H. Kushner

发表

Numerical Methods for Stochastic Control Problems in Continuous Time

H. Kushner, 2000 .

Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence☆

H. Kushner, 1981 .

Convergence of stochastic approximations with state dependent noise under weak conditions

H. Kushner, A. Shwartz, 1982, 1982 21st IEEE Conference on Decision and Control.

Convergence of recursive adaptive and identification procedures via weak convergence theory

H. Kushner, 1977 .

Stochastic approximation type methods for constrained systems: Algorithms and numerical results

H. Kushner, T. Gavin, 1974 .

Stochastic approximation algorithms for the local optimization of functions with nonunique stationary points

H. Kushner, 1972 .

Asymptotic Properties of Stochastic Approximations with Constant Coefficients.

H. Kushner, Hai Huang, 1981 .

RATES OF CONVERGENCE FOR STOCHASTIC APPROXIMATION TYPE ALGORITHMS

H. Kushner, Hai Huang, 1979 .

Stochastic Approximation and Recursive Algorithms and Applications

H. Kushner, G. Yin, 2003 .

On the stochastic maximum principle: Fixed time of control

H. Kushner, 1965 .

Stochastic Approximation Algorithms and Applications

Harold J. Kushner, George Yin, H. Kushner, 1997, Applications of Mathematics.

Asymptotic global behavior for stochastic approximation and diffusions with slowly decreasing noise effects: Global minimization via Monte Carlo

H. Kushner, 1987 .

Rates of Convergence for Sequential Monte Carlo Optimization Methods

H. Kushner, 1978 .

wchastic. approximation methods for constrained and unconstrained systems

Harold J. Kushner, Dean S. Clark, H. Kushner, 1978 .

On the convergence of Lion's identification method with random inputs

H. Kushner, 1970 .

Nonlinear filtering: The exact dynamical equations satisfied by the conditional mode

H. Kushner, 1967, IEEE Transactions on Automatic Control.

Approximations to optimal nonlinear filters

H. Kushner, 1967, IEEE Transactions on Automatic Control.

Optimal and approximately optimal control policies for queues in heavy traffic

H. Kushner, K. Ramachandran, 1989 .

Heavy Traffic Analysis of Controlled Queueing and Communication Networks

H. Kushner, 2001 .

Numerical Methods for Stochastic Singular Control Problems

L. F. Martins, H. Kushner, 1991 .

Optimal control of assignment of jobs to processors under heavy traffic

H. Kushner, Y. N. Chen, Y.N. Chen, 2000 .

A Monte Carlo method for sensitivity analysis and parametric optimization of nonlinear stochastic systems

H. Kushner, Jichuan Yang, 1991 .

Asymptotic properties of distributed and communication stochastic approximation algorithms

H. Kushner, G. Yin, 1987 .

Stochastic approximation algorithms for parallel and distributed processing

H. Kushner, G. Yin, 1987 .

Asymptotic behavior of stochastic approximation and large deviations

H. Kushner, 1984, The 22nd IEEE Conference on Decision and Control.

Introduction to stochastic control

H. Kushner, 1971 .

Mathematical programming and the control of Markov chains

H. Kushner, A. Kleinman, 1971 .

On the status of optimal control and stability for stochastic systems.

H. Kushner, 1966 .

Decomposition of systems governed by Markov chains

H. Kushner, Ching-Hui Chen, 1974 .

A Monte Carlo method for sensitivity analysis and parametric optimization of nonlinear stochastic systems: the ergodic case

H. Kushner, Jichuan Yang, 1992 .

A versatile stochastic model of a function of unknown and time varying form

H. Kushner, 1962 .

Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for

H. Kushner, Jichuan Yang, 1993 .

Dynamical equations for optimal nonlinear filtering

H. Kushner, 1967 .

ON THE STABILITY OF STOCHASTIC DYNAMICAL SYSTEMS.

