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Stochastic Approximation and Recursive Algorithms and Applications

- H. Kushner, G. Yin
- Mathematics
- 17 July 2003

Introduction 1 Review of Continuous Time Models 1.1 Martingales and Martingale Inequalities 1.2 Stochastic Integration 1.3 Stochastic Differential Equations: Diffusions 1.4 Reflected Diffusions 1.5… Expand

1,949 227

Numerical Methods for Stochastic Control Problems in Continuous Time

- H. Kushner
- Mathematics
- 2000

A powerful and usable class of methods for numerically approximating the solutions to optimal stochastic control problems for diffusion, reflected diffusion, or jump-diffusion models is discussed.… Expand

1,396 147- PDF

Stochastic Approximation Algorithms and Applications

- H. Kushner, G. Yin
- Mathematics, Computer Science
- Applications of Mathematics
- 1997

Applications and issues application to learning, state dependent noise and queueing applications to signal processing and adaptive control mathematical background convergence with probability one -… Expand

826 93- PDF

wchastic. approximation methods for constrained and unconstrained systems

- H. Kushner, D. Clark
- Mathematics, Computer Science
- 1978

TLDR

858 60

Approximation and Weak Convergence Methods for Random Processes

- H. Kushner
- Mathematics, Computer Science
- 26 April 1984

TLDR

567 45- PDF

Stochastic Stability and Control

- H. Kushner
- Mathematics
- 17 January 2012

Book on stochastic stability and control dealing with Liapunov function approach to study of Markov processes

564 40

Convergence of proportional-fair sharing algorithms under general conditions

- H. Kushner, P. Whiting
- Mathematics, Computer Science
- IEEE Transactions on Wireless Communications
- 1 July 2004

TLDR

436 40- PDF

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

- H. Kushner
- Computer Science
- 1 March 1964

629 39

Introduction to stochastic control

- H. Kushner
- Mathematics
- 1971

Abstract : The text treats stochastic control problems for Markov chains, discrete time Markov processes, and diffusion models, and discusses method of putting other problems into the Markovian… Expand

521 25

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems

- H. Kushner
- Mathematics
- 1 May 1990

1 Weak Convergence.- 0. Outline of the Chapter.- 1. Basic Properties and Definitions.- 2. Examples.- 3. The Skorohod Representation.- 4. The Function Space Ck [0, T].- 5. The Function Space Dk [0,… Expand

263 21

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