This interview took place in Stanford, CA.
Interviewer: Peter Glynn, Ph.D.
Interview place: Stanford, CA
Interview date: 2022-01-29
Donald L. Iglehart is a John von Neumann Theory Prize recipient who has made fundamental contributions to performance analysis, optimization, and simulation of stochastic systems. Iglehart received his Bachelor’s degree in Engineering Physics from Cornell University in 1956, his Master’s degree in Mathematical Statistics from Stanford University in 1959, and his Ph.D. in the same subject from Stanford in 1961. His dissertation was supervised by Herbert E. Scarf and Samuel Karlin, and the topic was on dynamic programming and stationary analysis of inventory problems. He taught at Cornell from 1961 to 1967 and came to Stanford in 1967, where he has been emeritus since 1999. In 1976, he spent a productive year as an Overseas Fellow at Churchill College at Cambridge University. In his capacity as a Ph.D. advisor, he has had many notable students, including Peter Glynn, Peter Haas, Phil Heidelberger, Doug Kennedy, and Ward Whitt.
Iglehart was jointly awarded the John von Neumann Theory Prize in 2002 with Cyrus Derman, the same year he was named an inaugural Fellow of the Institute for Operations Research and the Management Sciences. He was recognized for having pioneered and developed diffusion limits and approximations for heavily congested stochastic systems. His ideas provided tractable limiting processes and readily computable approximations for complex queueing and other stochastic systems for which closed-form solutions have proved intractable. Iglehart’s original research and contributions have heavily influenced queueing theory in the years since their publication, and his papers have been cited in hundreds of publications. Some of his other work has focused on inventory and distribution problems.
Iglehart was also honored by the INFORMS Simulation Society in 2012 with its highest honor, the Lifetime Professional Achievement Award (LPAA). His foundational work in that field recognized and exploited the underlying stochastic structure of simulation as a means of producing enhanced simulation methodologies. For example, he introduced and led the development of the regenerative method for stochastic simulation output analysis, inspiring a flood of significant contributions to simulation methodology. In the late 1980s, Iglehart and Glynn incorporated such techniques as importance sampling into stochastic simulations. The LPAA also noted his ability to clearly organize and articulate deep theory in his presentations and writing, and recognized his education of Ph.D. students who have had, individually and cumulatively, a profound impact on simulation education and research. The citation for his award states that "It is no exaggeration to say that Don Iglehart’s contributions made simulation a respectable research discipline in some circles of the operations research community."
In addition to being an INFORMS Fellow, Iglehart was elected in 1999 to the National Academy of Engineering, having been selected for his contributions to queueing theory, simulation methodology, inventory control, and diffusion approximations. He was also honored in 1971 through his induction as a Fellow of the Institute of Mathematical Statistics.