H. Kushner, 1965, Proceedings of the National Academy of Sciences of the United States of America.

Finite time stochastic stability and the analysis of tracking systems

H. Kushner, 1966 .

Estimation of the derivative of a stationary measure with respect to a control parameter

H. Kushner, F. Vázquez-Abad, 1992 .

Averaging Methods for the Asymptotic Analysis of Learning and Adaptive Systems, with Small Adjustment Rate. Analysis of Nonlinear Stochastic Systems with Wide-Band Inputs.

H. Kushner, Hai Huang, Y. Bar-Ness, 1980 .

An Invariant Measure Approach to the Convergence of Stochastic Approximations with State Dependent Noise.

H. Kushner, A. Shwartz, 1984 .

Finite state stochastic games: Existence theorems and computational procedures

H. Kushner, S. Chamberlain, 1969 .

Heavy Traffic Analysis of a Controlled Multiclass Queueing Network via Weak Convergence Methods

L. F. Martins, H. Kushner, 1996 .

Routing and singular control for queueing networks in heavy traffic

L. F. Martins, H. Kushner, 1990 .

A New Method of Locating the Maximum Point of an Arbitrary Multipeak Curve in the Presence of Noise

Harold J. Kushner, H. Kushner, 1964 .

Analysis of adaptive step-size SA algorithms for parameter tracking

H. Kushner, Jichuan Yang, 1995, IEEE Trans. Autom. Control..

Numerical Methods in Stochastic Control.

P. Dupuis, H. Kushner, 1996 .

Robustness and Approximation of Escape Times and Large Deviations Estimates for Systems with Small Noise Effects

H. Kushner, 1984 .

Analysis of adaptive step size SA algorithms for parameter tracking

H. Kushner, Jichuan Yang, 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems

H. Kushner, 1990 .

Rates of Convergence

H. Kushner, D. Clark, 1978 .

Stochastic Stability and Control

H. Kushner, 2012 .

On the Existence of Optimal Stochastic Controls

H. Kushner, 1965 .

Control of mobile communication systems with time-varying channels via stability methods

Harold J. Kushner, Robert Buche, H. Kushner, 2004, IEEE Transactions on Automatic Control.

Asymptotic Properties of Proportional-Fair Sharing Algorithms

H. Kushner, P. Whiting, 2002 .

Numerical methods for the solution of the degenerate nonlinear elliptic equations arising in optimal stochastic control theory

H. Kushner, A. Kleinman, 1968 .

Stochastic approximation of constrained systems with system and constraint noise

H. Kushner, E. Sanvicente, 1975, at - Automatisierungstechnik.

On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications

H. Kushner, 1964 .

The Nonlinear Filtering Problem

H. Kushner, 1990 .

Asymptotic behavior of constrained stochastic approximations via the theory of large deviations

P. Dupuis, H. Kushner, 1987 .

Dynamic Programming Equations

P. Dupuis, H. Kushner, 2001 .

Stochastic Approximation Methods for Systems Over an InfiniteHorizon

H. Kushner, F. Vázquez-Abad, 1996 .

A cautionary note on the use of singular perturbation methods for “small noise” modelst †

H. Kushner, 1982 .

Optimality Conditions for the Average Cost per Unit Time Problem with a Diffusion Model

H. Kushner, 1978 .

Approximation and Weak Convergence Methods for Random Processes

Harold J. Kushner, H. Kushner, 1984 .

General convergence results for stochastic approximations via weak convergence theory

H. Kushner, 1977 .

A projected stochastic approximation method for adaptive filters and identifiers

H. Kushner, 1980 .

Numerical studies of stochastic approximation procedures for constrained problems

H. Kushner, S. Lakshmivarahan, 1977 .

Stochastic Approximation Algorithms of the Multiplier Type for the Sequential Monte Carlo Optimization of Stochastic Systems

H. Kushner, Milton L. Kelmanson, 1976 .

A Simple Iterative Procedure for the Identification of the Unknown Parameters of a Linear Time Varying Discrete System

Harold J. Kushner, H. Kushner, 1963 .

