [[Columbia University]]<br>[[University of Pennsylvania]]
| prizes = [[John von Neumann Theory Prize]] (2002)<br>Fellow, ASA, IMS
| doctoral_advisor = [[Chung Kai-lai | Kai-Lai Chung]]
| prizes = [[John von Neumann Theory Prize]] <br>Fellow, ASA, IMS
| academic_advisors = [[Herbert Robbins]]<br> [[Ted Harris (mathematician)|Ted Harris]]
| academic_advisors = [[Herbert Robbins]]<br> [[Ted Harris (mathematician)|Ted Harris]]
| doctoral_students =
| doctoral_students =
| notable_students = [[Michael N. Katehakis]]<br>Morton Klein<br>Sheldon M. Ross<br>[[Kiran Seth]]<br> Arthur F. Veinott, Jr.[https://web.stanford.edu/group/msande-history/cgi-bin/mw/index.php/Arthur_F._Veinott,_Jr.]
| notable_students =
| known_for = [[Markov decision process]]<br> [[Stochastic process]] <br> [[Operations Research]]
| known_for = [[Markov decision process]]<br> [[Stochastic process]] <br> [[Operations Research]]
| author_abbrev_bot =
| author_abbrev_bot =
Line 33: Line 33:
}}
}}


'''Cyrus Derman''' (July 16, 1925 – April 27, 2011) was an American [[mathematician]] and amateur musician who did research in [[Markov decision process]], [[stochastic processes]], [[operations research]], [[statistics]] and a variety of other fields
'''Cyrus Derman''' (July 16, 1925 – April 27, 2011) was an American mathematician and amateur musician who did research in [[Markov decision process]], [[stochastic processes]], [[operations research]], [[statistics]] and a variety of other fields.<ref>{{cite web|url=http://engineering.columbia.edu/professor-emeritus-cyrus-derman-dies |title=Professor Emeritus Cyrus Derman Dies &#124; The Fu Foundation School of Engineering & Applied Science - Columbia University |publisher=Engineering.columbia.edu |date=2011-05-04 |accessdate=2014-02-26}}</ref>


==Early life==
==Early life==
Derman grew up in [[Collingdale]] Pennsylvania. He was the son of a grocery store owner who came to the US from Lithuania. As a young boy he was often invited to [http:/upwiki/wikipedia/commons/6/6e/Cyderman_v.tif play the violin] at a Philadelphia radio show for talented children. Although his initial dream was to become a concert violinist, in the end he chose to study mathematics. Indeed, after he finished his undergraduate degree at the [[University of Pennsylvania]] in music and mathematics, he went on to [[Columbia University]] for his graduate work in mathematical statistics. At Columbia he was privileged to work with the many of the important US statisticians and probabilists of that time.
Derman grew up in [[Collingdale]] Pennsylvania. He was the son of a grocery store owner who came to the US from Lithuania. As a young boy he was often invited to [[Media:Cyderman v.tif|play the violin]] at a Philadelphia radio show for talented children. Although his initial dream was to become a concert violinist, in the end he chose to study mathematics. Indeed, after he finished his undergraduate degree at the [[University of Pennsylvania]] in music and mathematics, he went on to [[Columbia University]] for his graduate work in mathematical statistics. At Columbia he was privileged to work with many of the important US statisticians and probabilists of that time.


==Career==
==Career==
After taking his Ph.D., Derman joined the Department of Industrial Engineering at Columbia University in 1954 as an Instructor in Operations Research. He rose to the rank of Professor of Operations Research in 1965 and retired in 1992. He was a key figure in operations research at Columbia during his 38 years there. He was instrumental in the formation of the Columbia Industrial Engineering and Operations Research Department in 1977, which rose to be one of the top departments in that field. In addition, professor Derman held visiting appointments and taught at [[Syracuse University]], [[Stanford University]], [[University of California Berkeley]], [[University of California Davis]], [[Imperial College]] (London) and [[The Technion]] (Israel). Dr. Derman was an excellent teacher at all levels who managed to make difficult ideas easy for students to learn. He was also a dedicated and helpful advisor to 17 Ph.D. students and he has 260 descendants listed at the [http://genealogy.math.ndsu.nodak.edu/id.php?id=8692 Mathematics Genealogy Project].
After taking his Ph.D., Derman joined the Department of Industrial Engineering at Columbia University in 1954 as an instructor in Operations Research. He rose to the rank of Professor of Operations Research in 1965 and retired in 1992. He was a key figure in operations research at Columbia during his 38 years there. He was instrumental in the formation of the Columbia Industrial Engineering and Operations Research Department in 1977, which rose to be one of the top departments in that field. In addition, professor Derman held visiting appointments and taught at [[Syracuse University]], [[Stanford University]], [[University of California Berkeley]], [[University of California Davis]], [[Imperial College]] (London) and [[The Technion]] (Israel). Dr. Derman was an excellent teacher at all levels who managed to make difficult ideas easy for students to learn. He was also a dedicated and helpful advisor to 17 Ph.D. students and he has 260 descendants listed at the [http://genealogy.math.ndsu.nodak.edu/id.php?id=8692 Mathematics Genealogy Project].


