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Kushner, Harold J.

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Author ID: kushner.harold-j Recent zbMATH articles by "Kushner, Harold J."
Published as: Kushner, Harold J.; Kushner, H. J.; Kushner, H.; Kushner, Harold
Homepage: https://www.brown.edu/academics/applied-mathematics/harold-kushner
External Links: MGP · Wikidata · dblp · GND
Documents Indexed: 202 Publications since 1962, including 13 Books

Publications by Year

Citations contained in zbMATH Open

167 Publications have been cited 3,058 times in 2,266 Documents Cited by Year
Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084
Kushner, Harold J.; Yin, G. George
263
2003
Stochastic stability and control. Zbl 0244.93065
Kushner, Harold J.
184
1967
Approximation and weak convergence methods for random processes, with applications to stochastic systems theory. Zbl 0551.60056
Kushner, Harold J.
179
1984
Stochastic approximation methods for constrained and unconstrained systems. Zbl 0381.60004
Kushner, Harold J.; Clark, Dean S.
173
1978
Numerical methods for stochastic control problems in continuous time. 2nd ed. Zbl 0968.93005
Kushner, Harold J.; Dupuis, Paul
164
2001
Stochastic approximation algorithms and applications. Zbl 0914.60006
Kushner, Harold J.; Yin, G. George
130
1997
Numerical methods for stochastic control problems in continuous time. Zbl 0754.65068
Kushner, Harold J.; Dupuis, Paul G.
124
1992
Probability methods for approximations in stochastic control and for elliptic equations. Zbl 0547.93076
Kushner, Harold J.
111
1977
Necessary conditions for continuous parameter stochastic optimization problems. Zbl 0242.93063
Kushner, H. J.
103
1972
Introduction to stochastic control. Zbl 0293.93018
Kushner, Harold
86
1971
Optimal discounted stochastic control for diffusion processes. Zbl 0178.20003
Kushner, H. J.
81
1967
Weak convergence methods and singularly perturbed stochastic control and filtering problems. Zbl 0931.93003
Kushner, H. J.
80
1990
Dynamical equations for optimal nonlinear filtering. Zbl 0158.16801
Kushner, H. J.
60
1967
Converse theorems for stochastic Liapunov functions. Zbl 0183.19401
Kushner, H.
57
1967
On the differential equations satisfied by conditional probability densities of Markov processes with applications. Zbl 0131.16602
Kushner, H. J.
54
1964
Numerical methods for stochastic control problems in continuous time. Zbl 0721.93087
Kushner, Harold J.
51
1990
Heavy traffic analysis of controlled queueing and communicating networks. Zbl 0988.90004
Kushner, Harold J.
44
2001
On the stability of processes defined by stochastic difference- differential equations. Zbl 0169.11601
Kushner, H. J.
41
1968
On the stochastic maximum principle. Fixed time of control. Zbl 0142.06802
Kushner, H. J.
39
1965
Asymptotic global behavior for stochastic approximation and diffusions with slowly decreasing noise effects: Global minimization via Monte Carlo. Zbl 0615.60024
Kushner, H. J.
30
1987
On the control of a linear functional-differential equation with quadratic cost. Zbl 0205.16901
Kushner, H. J.; Barnea, D. I.
28
1970
Numerical methods for stochastic singular control problems. Zbl 0745.93088
Kushner, Harold J.; Martins, Luiz Felipe
28
1991
Optimality conditions for the average cost per unit time problem with a diffusion model. Zbl 0376.93044
Kushner, H. J.
26
1978
Existence results for optimal stochastic controls. Zbl 0279.93056
Kushner, H. J.
24
1975
A versatile stochastic model of a function of unknown and time varying form. Zbl 0111.33001
Kushner, H. J.
22
1962
Stochastic approximation algorithms for parallel and distributed processing. Zbl 0643.62055
Kushner, H. J.; Yin, G.
22
1987
Filtering for linear distributed parameter systems. Zbl 0206.16202
Kushner, H. J.
