Cyrus Derman

Cyrus Derman

Derman at Stanford in 1986
Born (1925-07-16)July 16, 1925
Collingdale, Pennsylvania
Died April 27, 2011(2011-04-27) (aged 85)
Carmel, New York
Fields Operations Research
Institutions Columbia University
Alma mater Columbia University
University of Pennsylvania
Doctoral advisor Kai-Lai Chung
Other academic advisors Herbert Robbins
Ted Harris
Notable students

Eric Brodheim
Michael N. Katehakis
Morton Klein
Peter Kolesar
Sheldon M. Ross

Kiran Seth
Arthur F. Veinott Jr.
Leon White
Known for Markov decision process
Stochastic process
Operations Research
Notable awards John von Neumann Theory Prize (2002)
Fellow, ASA, IMS

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

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 the many of the important US statisticians and probabilists of that time.

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 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

Books by Cyrus Derman:

Articles, a selection:

Awards

Derman was awarded the John von Neumann Theory Prize in 2002.

References

  1. ↑  May. 4, 2011 (2011-05-04). "Professor Emeritus Cyrus Derman Dies | The Fu Foundation School of Engineering & Applied Science - Columbia University". Engineering.columbia.edu. Retrieved 2014-02-26.

External links

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