Dr. Derman did fundamental research in Markov decision processes, i.e., sequential decisions under uncertainty, including an important book on the subject. He also did significant work in optimal maintenance, stochastic assignment, surveillance, quality control, clinical trials, queueing and inventory depletion management among others. For his sustained fundamental contributions to theory in operations research and the management sciences, he was a co-recipient of the 2002 [[John von Neumann Theory Prize]] of the Institute for Operations Research and the Management Science. His significant contributions to probability and statistics which were recognized by his election as a Fellow of the Institute of Mathematical Statistics and the American Statistical Association.
Dr. Derman did fundamental research in Markov decision processes, i.e., sequential decisions under uncertainty, including an important book on the subject. He also did significant work in optimal maintenance, stochastic assignment, surveillance, quality control, clinical trials, queueing and inventory depletion management among others. For his sustained fundamental contributions to theory in operations research and the management sciences, he was a co-recipient of the 2002 [[John von Neumann Theory Prize]] of the Institute for Operations Research and the Management Science. His significant contributions to probability and statistics which were recognized by his election as a Fellow of the Institute of Mathematical Statistics and the American Statistical Association.
Line 46: Line 46:
Books by Cyrus Derman:
Books by Cyrus Derman:
* "Statistical aspects of quality control", with Sheldon M. Ross, 1997.
* "Statistical aspects of quality control", with Sheldon M. Ross, 1997.
* "Probability models and applications", with [http:/upwiki/wikipedia/commons/2/23/Picture_of_Cy_Derman_with_Ingram_Olkin_and_Leon_Gleser.jpg L. Gleser and I. Olkin], 1994.
* "Probability models and applications", with [[Media:Picture of Cy Derman with Ingram Olkin and Leon Gleser.jpg|L. Gleser and I. Olkin]], 1994.
* "A guide to probability theory and application", with L. Gleser and I. Olkin, 1973,
* "A guide to probability theory and application", with L. Gleser and I. Olkin, 1973,
* "Finite state Markovian decision processes", 1970.
* "Finite state Markovian decision processes", 1970.
* "Probability and statistical inference for engineers: a first course", with M. Klein, 1959.
* "Probability and statistical inference for engineers: a first course", with M. Klein, 1959.
Articles, a selection:
Articles, a selection:
* A solution to a set of fundamental equations in Markov chains, in "Proc. Amer. Math. Soc", Vol. 5 1954.
* A solution to a set of fundamental equations in Markov chains, in "Proc. Amer. Math. Soc", Vol. 5 1954.
* The strong law of large numbers when the first moment does not exist, with [[Herbert Robbins|H. Robbins]] in "Proceedings of the National Academy of Sciences", Vol. 41(8) 1955.
* The strong law of large numbers when the first moment does not exist, with [[Herbert Robbins|H. Robbins]] in "Proceedings of the National Academy of Sciences", Vol. 41(8) 1955.
* Some Contributions to the Theory of Denumerable Markov Chains in "Transactions of the American Mathematical Society", Vol. 79(2) 1955.
* Some Contributions to the Theory of Denumerable Markov Chains in "Transactions of the American Mathematical Society", Vol. 79(2) 1955.
* Non-recurrent random walks, with [[Chung Kai-lai | Kai-Lai Chung]] in "Pacific Journal of Mathematics", Vol. 6(3), 1956.
* Non-recurrent random walks, with [[Chung Kai-lai|Kai-Lai Chung]] in "Pacific Journal of Mathematics", Vol. 6(3), 1956.
* Stochastic Approximation, "The Annals of Mathematical Statistics", Vol. 27(4), 1956.
* Stochastic Approximation, "The Annals of Mathematical Statistics", Vol. 27(4), 1956.
* Tightened Multi-Level Continuous Sampling Plans with S. Littauer and H. Solomon in "The Annals of Mathematical Statistics", Vol. 28(2), 1957.
