John Charles Gittins (born 1938) is a researcher in

applied probability Applied probability is the application of probability theory to statistical problems and other scientific and engineering domains. Scope Much research involving probability is done under the auspices of applied probability. However, while such re ...

and

operations research Operations research () (U.S. Air Force Specialty Code: Operations Analysis), often shortened to the initialism OR, is a branch of applied mathematics that deals with the development and application of analytical methods to improve management and ...

, who is a professor and Emeritus Fellow at

Keble College Keble College () is one of the constituent colleges of the University of Oxford in England. Its main buildings are on Parks Road, opposite the University Museum and the University Parks. The college is bordered to the north by Keble Road, to ...

Oxford University The University of Oxford is a collegiate research university in Oxford, England. There is evidence of teaching as early as 1096, making it the oldest university in the English-speaking world and the second-oldest continuously operating u ...

. He is renowned as the developer of the "

Gittins index The Gittins index is a measure of the reward that can be achieved through a given stochastic process with certain properties, namely: the process has an ultimate termination state and evolves with an option, at each intermediate state, of terminati ...

", which is used for

sequential In mathematics, a sequence is an enumerated collection of objects in which repetitions are allowed and order matters. Like a set, it contains members (also called ''elements'', or ''terms''). The number of elements (possibly infinite) is call ...

decision-making In psychology, decision-making (also spelled decision making and decisionmaking) is regarded as the Cognition, cognitive process resulting in the selection of a belief or a course of action among several possible alternative options. It could be ...

, especially in research and development in the pharmaceutical industry. He has research interests in applied

probability Probability is a branch of mathematics and statistics concerning events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probability, the more likely an e ...

decision analysis Decision analysis (DA) is the Academic discipline, discipline comprising the philosophy, methodology, and professional practice necessary to address important Decision making, decisions in a formal manner. Decision analysis includes many procedures ...

and

optimal decision An optimal decision is a decision that leads to at least as good a known or expected outcome as all other available decision options. It is an important concept in decision theory. In order to compare the different decision outcomes, one commonly ...

s, including

optimal stopping In mathematics, the theory of optimal stopping or early stopping : (For French translation, secover storyin the July issue of ''Pour la Science'' (2009).) is concerned with the problem of choosing a time to take a particular action, in order to ...

and

stochastic optimization Stochastic optimization (SO) are optimization methods that generate and use random variables. For stochastic optimization problems, the objective functions or constraints are random. Stochastic optimization also include methods with random iter ...

. Gittins was an Assistant Director of Research at the Department of Engineering,

Cambridge University The University of Cambridge is a Public university, public collegiate university, collegiate research university in Cambridge, England. Founded in 1209, the University of Cambridge is the List of oldest universities in continuous operation, wo ...

from 1967 to 1974. Then he was a lecturer at Oxford University from 1975 to 2005 and head of the Department of Statistics there for 6 years. In 1992, Oxford University awarded him the degree Doctor of Science (D. Sci.). In 1996, he became a Professor of Statistics at Oxford University. He has been awarded the

Rollo Davidson Prize The Rollo Davidson Prize is a prize awarded annually to early-career probabilists by the Rollo Davidson trustees. It is named after English mathematician Rollo Davidson (1944–1970). Rollo Davidson Trust In 1970, Rollo Davidson, a Fellow-e ...

(1982) for early-career probabilists, and the

Guy Medal The Guy Medals are awarded by the Royal Statistical Society in three categories; Gold, Silver and Bronze. The Silver and Bronze medals are awarded annually. The Gold Medal was awarded every three years between 1987 and 2011, but is awarded bienni ...

in Silver (1984).

Selected publications

*(1989) ''Multi-Armed Bandit Allocation Indices'', Wiley. *(1985) (with Bergman, S.W.) ''Statistical Methods for Pharmaceutical Research Planning,'' CRC Press. *(2000) (with H. Pezeshk) "How Large Should a Clinical Trial Be?", ''

The Statistician The ''Journal of the Royal Statistical Society'' is a peer review, peer-reviewed scientific journal of statistics. It comprises three series and is published by Oxford University Press for the Royal Statistical Society. History The Statistical ...

'', 49 (2), 177–187 ) *(2001) (with G. Harper) "Bounds on the Performance of a Greedy Algorithm for Probabilities". ''

Mathematics of Operations Research ''Mathematics of Operations Research'' is a quarterly peer-reviewed scientific journal established in February 1976. It focuses on areas of mathematics relevant to the field of operations research such as continuous optimization, discrete optimizat ...

'', 26, 313–323 *(2003) "Stochastic Models for the Planning of Pharmaceutical Research", ''Journal of Statistical Theory and Applications'', 2 (2), 198–214. *(2011) (with K. D. Glazebrook and R. R. Weber)'' Multi-Armed Bandit Allocation Indices'', second edition, Wiley,

References

External links

Home page for John Gittins
* {{DEFAULTSORT:Gittins, John C. 1938 births British statisticians Probability theorists British operations researchers Fellows of Keble College, Oxford Living people Alumni of the University of Wales Academics of the University of Cambridge Academics of the University of Oxford Alumni of the University of Oxford