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Peter Whittle

15 works· latest 2012· 2 institutionscluster: provisionalORCID 0000-0003-1409-9868

Works

15 shown

On principal components and least square methods of factor analysis

Scandinavian Actuarial Journal·2012·1 author

54citations

Communication networks

Cambridge University Press eBooks·2007·1 author·chapter

33citations

RISK SENSITIVITY, A STRANGELY PERVASIVE CONCEPT

Macroeconomic Dynamics·2002·1 author

33citations

A risk-sensitive maximum principle

Systems & Control Letters·1990·1 author

112citations

Restless bandits: activity allocation in a changing world

Journal of Applied Probability·1988·1 author

1,174citations

Growth Optimality for Branching Markov Decision Chains

Mathematics of Operations Research·1982·2 authors

47citations

Arm-Acquiring Bandits

The Annals of Probability·1981·1 author·Open access

141citations

Multi-Armed Bandits and the Gittins Index

Journal of the Royal Statistical Society Series B (Statistical Methodology)·1980·1 author

515citations

Latent Variables in Socio-Economic Models.

Journal of the Royal Statistical Society Series A (General)·1978·3 authors

616citations

Stochastic Differential Equations: Theory and Applications.

Journal of the Royal Statistical Society Series A (General)·1976·2 authors

2,351citations

Some General Points in the Theory of Optimal Experimental Design

Journal of the Royal Statistical Society Series B (Statistical Methodology)·1973·1 author

310citations

Prediction and Regulation.

Journal of the Royal Statistical Society Series A (General)·1965·2 authors

268citations

Topographic Correlation, Power-Law Covariance Functions, and Diffusion

Biometrika·1962·1 author

136citations

A Model Explaining the Pareto Distribution of Wealth

Econometrica·1957·2 authors

204citations

ON STATIONARY PROCESSES IN THE PLANE

Biometrika·1954·1 author

1,496citations