* Tightened Multi-Level Continuous Sampling Plans with S. Littauer and H. Solomon in "The Annals of Mathematical Statistics", Vol. 28(2), 1957.
* Inventory depletion management, with M. Klein in "Management Science", Vol. 4(4), 1958.
* Inventory depletion management, with M. Klein in "Management Science", Vol. 4(4), 1958.
* On Dvoretzky's Stochastic Approximation Theorem with J. Sacks, in "The Annals of Mathematical Statistics", Vol. 30(2), 1959.
* On Dvoretzky's Stochastic Approximation Theorem with J. Sacks, in "The Annals of Mathematical Statistics", Vol. 30(2), 1959.
* Replacement of periodically inspected equipment.(An optimal optional stopping rule) with J. Sacks, in "Naval research logistics quarterly", Vol. 7 (4), 1960.
* Replacement of periodically inspected equipment.(An optimal optional stopping rule) with J. Sacks, in "Naval research logistics quarterly", Vol. 7 (4), 1960.
* On sequential decisions and Markov chains, in "Management Science", Vol. 9(1), 1962.
* On sequential decisions and Markov chains, in "Management Science", Vol. 9(1), 1962.
* A note on memoryless rules for controlling sequential control processes with R.E. Strauch in "The Annals of Mathematical Statistics", Vol. 37 (1), 1966.
* A note on memoryless rules for controlling sequential control processes with R.E. Strauch in "The Annals of Mathematical Statistics", Vol. 37 (1), 1966.
* On getting close to but not beyond a boundary with E.Ignall in "Journal of Mathematical Analysis and Applications", Vol. 28, 1969.
* On getting close to but not beyond a boundary with E. Ignall in "Journal of Mathematical Analysis and Applications", Vol. 28, 1969.
* Constrained Markov decision chains, with A.F. Veinott Jr. in in "Management Science", Vol. 19(4), 1972.
* Constrained Markov decision chains, with A.F. Veinott Jr. in "Management Science", Vol. 19(4), 1972.
* A Sequential Stochastic Assignment Problem with GJ Lieberman and SM Ross, "Management Science", Vol. 18(7) 1972.
* A Sequential Stochastic Assignment Problem with G.J. Lieberman and S.M. Ross, "Management Science", Vol. 18(7) 1972.
* A renewal decision problem with GJ Lieberman and SM Ross, "Management Science", 1978
* A renewal decision problem with G.J. Lieberman and S.M. Ross, "Management Science", 1978
* On the evaluation of a class of inventory policies for perishable products such as blood, with E. Brodheim and G. Prastacos, "Management Science", Vol. 21(11), 1975.
* On the evaluation of a class of inventory policies for perishable products such as blood, with E. Brodheim and G. Prastacos, "Management Science", Vol. 21(11), 1975.
* On the consecutive-''k''-of-''n'': F system with GJ Lieberman and SM Ross, "IEEE Transactions on Reliability", Vol. 31 (1), 1982.
* On the consecutive-''k''-of-''n'': F system with G.J. Lieberman and S.M. Ross, "IEEE Transactions on Reliability", Vol. 31 (1), 1982.
* On the Use of Replacements to Extend System Life with GJ Lieberman and SM Ross, in "Operations Research, Vol. 32(3), 1984.
* On the Use of Replacements to Extend System Life with G.J. Lieberman and S.M. Ross, in "Operations Research, Vol. 32(3), 1984.
* Computing optimal sequential allocation rules in clinical trials, with [[Michael N. Katehakis|M. Katehakis]], "IMS Lecture Notes-Monograph Series", 1986.
* Computing optimal sequential allocation rules in clinical trials, with [[Michael N. Katehakis|Katehakis, M.N.]], "IMS Lecture Notes-Monograph Series", 1986.
* On the maintenance of systems composed of highly reliable components with [[Michael N. Katehakis|M. Katehakis]], in "Management Science", Vol. 9(4), 1989.
* On the maintenance of systems composed of highly reliable components with [[Michael N. Katehakis|Katehakis, M.N.]], in "Management Science", Vol. 9(4), 1989.
* An Improved Estimator of σ in Quality Control with SM Ross, S. in "Probability in the Engineering and Informational Sciences", Vol. 9 (3), 1995.
* An Improved Estimator of σ in Quality Control with Ross, S.M. in "Probability in the Engineering and Informational Sciences", Vol. 9 (3), 1995.


