Dimitri Bertsekas

Dimitri P. Bertsekas
Born	Athens, Greece
Residence	United States
Fields	Optimization, Mathematics, Control theory and Data Communication Network
Institutions	Stanford University University of Illinois at Urbana-Champaign Massachusetts Institute of Technology
Alma mater	Massachusetts Institute of Technology
Known for	Convex optimization Dynamic Programming Approximate Dynamic Programming Stochastic systems and Optimal Control
Notable awards	INFORMS ICS Prize 1997 Greek National Award for Operations Research ACC John R. Ragazzini Education Award Member of the United States National Academy of Engineering 2009 INFORMS Expository Writing Award

Dimitri Bertsekas is an applied mathematician and computer scientist, and a professor at the department of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology (MIT), Cambridge, Massachusetts.

Biography

Dimitri P. Bertsekas was born in Greece and lived his childhood there. He studied for five years at the National Technical University of Athens, Greece (a time that, by his account, was spent mostly in playing poker and chess, and dating his future wife Ioanna), for about a year and a half at the George Washington University, Wash.DC (at night, while working as a research engineer), and for about two years at MIT, where he obtained his doctorate in system science. He also taught for three years at the Engineering-Economic Systems Dept. of Stanford University, and for five years at the Electrical and Computer Engineering Dept. of the University of Illinois at Urbana-Champaign.^[1]

He is known for his research work, and for his fourteen textbooks and monographs in theoretical and algorithmic optimization and control, and in applied probability. His work ranges from theoretical/foundational work, to algorithmic analysis and design for optimization problems, and to applications such as data communication and transportation networks, and electric power generation. He is featured among the top 100 most cited computer science authors in the CiteSeer search engine academic database^[2] and digital library. In 1995, he co-founded, a publishing company, Athena Scientific that among others, publishes most of his books.

In the late 90s Bertsekas developed a strong interest in digital photography. His photographs have been exhibited on several occasions at M.I.T.,^[3] and can also be accessed from his www site http://web.mit.edu/dimitrib/www/home.html.

Awards and honors

Bertsekas was awarded the INFORMS 1997 Prize for Research Excellence in the Interface Between Operations Research and Computer Science^[4] for his book "Neuro-Dynamic Programming" (co-authored with J. N. Tsitsiklis); the 2000 Greek National Award for Operations Research; and the 2001 ACC John R. Ragazzini Education Award for outstanding contributions to education.^[5] In 2001, he was elected to the US National Academy of Engineering for "pioneering contributions to fundamental research, practice and education of optimization/control theory, and especially its application to data communication networks".^[6] In 2009, he was awarded the 2009 INFORMS Expository Writing Award for his ability to "communicate difficult mathematical concepts with unusual clarity, thereby reaching a broad audience across many disciplines. "^[7]

Textbooks and research monographs

Bertsekas' textbooks include

Dynamic Programming and Optimal Control (1996) Data Networks (1989, co-authored with Robert G. Gallager) Nonlinear Programming (1996) Introduction to Probability (2003, co-authored with J. N. Tsitsiklis)

all of which are used widely for classroom instruction in many universities including MIT,^[8][9] have been published in multiple editions, and have been translated in foreign languages.

He has also written several widely referenced research monographs,^[10] which collectively contain most of his research. These include:

Stochastic Optimal Control: The Discrete-Time Case (1978, co-authored with S. E. Shreve), a mathematically complex work, establishing the measure-theoretic foundations of dynamic programming and stochastic control. Constrained Optimization and Lagrange Multiplier Methods (1982), the first monograph that addressed comprehensively the algorithmic convergence issues around augmented Lagrangian and sequential quadratic programming methods. Parallel and Distributed Computation: Numerical Methods (1989, co-authored with J. N. Tsitsiklis), which among others established the fundamental theoretical structures for the analysis of distributed asynchronous algorithms. Linear Network Optimization (1991) and Network Optimization: Continuous and Discrete Models (1998), which among others discuss comprehensively the class of auction algorithms for assignment and network flow optimization, developed by Bertsekas over a period of 20 years starting in 1979. Neuro-Dynamic Programming(1996, co-authored with J. N. Tsitsiklis), which laid the theoretical foundations for suboptimal approximations of highly complex sequential decision-making problems. Convex Analysis and Optimization (2002, co-authored with A. Nedic and A. Ozdaglar) and Convex Optimization Theory (2009), which provided a new line of development for optimization duality theory, a new connection between the theory of Lagrange multipliers and nonsmooth analysis, and a comprehensive development of incremental subgradient methods.

Free books to download

• Network Optimization
• Data Networks
• Approximate Dynamic Programming
• Constrained Optimization and Lagrange Multiplier Methods
• Parallel and Distributed Computation: Numerical Methods
• Stochastic Optimal Control: The Discrete-Time Case

External links

• Publications from Google Scholar.
• Publications from DBLP.
• Biography from National Academy of Engineering
• Bertsekas' home page at MIT
• Athena Scientific
• Laboratory for Information and Control Systems, MIT
• Department of Electrical Engineering and Computer Science, MIT

Notes

1. ^ Biography from Bertsekas' Home Page
2. ^ Citeseer Most cited authors in Computer Science - August 2006
3. ^ Photo exhibition at MIT
4. ^ Election citation of 1997 INFORMS ICS prize
5. ^ 2001 ACC John R. Ragazzini Education Award
6. ^ Election citation by National Academy of Engineering
7. ^ 2009 INFORMS Expository Writing Award
8. ^ MIT Open Course Ware
9. ^ Course 6.253 Convex Analysis and Optimization from MIT OCW
10. ^ Books by Dimitri Bertsekas

See also

• Optimization (mathematics)
• Dynamic Programming
• Neural network
• Reinforcement Learning
• Data network
• Stochastic control
• Probability
• Optimal control
• list of convexity topics

Persondata
Name	Bertsekas, Dimitri
Alternative names
Short description
Date of birth	1942
Place of birth	Athens, Greece
Date of death
Place of death