An introduction to probabilistic models, including random processes and the basic elements of statistical inference.
John N. Tsitsiklis is a Clarence J Lebel Professor of Electrical Engineering, with the Department of Electrical Engineering and Computer Science (EECS) at MIT. He is an associate director of the Laboratory for Information and Decision Systems (LIDS) and is also affiliated with the Operations Research Center (ORC). He is currently serving as the Chair of the Council of the Harokopio University in Greece.
John N. Tsitsiklis was born in Thessaloniki, Greece, in 1958. He received the B.S. degree in Mathematics (1980), and the B.S. (1980), M.S. (1981) and Ph.D. (1984) degrees in Electrical Engineering, all from the Massachusetts Institute of Technology, Cambridge, Massachusetts, U.S.A.
During the academic year 1983-84, he was an acting assistant professor of Electrical Engineering at Stanford University, Stanford, California. Since 1984, he has been with the department of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology, where he is currently a Clarence J Lebel Professor of Electrical Engineering. He has served as acting co-director (Spring 1996 and 1997) and associate director (2008-) of the Laboratory for Information and Decision Systems , and as a co-director of the Operations Research Center (2002-2005). He has also served in the National Council on Research and Technology in Greece (2005-2007) and the associated Sectoral Research Council on Informatics (2011-present). As of 2013, he is serving as the Chair of the Council of the Harokopio University, in Greece.
He has been a visitor with the Dept. of EECS at the University of California at Berkeley, and the Institute for Computer Science in Iraklion, Greece. His research interests are in the fields of systems, optimization, control, and operations research. He is also a coinventor in seven awarded U.S. patents.
He is a coauthor of Parallel and Distributed Computation: Numerical Methods (1989, with D. Bertsekas), Neuro-Dynamic Programming (1996, with D. Bertsekas), Introduction to Linear Optimization (1997, with D. Bertsimas), and Introduction to Probability (2002, with D. Bertsekas).
He has been a recipient of an IBM Faculty Development Award (1983), an NSF Presidential Young Investigator Award (1986), an Outstanding Paper Award by the IEEE Control Systems Society (1986), the M.I.T. Edgerton Faculty Achievement Award (1989), the Bodossaki Foundation Prize (1995), and a co-recipient of two INFORMS Computing Society prizes (1997, 2012). He is a Fellow of the IEEE (1999) and of INFORMS (2007). In 2007, he was elected to the National Academy of Engineering. In 2008, he was conferred the title of Doctor honoris causa from the Universite Catholique de Louvain (Belgium).
More info: http://www.mit.edu/~jnt/home.html