• Publications
  • Influence
Stochastic Approximation and Recursive Algorithms and Applications
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 1.5Expand
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Numerical Methods for Stochastic Control Problems in Continuous Time
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
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Stochastic Approximation Algorithms and Applications
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
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wchastic. approximation methods for constrained and unconstrained systems
TLDR
Convergence of Probability Measures . . . a simple example. Expand
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Approximation and Weak Convergence Methods for Random Processes
  • H. Kushner
  • Mathematics, Computer Science
  • 26 April 1984
TLDR
Harold J. Kushner is Professor of Applied Mathematics and Engineering at Brown University and is one of the leading researchers in the area of stochastic processes concerned with analysis and synthesis in control and communications theory. Expand
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Stochastic Stability and Control
Book on stochastic stability and control dealing with Liapunov function approach to study of Markov processes
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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
We are concerned with the allocation of the base station transmitter time in time-varying mobile communications with many users who are transmitting data. Expand
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Introduction to stochastic control
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 MarkovianExpand
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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
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