20
1970
Numerical methods for controlled stochastic delay systems. Zbl 1219.93001
Kushner, Harold J.
19
2008
A maximum principle for stochastic control systems. Zbl 0126.33401
Kushner, H.; Schweppe, F.
19
1964
Jump-diffusion approximations for ordinary differential equations with wide-band random right hand sides. Zbl 0432.60096
Kushner, Harold J.
19
1979
Approximations for functionals and optimal control problems on jump diffusion processes. Zbl 0379.93053
Kushner, Harold J.; DiMasi, Giovanni
19
1978
Nearly optimal state feedback controls for stochastic systems with wideband noise disturbances. Zbl 0621.93079
Kushner, Harold J.; Runggaldier, W.
19
1987
Asymptotic properties of distributed and communicating stochastic approximation algorithms. Zbl 0637.62078
Kushner, Harold J.; Yin, G.
19
1987
Routing and singular control for queueing networks in heavy traffic. Zbl 0718.90029
Martins, Luiz Felipe; Kushner, Harold J.
17
1990
On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory. Zbl 0126.33304
Kushner, H.
16
1964
Mathematical programming and the control of Markov chains. Zbl 0217.17802
Kushner, H. J.; Kleinman, A. J.
15
1971
Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for general processes. Zbl 0788.62078
Kushner, Harold J.; Yang, Jichuan
15
1993
On the optimal control of a system governed by a linear parabolic equation with white noise inputs. Zbl 0186.23404
Kushner, H. J.
14
1968
Numerical approximations for stochastic differential games. Zbl 1014.60035
Kushner, Harold J.
14
2002
Stochastic approximation algorithms for constrained optimization problems. Zbl 0296.62077
Kushner, Harold J.
14
1974
Stochastic approximation and large deviations: Upper bounds and w.p.1 convergence. Zbl 0679.60041
Dupuis, Paul; Kushner, Harold J.
14
1989
Optimal and approximately optimal control policies for queues in heavy traffic. Zbl 0691.93068
Kushner, Harold J.; Ramachandran, K. M.
14
1989
Stochastic stability. Zbl 0275.93055
Kushner, H. J.
14
1972
A robust discrete state approximation to the optimal nonlinear filter for a diffusion. Zbl 0421.60054
Kushner, Harold J.
13
1979
On the weak convergence of interpolated Markov chains to a diffusion. Zbl 0285.60064
Kushner, Harold J.
13
1974
Probability limit theorems and the convergence of finite difference approximations of partial differential equations. Zbl 0205.43801
Kushner, H. J.
12
1970
Asymptotic properties of stochastic approximations with constant coefficients. Zbl 0475.93082
Kushner, Harold J.; Huang, Hai
12
1981
Control of mobile communications with time-varying channels in heavy traffic. Zbl 1364.90082
Buche, Robert; Kushner, Harold J.
11
2002
Analysis of adaptive step-size SA algorithms for parameter tracking. Zbl 0839.93071
Kushner, Harold J.; Yang, J.
11
1995
Robustness of nonlinear filters over the infinite time interval. Zbl 0915.93063
Budhiraja, Amarjit; Kushner, Harold J.
10
1998
Approximation and limit results for nonlinear filters over an infinite time interval. Zbl 0934.93064
Budhiraja, Amarjit; Kushner, Harold J.
10
1999
On the weak convergence of a sequence of general stochastic difference equations to a diffusion. Zbl 0458.60074
Kushner, H. J.; Huang, Hai
10
1981
Estimation of the derivative of a stationary measure with respect to a control parameter. Zbl 0792.62076
Vázquez-Abad, Felisa J.; Kushner, Harold J.
10
1992
Stochastic approximation algorithms for the local optimization of functions with nonunique stationary points. Zbl 0275.93058
Kushner, Harold J.