==Awards==
==Awards==


In 1966 Derman was elected as a [[Fellow of the American Statistical Association]].<ref>[http://www.amstat.org/awards/fellowslist.cfm View/Search Fellows of the ASA] {{Webarchive|url=https://web.archive.org/web/20160616161612/https://www.amstat.org/awards/fellowslist.cfm |date=2016-06-16 }}, accessed 2016-08-20.</ref> He was awarded the [[John von Neumann Theory Prize]] in 2002.
Derman was awarded the [[John von Neumann Theory Prize]] in 2002.


==External links==
==References==
{{reflist}}


==External links==
* {{MathGenealogy |id=8692}}
* {{MathGenealogy |id=8692}}
* [https://www.informs.org/content/view/full/272873 Biography of Cyrus Derman] from the Institute for Operations Research and the Management Sciences

{{John von Neumann Theory Prize recipients}}
{{Authority control}}


{{Persondata <!-- Metadata: see [[Wikipedia:Persondata]]. -->
| NAME = Derman, Cyrus
| ALTERNATIVE NAMES =Derman
| SHORT DESCRIPTION =
| DATE OF BIRTH = July 16, 1925
| PLACE OF BIRTH = [[Collingdale]], [[Pennsylvania]]
}}
{{DEFAULTSORT:Derman, Cy}}
{{DEFAULTSORT:Derman, Cy}}
[[Category:1952 births]]
[[Category:1952 births]]
[[Category:Living people]]
[[Category:2011 deaths]]
[[Category:Columbia University faculty]]
[[Category:Columbia University faculty]]
[[Category:Columbia School of Engineering and Applied Science faculty]]
[[Category:American mathematicians]]
[[Category:American statisticians]]
[[Category:American statisticians]]
[[Category:20th-century mathematicians]]
[[Category:20th-century American mathematicians]]
[[Category:21st-century mathematicians]]
[[Category:21st-century American mathematicians]]
[[Category:Columbia University alumni]]
[[Category:Columbia Graduate School of Arts and Sciences alumni]]
[[Category:Fellows of the American Statistical Association]]
[[Category:John von Neumann Theory Prize winners]]

Latest revision as of 16:44, 26 January 2023

Cyrus Derman
Born(1925-07-16)July 16, 1925
DiedApril 27, 2011(2011-04-27) (aged 85)
Alma materColumbia University
University of Pennsylvania
Known forMarkov decision process
Stochastic process
Operations Research
AwardsJohn von Neumann Theory Prize (2002)
Fellow, ASA, IMS
Scientific career
FieldsOperations Research
InstitutionsColumbia University
Doctoral advisorKai-Lai Chung
Other academic advisorsHerbert Robbins
Ted Harris
Notable studentsMichael N. Katehakis
Morton Klein
Sheldon M. Ross
Kiran Seth
Arthur F. Veinott, Jr.[1]

Cyrus Derman (July 16, 1925 – April 27, 2011) was an American mathematician and amateur musician who did research in Markov decision process, stochastic processes, operations research, statistics and a variety of other fields.[1]

Early life

[edit]

Derman grew up in Collingdale Pennsylvania. He was the son of a grocery store owner who came to the US from Lithuania. As a young boy he was often invited to play the violin at a Philadelphia radio show for talented children. Although his initial dream was to become a concert violinist, in the end he chose to study mathematics. Indeed, after he finished his undergraduate degree at the University of Pennsylvania in music and mathematics, he went on to Columbia University for his graduate work in mathematical statistics. At Columbia he was privileged to work with many of the important US statisticians and probabilists of that time.

Career

[edit]

After taking his Ph.D., Derman joined the Department of Industrial Engineering at Columbia University in 1954 as an instructor in Operations Research. He rose to the rank of Professor of Operations Research in 1965 and retired in 1992. He was a key figure in operations research at Columbia during his 38 years there. He was instrumental in the formation of the Columbia Industrial Engineering and Operations Research Department in 1977, which rose to be one of the top departments in that field. In addition, professor Derman held visiting appointments and taught at Syracuse University, Stanford University, University of California Berkeley, University of California Davis, Imperial College (London) and The Technion (Israel). Dr. Derman was an excellent teacher at all levels who managed to make difficult ideas easy for students to learn. He was also a dedicated and helpful advisor to 17 Ph.D. students and he has 260 descendants listed at the Mathematics Genealogy Project.

