Peter Whittle, 1927–2021

Abstract

Peter Whittle, who died on 10 August 2021 at 94 years of age, will be remembered as a pioneer across the fields of probability, statistics and optimization. He wrote a number of important papers, but it is in his books that one can best appreciate the broad sweep of his achievements and the simplicity, unity and generality of his approach. His 12 major volumes covered times series, prediction, constrained optimization, dynamic programming, optimal control, stochastic systems, the foundations of probability theory and neural nets. Several of these works were ahead of their time, indeed some of his early works appear to have been written for the audience of today, such is the extent to which they anticipated subsequent developments.