Brief Biography
John Lehoczky is a Fellow of the Institute for Operations Research and the Management Sciences (INFORMS) and Thomas Lord University Professor of Statistics and Mathematical Sciences at Carnegie Mellon University. Lehoczky studied under renowned statistician Herbert Solomon at Stanford University. He received his PhD in 1969 with a dissertation on stochastic models in traffic flow theory. After obtaining his doctoral degree he was recruited to the Department of Statistics at Carnegie, where he has since remained.
Lehoczky has conducted influential research in real-time computer systems, resulting in collaboration with Carnegie’s School of Computer Science, Software Engineering Institute, Electrical and Computer Engineering Department, and Department of Mathematical Sciences. In the 1980s, he published a number of influential articles on circuit-switching networks, investment and portfolio problems in operations research, and real-time synchronization protocols for multiprocessors. From 1984 to 1995, Lehoczky served as department head for statistics.
In the 1990s, Lehoczky began his revolutionary work in real-time queueing theory, introducing his developments in the subject at the Seventeenth Real-Time Systems Symposium of the Institute for Electrical and Electronics Engineers in 1996. Lehoczky’s recent work in the parameters of stochastic differential equations has investigated its applications to asset price process models.
Continually interdisciplinary, Lehoczky has played a significant role in bringing his research to other fields in the sciences and humanities. He has held leadership positions with the Humanities Initiative of Carnegie Mellon’s Mariana Brown Dietrich College of Humanities and Social Sciences. On July 1, 2014, he became Interim Executive Vice President of the University.
Other Biographies
Carnegie Mellon University Center for the Arts in Sociey. People: John Lehoczky. Accessed May 29, 2015. (link)
Carnegie Mellon University Dietrich College of Humanities & Social Sciences. Department of Statistics People: John Lehoczky. Accessed May 29, 2015. (link)
Education
Stanford University, PhD 1969 (Mathematics Genealogy)
Affiliations
Academic Affiliations
Key Interests in OR/MS
Methodologies
- Algorithms - Theory and Analysis
- Computer science
- Probability and Stochastic Models
- Queueing Models
- Scheduling
- Statistics
Application Areas
Awards and Honors
Institute for Operations Research and the Management Sciences Fellow 2004
Selected Publications
Burman D. Y., Lehoczky J. P., & Lim Y. (1984) Insensitivity of blocking probabilities in a circuit-switching network. Journal of Applied Probability, 21(4): 850-859.
Karatzas I., Lehoczky J. P., Sethi S. P., & Shreve S. E. (1986) Explicit solution of a general consumption/investment problem. Mathematics of Operations Research, 11(2): 261-294.
Karatzas I., Lehoczky J. P., & Shreve S. E. (1987) Optimal portfolio and consumption decisions for a “small investor” on a finite horizon. SIAM Journal on Control and Optimization, 25(6): 1557-1586.
Lehoczky J. P, Rajkumar R., & Sha L. (1988) Real-time synchronization protocols for multiprocessors. in 9th IEEE Real-Time Systems Symposium, 259-269. IEEE Computer Society Press: Washington, DC.
Lehoczky J. P. (1990) Fixed priority scheduling of period task sets with arbitrary deadlines. in 11th IEEE Real-Time Systems Symposium,201-209. IEEE Computer Society Press: Washington, DC.
Karatzas I., Lehoczky J. P., Shreve S. E., & Xu G. L. (1991) Martingale and duality methods for utility maximization in an incomplete market. SIAM Journal on Control and Optimization, 29(3): 702-730.
Lehoczky J. P. & Ramos-Thuel S. (1992) An optimal algorithm for scheduling soft-aperiodic tasks in fixed-priority preemptive systems. in 13th IEEE Real-Time Systems Symposium, 110-123. IEEE Computer Society Press: Washington, DC.
Lehoczky J. P., Sha L., & Strosnider J. K. (1995) The deferrable server algorithm for enhanced aperiodic responsiveness in hard real-time environments. IEEE Transactions on Computers, 44(1): 73-91.
Lehoczky J. P. (1996) Real-time queueing theory. in 17th IEEE Real-Time Systems Symposium, 186-195. IEEE Computer Society Press: Washington, DC.
Lehoczky J. P., Seto D., Sha L., & Shin K. G. (1996) On task schedulability in real-time control systems. in 17th IEEE Real-Time Systems Symposium, 13-21. IEEE Computer Society Press: Washington, DC.