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Frank Kelly
The 2008 John von Neumann Theory Prize is awarded by the Institute for Operations Research and the Management Sciences to Frank Kelly for his profound contributions to the mathematical theory of stochastic networks, and for applications of these theories to the understanding, performance evaluation, and design of telecommunications networks.
Early in his career, Frank Kelly developed important modeling extensions to the theory of product-form queueing networks that was pioneered by J. R. Jackson, a class of network models that offer closed-form solutions for their steady-state distributions. In addition, he introduced the concept of a quasireversible station and showed that when a network is comprised of quasireversibile stations, then product-form behavior for that network follows. This body of theory also provided a clear explanation, based on the notion of a “symmetric queueing discipline”, for the phenomenon known as “insensitivity” that describes those queueing models whose steady-state distributions depend on the associated service requirement distributions only through their means.
Of equal impact was his study of a class of loss networks known as circuit-switched networks, in an asymptotic regime in which the link capacity grows in proportion to the rate at which calls are placed on each of the routes that are served by the network. In this very natural and well-motivated asymptotic regime, one finds that the equilibrium distribution can asymptotically be characterized as the solution of an optimization problem, with blocking across each link that occurs independently. He then went on to develop and analyze dynamic alternative routing strategies for telephone networks in a set of papers that has both influenced call routing strategies worldwide and that led to a scheme that has been implemented in some digital telephone networks.
His recent work has been guided by the need to develop theoretical tools for the analysis of the Internet, and has focused largely on the understanding of self-regulation in large-scale systems. In particular, his mathematical framework, based on principles of dual decomposition, for implementing congestion control and fair resource allocation through distributed pricing schemes has greatly influenced the networking community.
Kelly is a Fellow of the Royal Society and has previously been awarded the Rollo Davidson Prize, the Lanchester Prize, the Naylor Prize, and the Kobayashi Prize. He also served as Chief Scientific Advisor to the United Kingdom Department for Transport from 2003 to 2006.
Award presented by Jim Dai, Committee Member, and Cynthia Barnhart, President, October 12, 2008.
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