This interview took place during the Winter Simulation Conference in Berlin, Germany.
Interviewer: Robert G. Sargent and James R. Wilson
Interview place: Berlin, Germany
Interview date: 2012-12-12
Russell C.H. Cheng, Professor Emeritus of Operational Research in Mathematics at Southampton University in the United Kingdom, holds an M.A. and the Diploma for Mathematical Statistics from Cambridge University (1965) and a Ph.D. from Bath University (1973). Cheng has served as lecturer, then senior lecturer, in Operational Research in the Department of Mathematics, the University of Wales Institute of Science and Technology (1972-1988); reader at Cardiff University (1988-1994); Professor of Operational Research at the University of Kent (1994-1998); and Professor of Operational Research at the Southampton University School of Mathematics (1999-2008). While at Southampton, Cheng served as the Deputy Dean within the Faculty of Mathematical Studies (2002-2003) and Deputy Head (Research) of the School of Mathematics (2003-2004).
For over four decades Cheng’s research on the design and analysis of simulation experiments as well as variance reduction methods and parametric estimation methods has made paramount contributions to computer simulation theory and methodology. A noted consultant in the area of marine simulation, Cheng was Research Director of Norcontrol Imaging Systems, Ltd. (1988-1991). He is a former Chairman of the U.K. Simulation Society, a Fellow of the Royal Statistical Society, a Fellow of the Institute of Mathematics and its Applications, and Member of the Operational Research Society. Cheng has held editorial positions with the American Journal of Mathematical and Management Sciences; the IMA Journal of Management Mathematics; the ACM Transactions on Modeling and Computer Simulation; and the Journal of Simulation. In 2007 he received the Distinguished Service Award from the Institute for Operations Research and Management Sciences (INFORMS) Simulation Society for his contributions to the field of simulation.