Donald L. Iglehart

May 1, 1933

Brief Biography

Donald L. Iglehart is a John von Neumann Theory Prize recipient who has made fundamental contributions to performance analysis and optimization of stochastic systems. Iglehart studied under Herbert E. Scarf and Samuel Karlin at Stanford University. He received his PhD in 1961 with a dissertation on dynamic programming and stationary analysis of inventory problems. Iglehart has taught at Cornell University and Stanford, having gone on to work alongside many of his former students including Peter W. Glynn 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 congests 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 continue to grow as his papers have been cited in hundreds of publications.

Much of Iglehart’s work in diffusion approximations has been widely incorporated into popular software packages. He introduced and led the developed of the regenerative method for stochastic simulation output analysis, inspiring a flood of significant contributions to simulation methodology. In the late 1980s and early 1990s, Iglehart and Glynn incorporated such techniques as importance sampling into stochastic simulations. Some of his other work has included developments in inventory and distribution problems as well as queueing theory.  

In addition to being an INFORMS Fellow, Iglehart is an elected member of the National Academy of Engineering, having been selected for his contributions to queueing theory, simulation methodology, inventory control, and diffusion approximations. 


Stanford University, PhD 1961 (Mathematics Genealogy


Academic Affiliations

Key Interests in OR/MS

Application Areas

Awards and Honors

National Academy of Engineering 1999

Institute for Operations Research and the Management Sciences Fellow 2002

John von Neumann Theory Prize 2002

INFORMS Simulation Society Lifetime Professional Achievement Award 2012

Selected Publications

Iglehart D. L. (1963) Optimality of (s, S) policies in the infinite horizon dynamic inventory problem. Management Science, 9(2): 259-267.

Iglehart D. L. (1964) The dynamic inventory problem with unknown demand distribution. Management Science, 10(3): 429-440.

Iglehart D. L. (1965) Limiting diffusion approximations for the many server queue and the repairman problem. Journal of Applied Probability, 2(2), 429-441.

Iglehart D. L. & Whitt W. (1970) Multiple channel queues in heavy traffic. I. Advances in Applied Probability, 2(1): 150-177.

Iglehart D. L. (1972) Extreme values in the GI/G/1 queue. The Annals of Mathematical Statistics, 43(1): 627-635

Inglehart D. L. (1975) Simulating stable stochastic systems, V: Comparison of ratio estimators. Naval Research Logistics Quarterly, 22(3): 553-565.

Iglehart D. L. & Shedler G. S. (1978) Regenerative simulation of response times in networks of queues. Journal of the ACM, 25(3): 449-460.

Glynn P. W. & Iglehart D. L. (1988) Simulation methods for queues: An overview. Queueing Systems, 3(3): 221-255.

Glynn P. W. & Iglehart D. L. (1989) Importance sampling for stochastic simulations. Management Science, 35(11): 1367-1392.

Glynn P. W. & Iglehart D. L. (1990) Simulation output analysis using standardized time series. Mathematics of Operations Research, 15(1): 1-16.