10
1972
Limits for parabolic partial differential equations with wide band stochastic coefficients and an application to filtering theory. Zbl 0566.60061
Kushner, Harold J.; Huang, Hai
9
1985
Numerical approximations for stochastic differential games: the ergodic case. Zbl 1151.91352
Kushner, Harold J.
9
2004
Rates of convergence for stochastic approximation type algorithms. Zbl 0418.93093
Kushner, Harold J.; Huang, Hai
9
1979
Probability methods for the convergence of finite difference approximations to partial differential equations. Zbl 0271.35029
Kushner, Harold J.; Yu, Chen-Fu
9
1973
Stochastic approximation type methods for constrained systems: Algorithms and numerical results. Zbl 0282.93069
Kushner, Harold J.; Gavin, Tom
9
1974
The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process. Zbl 0181.44305
Kushner, H. J.
8
1969
Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic. Zbl 0806.60019
Kushner, H. J.; Martins, L. F.
8
1993
A stochastic approximation projection algorithm for constrained Monte- Carlo optimization. Zbl 0449.90076
Kushner, H. J.; Clark, D. S.
8
1979
General convergence results for stochastic approximations via weak convergence theory. Zbl 0369.62097
Kushner, Harold J.
8
1977
Nearly optimal singular controls for wideband noise driven systems. Zbl 0644.93069
Kushner, H. J.; Ramachandran, K. M.
8
1988
Minimizing escape probabilities: A large deviations approach. Zbl 0666.93132
Dupuis, Paul; Kushner, Harold
8
1989
An invariant measure approach to the convergence of stochastic approximations with state dependent noise. Zbl 0535.62069
Kushner, Harold J.; Shwartz, Adam
7
1984
A nonlinear filtering algorithm based on an approximation of the conditional distribution. Zbl 0976.93080
Kushner, Harold J.; Budhiraja, Amarjit S.
7
2000
Heavy traffic analysis of a controlled multiclass queueing network via weak convergence methods. Zbl 0857.90041
Kushner, Harold J.; Martins, L. Felipe
7
1996
On the stability of stochastic dynamical systems. Zbl 0143.19005
Kushner, H. J.
7
1965
Rate of convergence for constrained stochastic approximation algorithms. Zbl 1011.62082
Buche, Robert; Kushner, Harold J.
7
2001
Convergence of recursive adaptive and identification procedures via weak convergence theory. Zbl 0389.93054
Kushner, Harold J.
7
1977
A martingale method for the convergence of a sequence of processes to a jump-diffusion process. Zbl 0417.60009
Kushner, Harold J.
7
1980
Averaging methods for the asymptotic analysis of learning and adaptive systems, with small adjustment rate. Zbl 0498.93053
Kushner, H. J.; Huang, Hai
7
1981
Numerical approximations for nonlinear stochastic systems with delays. Zbl 1140.93497
Kushner, Harold J.
7
2005
Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes. Zbl 0329.65059
Kushner, H. J.
7
1976
Approximations, existence, and numerical procedures for optimal stochastic controls. Zbl 0285.93037
Kushner, Harold J.; Yu, Chen-Fu
7
1974
Filtering and control for wide bandwidth noise driven systems. Zbl 0617.93060
Kushner, Harold J.; Runggaldier, Wolfgang J.
7
1987
Robustness and approximation of escape times and large deviations estimates for systems with small noise effects. Zbl 0538.60032
Kushner, Harold J.
6
1984
Numerical methods for stochastic control problems in finance. Zbl 0913.90018
Kushner, Harold J.
6
1997
Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control. Zbl 1217.93187
Kushner, Harold J.
6
2011
Monte Carlo algorithms and asymptotic problems in nonlinear filtering. Zbl 1129.93535
Budhiraja, Amarjit; Kushner, Harold J.
6
2000
Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence. Zbl 0473.62074
Kushner, Harold J.
6
1981
Diffusion approximations to output processes of nonlinear systems with wide-band inputs and applications. Zbl 0485.93060
Kushner, Harold J.