Introduction to Stochastic Control Theory (Karl J. Astrom)

H. Kushner, 1972 .

On the stability of randomly sampled systems

H. Kushner, L. Tobias, 1969 .

Weak Convergence and Properties of Adaptive Asymptotic F ilters w ith 177 Constant Gains

Harold J. Kushner, Adam Shwartz, H. Kushner, 1998 .

A martingale method for the convergence of a sequence of processes to a jump-diffusion process

H. Kushner, 1980 .

Stochastic approximation with averaging and feedback: rapidly convergent "on-line" algorithms

H. Kushner, Jichuan Yang, 1995, IEEE Trans. Autom. Control..

Stochastic approximation and large deviations: upper bounds and w.p.1 convergence

P. Dupuis, H. Kushner, 1989 .

Stochastic Approximations via Large Deviations: Asymptotic Properties

P. Dupuis, H. Kushner, 1985 .

Hill Climbing Methods for the Optimization of Multiparameter Noise Disturbed Systems

Harold J. Kushner, H. Kushner, 1963 .

Control and optimal control of assemble to order manufacturing systems under heavy traffic

H. Kushner, 1999 .

Accelerated procedures for the solution of discrete Markov control problems

Harold J. Kushner, A. Kleinman, H. Kushner, 1971 .

An averaging method for stochastic approximations with constant parameters: Small parameter values

H. Kushner, 1980 .

Controlled and optimally controlled multiplexing systems: A numerical exploration

Harold J. Kushner, Dennis Jarvis, Jichuan Yang, 1995, Queueing Syst. Theory Appl..

Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic

L. F. Martins, H. Kushner, 1993 .

Extensions of proportional-fair sharing algorithms for multi-access control of mobile communications: constraints and bursty data processes

Harold J. Kushner, H. Kushner, 2005, IEEE International Conference on Communications, 2005. ICC 2005. 2005.

Asymptotic Properties of Proportional-Fair Sharing Algorithms: Extensions of the Algorithm

H. Kushner, P. Whiting, 2003 .

Heavy Traffic and Optimal Control Methods for a Communications System

Harold J. Kushner, H. Kushner, 1999 .

Control of Trunk Line Systems in Heavy Traffic

H. Kushner, 1995 .

Numerical methods for controlled and uncontrolled multiplexing and queueing systems

Harold J. Kushner, L. F. Martins, Luiz Felipe Martins, 1994, Queueing Syst. Theory Appl..

Numerical Algorithms for Optimal Controls for Nonlinear Stochastic Systems With Delays $ $

Harold J. Kushner, H. Kushner, 2010, IEEE Transactions on Automatic Control.

Numerical approximations for stochastic systems with delays in the state and control

H. Kushner, 2006 .

Numerical approximations for nonlinear stochastic systems with delays

H. Kushner, 2005 .

Numerical Methods for Optimal Controls for Nonlinear Stochastic Systems With Delays: Algorithms and Data*

H. Kushner, 2009 .

Heavy Traffic Analysis of AIMD Models

H. Kushner, E. Altman, 2006 .

Numerical Methods for Controlled Stochastic Delay Systems

H. Kushner, 2008 .

Control of multi-node mobile communications networks with time-varying channels via stability methods

Harold J. Kushner, H. Kushner, 2006, Queueing Syst. Theory Appl..

Numerical Methods for Stochastic Singular Control Problems with State-Dependent Control

Harold J. Kushner, H. Kushner, 2013, SIAM J. Control. Optim..

Stochastic Approximation in Hilbert Space: Identification and Optimization of Linear Continuous Parameter Systems

H. Kushner, A. Shwartz, 1985 .

Minimizing escape probabilities: A large deviations approach

P. Dupuis, H. Kushner, 1989, 26th IEEE Conference on Decision and Control.

Control Problems in Telecommunications: The Heavy Traffic Approach

Harold J. Kushner, H. Kushner, 2001 .

An effective numerical method for controlled routing in large trunk line networks

H. Kushner, Jichuan Yang, 1995 .

Admission Control for Combined Guaranteed Performance and Best Effort Communications Systems Under Heavy Traffic

H. Kushner, E. Altman, 1999 .

Robustness of Nonlinear Filters Over the Infinite Time Interval

H. Kushner, A. Budhiraja, 1998 .

Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval

H. Kushner, A. Budhiraja, 1999 .

Nearly optimal singular controls for wideband noise driven systems

Harold J. Kushner, Kandethody M. Ramachandran, H. Kushner, 1988 .

New theorems and examples in the liapunov theory of stochastic stability.

H. Kushner, 1965 .

The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion processes

H. Kushner, 1969 .

Stability and existence of diffusions with discontinuous or rapidly growing drift terms

Harold J. Kushner, H. Kushner, 1972 .

On the optimum timing of observations for linear control systems with unknown initial state

Harold J. Kushner, H. Kushner, 1964 .

Necessary conditions for continuous parameter stochastic optimization problems

H. Kushner, 1972 .

On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory

H. Kushner, 1964 .

Stochastic Stability and Control, Mathematics in Science and Engineering

K. Chung, H. Kushner, 1972 .

Numerical Methods for Stochastic Differential Games: The Ergodic Cost Criterion

H. Kushner, 2007 .

A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations

Harold J. Kushner, H. Kushner, 1976 .

Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control

Harold J. Kushner, H. Kushner, 2011 .

Controlled Nonlinear Stochastic Delay Equations: Part II: Approximations and Pipe-Flow Representations

H. Kushner, 2012 .

Controlled Nonlinear Stochastic Delay Equations: Part I: Modeling and Approximations

H. Kushner, 2012 .

Stochastic Stability

H. J. Kushner, H. Kushner, Brown, 2005 .

A Robust Discrete State Approximation to the Optimal Nonlinear Filter for a Diffusion.

Harold J. Kushner, H. Kushner, 1980 .

Robustness and Convergence of Approximations to Nonlinear Filters for Jump-Diffusions

Harold J. Kushner, H. Kushner, 1996 .

Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory

Harold J. Kushner, Hai Huang, H. Kushner, 1985 .

Approximation of solutions to differential equations with random inputs by diffusion processes

Harold J. Kushner, H. Kushner, 1979 .

Penalty Function Methods for Constrained Stochastic Approximation

Harold J. Kushner, H. Kushner, E. Sanvicente, 1974 .

Approximations and computational methods for Optimal Stopping and Stochastic Impulsive Control problems

Harold J. Kushner, H. Kushner, 1976 .

Numerical Methods for Non-Zero-Sum Stochastic Differential Games: Convergence of the Markov Chain Approximation Method

H. Kushner, 2008 .

Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise

Harold J. Kushner, H. Kushner, 2014, SIAM J. Control. Optim..

Almost optimal controls for wideband noise driven systems

Harold J. Kushner, H. Kushner, 1988 .

An averaging method for the analysis of adaptive systems with small adjustment rate

H. Kushner, 1981 .

Probability methods for the convergence of finite difference approximation to partial differential-integral equations. II

H. Kushner, Chen Yu, 1974 .

Review of Stochastic Approximation Algorithms and Applica

James C. Spall, H. J. Kushner, G. G. Yin, 1999 .

A numerical method for reflected diffusions: Control of the reflection directions and applications

H. Kushner, 1996 .

Estimation of the derivative of a stationary measure with respect to a control parameter

H. Kushner, F. Vázquez-Abad, 1992, Journal of Applied Probability.

Extensions of Kestin's Adaptive Stochastic Approximation Method,

H. Kushner, T. Gavin, 1973 .

Admission Control for Combined GuaranteedPerformance and Best E ort CommunicationsSystems Under Heavy Tra

H. Kushner, E. Altman, 1999 .

Stochastic approximation: a survey

H. Kushner, 2010 .

Optimal stochastic control

Harold J. Kushner, H. Kushner, 1962 .

A versatile method for the Monte Carlo optimization of stochastic systems

H. Kushner, T. Gavin, 1973 .

Stochastic Approximation with Averaging and Feedback: Faster Convergence

H. Kushner, Jichuan Yang, 1995 .

Large Deviations for Two-Time-Scale Diffusions, with Delays

H. Kushner, 2010 .

Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering

Harold J. Kushner, Amarjit Budhiraja, H. Kushner, 2001 .

Control Problems in Telecommunications: The Heavy Traffic Approach

H. Kushner, 2001 .

A Control Problem for a New Type of Public Transportation System, via Heavy Traffic Analysis

Harold J. Kushner, H. Kushner, 1995 .

A partial history of the early development of continuous-time nonlinear stochastic systems theory

Harold J. Kushner, H. Kushner, 2014, Autom..

Approximation and robustness of estimates of escape times for systems with small noise effects

H. Kushner, 1983, The 22nd IEEE Conference on Decision and Control.

Approximation of large deviations estimates and escape times and applications to systems with small noise effects

H. Kushner, 1982 .

Numerical Approximations to Optimal Nonlinear Filters

Harold J. Kushner, H. Kushner, 2008 .

Stochastic processes in information and dynamical systems

Harold J. Kushner, H. Kushner, 1972 .

Convergence with Probability One: Martingale Difference Noise

H. Kushner, G. Yin, 1997 .

Filtering for Linear Distributed Parameter Systems

Harold J. Kushner, H. Kushner, 1970 .

ON THE STABILITY OF STOCHASTIC DYNAMICAL SYSTEMS.

Harold J. Kushner, Harold J. Kushner, H. Kushner, 1965, Proceedings of the National Academy of Sciences of the United States of America.

Stochastic Differential Systems (Lecture Notes in Control and Information Sciences).

H. Kushner, K. Helmes, N. Christopeit, 1987 .

Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms

Harold J. Kushner, Amarjit Budhiraja, H. Kushner, 2000, SIAM J. Control. Optim..

Asymptotic properties, stability and “near” stationary of parabolic partial differential equations with wide bandwidth inputs

Harold J. Kushner, Hai Huang, H. Kushner, 1986 .

Approximate and limit results for nonlinear filters with wide bandwith observation noise

Harold J. Kushner, Hai Huang, H. Kushner, 1986 .

Nearly optimal state feedback controls for stochastic systems with wideband noise disturbances

Harold J. Kushner, Wolfgang J. Runggaldier, H. Kushner, 1987 .

Existence of Optimal Controls for Variance Control

Harold J. Kushner, H. Kushner, 1999 .

Singular perturbations for stochastic control

H. Kushner, 1989 .

Stochastic Systems and Nonlinear Filtering

Harold J. Kushner, Wendell H. Fleming, H. Kushner, 1997 .

Convergence of proportional-fair sharing algorithms under general conditions

Philip A. Whiting, Harold J. Kushner, H. Kushner, 2004, IEEE Transactions on Wireless Communications.

On closed-loop adaptive noise cancellation

Harold J. Kushner, H. Kushner, 1998, IEEE Trans. Autom. Control..

On the Weak Convergence of Interpolated Markov Chains to a Diffusion

Harold J. Kushner, H. Kushner, 1974 .

On the Control of a Linear Functional Differential Equation with Quadratic Cost

Harold J. Kushner, Daniel I. Barnea, H. Kushner, 1970 .

Numerical Approximations for Stochastic Differential Games

HAROLD J. KUSHNER, H. Kushner, 2002, SIAM J. Control. Optim..

Examples and Introduction

Harold J. Kushner, H. Kushner, 2008 .

Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides,

Harold J. Kushner, H. Kushner, 1979 .

Control of Polling in Presence of Vacations in Heavy Traffic with Applications to Satellite and Mobile Radio Systems

Eitan Altman, Harold J. Kushner, H. Kushner, 2002, SIAM J. Control. Optim..

Finite difference methods for the weak solutions of the Kolmogorov equations for the density of both diffusion and conditional diffusion processes

Harold J. Kushner, H. Kushner, 1976 .

On the stability of processes defined by stochastic difference-differential equations.

Harold J. Kushner, H. Kushner, 1968 .

Rate of Convergence for Constrained Stochastic Approximation Algorithms

Harold J. Kushner, Robert Buche, H. Kushner, 2001, SIAM J. Control. Optim..

Converse theorems for stochastic Liapunov functions.

H. Kushner, H. Kushner, 1967 .

Probability Methods for Approximations in Stochastic Control and for Elliptic Equations

Harold J. Kushner, H. Kushner, 2012 .

Stochastic systems with small noise, analysis and simulation; a phase locked loop example

Harold J. Kushner, Paul Dupuis, P. Dupuis, 1985 .

Survey paper: A partial history of the early development of continuous-time nonlinear stochastic systems theory

H. Kushner, 2014 .

On the stochastic maximum principle with “average” constraints☆

H. Kushner, 1965 .

On stochastic extremum problems - calculus.

H. Kushner, 1965 .

A maximum principle for stochastic control systems

Harold J. Kushner, Fred C. Schweppe, H. Kushner, 1964 .

Stability of Stochastic Differential Equations with Respect to Semi-martingales (X. Mao)

H. Kushner, 1993, SIAM Rev..

STOCHASTIC APPROXIMATION ALGORITHMS FOR CONSTRAINED OPTIMIZATION PROBLEMS

Harold J. Kushner, H. Kushner, 1974 .

Applications to Learning, State Dependent Noise, and Queueing

Harold J. Kushner, George Yin, H. Kushner, 1997 .

A "Time-domain" successive approximation method for some linear optimal stochastic systems

H. Kushner, H. Kushner, 1964 .

Filtering and control for wide bandwidth noise driven systems

Harold J. Kushner, W. Runggaldier, H. Kushner, 1987 .

Weak convergence and approximations for partial differential equations with stochastic coefficients

Harold J. Kushner, Hai Huang, H. Kushner, 1985 .

Weak convergence and asymptotic properties of adaptive filters with constant gains

H. Kushner, A. Shwartz, 1984, IEEE Trans. Inf. Theory.

Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions

H. Kushner, 1976 .

Existence results for optimal stochastic controls

Harold J. Kushner, H. Kushner, 1975 .

Approximations, existence, and numerical procedures for optimal stochastic controls

Harold J. Kushner, H. Kushner, Chen-Fu Yu, 1974 .

Filtering and control for wide bandwidth noise and ‘nearly’ linear systems

H. J. Kushner, W. Runggaldier, H. Kushner, 1988 .

Discrete approximations for stochastic control problems with control acting continuously and impulsively

Harold J. Kushner, H. Kushner, 1976 .

OF DIFFUSIONS AND CONDITIONAL DIFFUSIONS

H. Kushner, 1975 .

Finite Difference Methods for the Weak Solutions of the Kolmogorov Equations for the Density of Diffusions and Conditional Diffusions

H. Kushner, 1975 .

Rate of Convergence

H. Kushner, G. Yin, 1997 .

Approximations to and local properties of diffusions with discontinuous controls

H. Kushner, 1974 .

Probability limit theorems and the convergence of finite difference approximations of partial differential equations

H. Kushner, 1970 .

On stochastic differential games: Sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game☆

Harold J. Kushner, H. Kushner, S. Chamberlain, 1969 .

Adaptive techniques for the optimization of binary detection systems

H. J. Kushner, H. Kushner, 1963 .

On the Optimal Control of a System Governed by a Linear Parabolic Equation with White Noise Inputs

H. J. Kushner, H. Kushner, 1968 .

Optimal Discounted Stochastic Control for Diffusion Processes

H. J. Kushner, H. Kushner, 1967 .

An Application of the Sobolev Imbedding Theorems to Criteria for the Continuity of Processes with a Vector Parameter

Harold J. Kushner, H. Kushner, 1969 .