Yu-Chi Ho

March 1, 1934

Brief Biography

Yu-Chi “Larry” Ho is a Chinese-American mathematician and control theorist known for his influential career as a researcher of differential games, dynamic systems, and optimal control. Ho was born in Shanghai but left in 1949 to attend Hong Kong high school. His first interaction with engineering came as a child when he repaired a European ornamental clock. In 1950, Ho applied to the department of mechanical engineering at the Massachusetts Institute of Technology. However his application was accidentally routed to and accepted by the department of electrical engineering and he decided not to switch to his originally planned destination. At MIT he received his first degree at the age of nineteen and his master’s at twenty-one.

Ho spent his the three years after MIT with Bendix Aviation. He returned to school in 1958 and completed a PhD in applied mathematics at Harvard University. Ho taught at Harvard for four years before receiving tenure in 1965. He remained with the university’s School of Engineering and Applied Sciences and became the Gordon McKay Professor of Systems Engineering and the T. Jefferson Coolidge Chair of Applied Mathematics. Ho retired in 2001 from active teaching service, having supervised fifty PhD students,  and became a Research Professor. Ho’s significant contributions to control theory research began during his time as a graduate student at MIT. He collaborated closely with Rudolf E. Kalman, who had developed the study of the time domain using state-space models. Ho showed that Kalman’s space-state representation provides a convenient and compact way to model and analyze dynamical systems with multiple inputs and outputs. In 1964, he and a former student published a paper that formulated a general class of stochastic estimation and control problems from the viewpoint of Bayesian decision theory.

Shortly after joining the faculty at Harvard, Ho developed a rule in pattern recognition with his first PhD student, Rangasami L. Kashyap. He turned his attention to game theory in 1965 and published a series of works on differential games and the optimality of a proportional guidance scheme in a pursuit-evasion confrontation. Since the 1970s, Ho’s research has largely been focused on discrete event simulation of dynamic systems, enhancing the areas of perturbation analysis and ordinal optimization, in which numeric values are not assigned to decision alternatives but instead they are simply ranked. His 2007 book on ordinal optimization has been cited more than one-hundred and fifty times.

Ho has received numerous accolades and honors for his career contributions. He is an elected fellow and/or life member of the National Academy of Engineering, the Institute for Electrical and Electronics Engineers, and the Institute for Operations Research and the Management Sciences. 

Other Biographies

Wikipedia Entry for Yu-Chi Ho

Gong W. & Yao D. D. (1999) An appreciation of professor Yu-Chi Ho. Journal of Optimization Theory and Applications, 100(3): 453-456.

Harvard School of Engineering and Applied Science. People: Yu-Chi Ho. Accessed April 3, 2015. (link)

Henssonow S. F., Surhone L. M., & Tennoe M. T. (2010) Yu-Chi Ho. Betascript Publishing. 


Massachusetts Institute of Technology, BS 1953

Massachusetts Institute of Technology, MS 1955

Harvard University, PhD 1961 (Mathematics Genealogy


Academic Affiliations
Non-Academic Affiliations

Key Interests in OR/MS


Awards and Honors

Institute of Electrical and Electronics Engineers Fellow 1973

National Academy of Engineering Member 1987

IEEE Control Systems Science and Engineering Award 1989

Chiang Technology Achievement Award 1993

Institute for Operations Research and the Management Sciences Fellow 2002

International Society of Dynamic Games Isaacs Award 2004

Selected Publications

Ho Y. C. & Lee R. C. K. A. (1964) A Bayesian approach to problems in stochastic estimation and control. IEEE Transactions on Automatic Control: 9(4), 333-339.

Ho Y. C. & Kashyap R. L. (1965) An algorithm for linear inequalities and its applications. IEEE Transactions on Electronic Computers, 14(5): 683-688.

Ho Y. C. & Starr A. W. (1969) Nonzero-sum differential games. Journal of Optimization Theory and Applications, 3(3): 184-206.

Ho Y. C. (1972) Team decision theory and information structures in optimal control problems--Part I. IEEE Transactions on Automatic Control, 17(1): 15-22.

Bryson A. E. & Ho Y. C. (1975) Applied Optimal Control. Hemisphere: Washington, D.C.

Cao X. R. & Ho Y. C. (1983) Perturbation analysis and optimization of queueing networks. Journal of Optimization Theory and Applications, 40(4): 559-582.

Cao X. R. & Ho Y. C. (1991) Discrete Event Dynamic Systems and Perturbation Analysis. Academic Publishers: Boston.

Ho Y. C., Sreenivas R., & Vakili P. (1992) Ordinal optimization of DEDS. Discrete Event Dynamic Systems, 2(1), 61-88.

Ho Y. C. & Pepyne D. L. (2002) Simple explanation of the no-free-lunch theorem and its implications. Journal of Optimization Theory and Applications, 115(3): 549-570.

Ho Y. C., Jia Q. S., & Zhao Q. C. (2007) Ordinal Optimization: Soft Optimization for Hard Problems. Springer: Berlin.