6
1980
Approximations and computational methods for optimal stopping and stochastic impulsive control problems. Zbl 0369.49003
Kushner, Harold J.
6
1977
A Monte Carlo method for sensitivity analysis and parametric optimization of nonlinear stochastic systems. Zbl 0742.93084
Yang, Jichuan; Kushner, Harold J.
6
1991
Numerical algorithms for optimal controls for nonlinear stochastic systems with delays. Zbl 1368.93173
Kushner, Harold J.
6
2010
Weak convergence and asymptotic properties of adaptive filters with constant gains. Zbl 0539.60042
Kushner, Harold J.; Shwartz, Adam
5
1984
Optimal control of assignment of jobs to processors under heavy traffic. Zbl 1033.90148
Kushner, Harold J.; Chen, Y. N.
5
2000
Approximation and limit results for nonlinear filters over an infinite time interval. II: Random sampling algorithms. Zbl 1031.93148
Budhiraja, Amarjit; Kushner, Harold J.
5
2000
Approximate and limit results for nonlinear filters with wide bandwidth observation noise. Zbl 0595.60046
Kushner, Harold J.; Huang, Hai
5
1986
On the existence of optimal stochastic controls. Zbl 0147.16103
Kushner, H. J.
5
1965
Stability and existence of diffusions with discontinuous or rapidly growing drift terms. Zbl 0231.60068
Kushner, H. J.
5
1972
Control of polling in presence of vacations in heavy traffic with applications to satellite and mobile radio systems. Zbl 1102.90315
Altman, Eitan; Kushner, Harold J.
5
2002
Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions. Zbl 0329.65055
Kushner, H. J.
5
1976
Penalty function methods for constrained stochastic approximation. Zbl 0284.62055
Kushner, H. J.
5
1974
A partial history of the early development of continuous-time nonlinear stochastic systems theory. Zbl 1364.93866
Kushner, Harold J.
4
2014
Consistency issues for numerical methods for variance control, with applications to optimization in finance. Zbl 0955.91026
Kushner, Harold J.
4
1999
Stochastic approximation and user adaptation in a competitive resource sharing system. Zbl 0967.90022
Buche, Robert; Kushner, Harold J.
4
2000
Asymptotic behavior of constrained stochastic approximations via the theory of large deviations. Zbl 0599.60028
Dupuis, Paul; Kushner, Harold J.
4
1987
Large deviations estimates for systems with small noise effects, and applications to stochastic systems theory. Zbl 0603.93055
Dupuis, Paul; Kushner, Harold J.
4
1986
A partial history of the early development of continuous-time nonlinear stochastic systems theory. Zbl 1364.93866
Kushner, Harold J.
4
2014
Modeling and approximations for stochastic systems with state-dependent singular controls and wide-band noise. Zbl 1292.93152
Kushner, Harold J.
1
2014
Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations. Zbl 1243.93134
Kushner, Harold J.
2
2012
Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control. Zbl 1217.93187
Kushner, Harold J.
6
2011
Numerical algorithms for optimal controls for nonlinear stochastic systems with delays. Zbl 1368.93173
Kushner, Harold J.
6
2010
Large deviations for two-time-scale diffusions, with delays. Zbl 1215.34099
Kushner, Harold J.
4
2010
Numerical methods for controlled stochastic delay systems. Zbl 1219.93001
Kushner, Harold J.
19
2008
Numerical methods for non-zero-sum stochastic differential games: convergence of the Markov chain approximation method. Zbl 1147.91307
Kushner, Harold J.
1
2008
Numerical approximations for nonzero-sum stochastic differential games. Zbl 1157.91010
Kushner, Harold J.
3
2007
Numerical methods for stochastic differential games: the ergodic cost criterion. Zbl 1154.91343
Kushner, Harold J.
1
2007
Numerical approximations for stochastic systems with delays in the state and control. Zbl 1109.93046
Kushner, Harold J.
4
2006
Control of multi-node mobile communications networks with time-varying channels via stability methods. Zbl 1103.93048
Kushner, Harold J.