Dr. Derman did fundamental research in Markov decision processes, i.e., sequential decisions under uncertainty, including an important book on the subject. He also did significant work in optimal maintenance, stochastic assignment, surveillance, quality control, clinical trials, queueing and inventory depletion management among others. For his sustained fundamental contributions to theory in operations research and the management sciences, he was a co-recipient of the 2002 John von Neumann Theory Prize of the Institute for Operations Research and the Management Science. His significant contributions to probability and statistics which were recognized by his election as a Fellow of the Institute of Mathematical Statistics and the American Statistical Association.

Selected writings

[edit]

Books by Cyrus Derman:

  • "Statistical aspects of quality control", with Sheldon M. Ross, 1997.
  • "Probability models and applications", with L. Gleser and I. Olkin, 1994.
  • "A guide to probability theory and application", with L. Gleser and I. Olkin, 1973,
  • "Finite state Markovian decision processes", 1970.
  • "Probability and statistical inference for engineers: a first course", with M. Klein, 1959.

Articles, a selection:

  • A solution to a set of fundamental equations in Markov chains, in "Proc. Amer. Math. Soc", Vol. 5 1954.
  • The strong law of large numbers when the first moment does not exist, with H. Robbins in "Proceedings of the National Academy of Sciences", Vol. 41(8) 1955.
  • Some Contributions to the Theory of Denumerable Markov Chains in "Transactions of the American Mathematical Society", Vol. 79(2) 1955.
  • Non-recurrent random walks, with Kai-Lai Chung in "Pacific Journal of Mathematics", Vol. 6(3), 1956.
  • Stochastic Approximation, "The Annals of Mathematical Statistics", Vol. 27(4), 1956.
  • Tightened Multi-Level Continuous Sampling Plans with S. Littauer and H. Solomon in "The Annals of Mathematical Statistics", Vol. 28(2), 1957.
  • Inventory depletion management, with M. Klein in "Management Science", Vol. 4(4), 1958.
  • On Dvoretzky's Stochastic Approximation Theorem with J. Sacks, in "The Annals of Mathematical Statistics", Vol. 30(2), 1959.
  • Replacement of periodically inspected equipment.(An optimal optional stopping rule) with J. Sacks, in "Naval research logistics quarterly", Vol. 7 (4), 1960.
  • On sequential decisions and Markov chains, in "Management Science", Vol. 9(1), 1962.
  • A note on memoryless rules for controlling sequential control processes with R.E. Strauch in "The Annals of Mathematical Statistics", Vol. 37 (1), 1966.
  • On getting close to but not beyond a boundary with E. Ignall in "Journal of Mathematical Analysis and Applications", Vol. 28, 1969.
  • Constrained Markov decision chains, with A.F. Veinott Jr. in "Management Science", Vol. 19(4), 1972.
  • A Sequential Stochastic Assignment Problem with G.J. Lieberman and S.M. Ross, "Management Science", Vol. 18(7) 1972.
  • A renewal decision problem with G.J. Lieberman and S.M. Ross, "Management Science", 1978
  • On the evaluation of a class of inventory policies for perishable products such as blood, with E. Brodheim and G. Prastacos, "Management Science", Vol. 21(11), 1975.
  • On the consecutive-k-of-n: F system with G.J. Lieberman and S.M. Ross, "IEEE Transactions on Reliability", Vol. 31 (1), 1982.
  • On the Use of Replacements to Extend System Life with G.J. Lieberman and S.M. Ross, in "Operations Research, Vol. 32(3), 1984.
  • Computing optimal sequential allocation rules in clinical trials, with Katehakis, M.N., "IMS Lecture Notes-Monograph Series", 1986.
  • On the maintenance of systems composed of highly reliable components with Katehakis, M.N., in "Management Science", Vol. 9(4), 1989.
  • An Improved Estimator of σ in Quality Control with Ross, S.M. in "Probability in the Engineering and Informational Sciences", Vol. 9 (3), 1995.

Awards

[edit]

In 1966 Derman was elected as a Fellow of the American Statistical Association.[2] He was awarded the John von Neumann Theory Prize in 2002.

References

[edit]
  1. ^ "Professor Emeritus Cyrus Derman Dies | The Fu Foundation School of Engineering & Applied Science - Columbia University". Engineering.columbia.edu. 2011-05-04. Retrieved 2014-02-26.
  2. ^ View/Search Fellows of the ASA Archived 2016-06-16 at the Wayback Machine, accessed 2016-08-20.
[edit]