I completed my undergraduate work at Harvard in 1957, and my graduate work in 1963
at Harvard as well.
My teaching and research interests span convex and variational analysis, with
applications to optimal control, stochastic programming, finance, economics.
My outdoor interests are optimized at backpacking and sea-kayaking.
Development of optimization methodology for modeling large-scale problems in
decision or control over time, possibly with stochastic elements; numerical
techniques for solving such problems; and associated innovations in mathematical
analysis. Current problems include: extensions of linear and quadratic
programming to provide more robust treatment of problem models in multistage
optimization and optimal control; stochastic programming (a fast-developing
subject which concerns situations where corrective decisions can be taken at
various future times in response to observations of uncertain phenomena); and
applications of stochastic programming to finance and economics.