2
2006
Numerical approximations for nonlinear stochastic systems with delays. Zbl 1140.93497
Kushner, Harold J.
7
2005
Numerical approximations for stochastic differential games: the ergodic case. Zbl 1151.91352
Kushner, Harold J.
9
2004
The Gauss-Seidel numerical procedure for Markov stochastic games. Zbl 1366.91017
Kushner, Harold J.
2
2004
Control of mobile communication systems with time-varying channels via stability methods. Zbl 1365.90049
Buche, Robert; Kushner, Harold J.
2
2004
Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084
Kushner, Harold J.; Yin, G. George
263
2003
Numerical approximations for stochastic differential games. Zbl 1014.60035
Kushner, Harold J.
14
2002
Control of mobile communications with time-varying channels in heavy traffic. Zbl 1364.90082
Buche, Robert; Kushner, Harold J.
11
2002
Control of polling in presence of vacations in heavy traffic with applications to satellite and mobile radio systems. Zbl 1102.90315
Altman, Eitan; Kushner, Harold J.
5
2002
Numerical methods for stochastic control problems in continuous time. 2nd ed. Zbl 0968.93005
Kushner, Harold J.; Dupuis, Paul
164
2001
Heavy traffic analysis of controlled queueing and communicating networks. Zbl 0988.90004
Kushner, Harold J.
44
2001
Rate of convergence for constrained stochastic approximation algorithms. Zbl 1011.62082
Buche, Robert; Kushner, Harold J.
7
2001
A nonlinear filtering algorithm based on an approximation of the conditional distribution. Zbl 0976.93080
Kushner, Harold J.; Budhiraja, Amarjit S.
7
2000
Monte Carlo algorithms and asymptotic problems in nonlinear filtering. Zbl 1129.93535
Budhiraja, Amarjit; Kushner, Harold J.
6
2000
Optimal control of assignment of jobs to processors under heavy traffic. Zbl 1033.90148
Kushner, Harold J.; Chen, Y. N.
5
2000
Approximation and limit results for nonlinear filters over an infinite time interval. II: Random sampling algorithms. Zbl 1031.93148
Budhiraja, Amarjit; Kushner, Harold J.
5
2000
Stochastic approximation and user adaptation in a competitive resource sharing system. Zbl 0967.90022
Buche, Robert; Kushner, Harold J.
4
2000
Jump-diffusions with controlled jumps: Existence and numerical methods. Zbl 0973.93059
Kushner, Harold J.
1
2000
Approximation and limit results for nonlinear filters over an infinite time interval. Zbl 0934.93064
Budhiraja, Amarjit; Kushner, Harold J.
10
1999
Consistency issues for numerical methods for variance control, with applications to optimization in finance. Zbl 0955.91026
Kushner, Harold J.
4
1999
Control and optimal control of assemble to order manufacturing systems under heavy traffic. Zbl 0949.90030
Kushner, Harold J.
3
1999
Admission control for combined guaranteed performance and best effort communications systems under heavy traffic. Zbl 0997.90011
Altman, Eitan; Kushner, Harold J.
2
1999
Robustness of nonlinear filters over the infinite time interval. Zbl 0915.93063
Budhiraja, Amarjit; Kushner, Harold J.
10
1998
Stochastic approximation algorithms and applications. Zbl 0914.60006
Kushner, Harold J.; Yin, G. George
130
1997
Numerical methods for stochastic control problems in finance. Zbl 0913.90018
Kushner, Harold J.
6
1997
Robustness and convergence of approximations to nonlinear filters for jump-diffusions. Zbl 0951.93069
Kushner, Harold J.
3
1997
Domain decomposition methods for large Markov chain control problems and nonlinear elliptic-type equations. Zbl 0944.65007
Kushner, Harold J.
1
1997
Heavy traffic analysis of a controlled multiclass queueing network via weak convergence methods. Zbl 0857.90041
Kushner, Harold J.; