H
Harold J. Kushner
Researcher at Brown University
Publications - 213
Citations - 16548
Harold J. Kushner is an academic researcher from Brown University. The author has contributed to research in topics: Stochastic control & Weak convergence. The author has an hindex of 48, co-authored 213 publications receiving 15758 citations. Previous affiliations of Harold J. Kushner include Massachusetts Institute of Technology.
Papers
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Book
Stochastic approximation and recursive algorithms and applications
Harold J. Kushner,George Yin +1 more
TL;DR: A review of continuous time models can be found in this paper, where the authors present an algorithm for the Ergodic Cost Problem: Formulation and Algorithms 7.1 Formulation of the control problem 7.2 A Jacobi Type Iteration 7.3 Approximation in Policy Space 7.4 Numerical Methods 7.5 The Control Problem 7.6 The Interpolated Process 7.7 Computations 7.8 Linear Programming 7.
Book
Numerical Methods for Stochastic Control Problems in Continuous Time
TL;DR: In this paper, a Markov chain is used to approximate the solution of the optimal stochastic control problem for diffusion, reflected diffusion, or jump-diffusion models, and a general method for obtaining a useful approximation is given.
Book
Stochastic Stability and Control
TL;DR: In this article, a book on stochastic stability and control dealing with Liapunov function approach to study of Markov processes is presented, which is based on the work of this article.
Book
Stochastic Approximation Algorithms and Applications
Harold J. Kushner,George Yin +1 more
TL;DR: Applications and issues application to learning, state dependent noise and queueing applications to signal processing and adaptive control mathematical background convergence with probability one, introduction weak convergence methods for general algorithms applications, proofs of convergence rate of convergence averaging of the iterates distributed/decentralized and asynchronous algorithms.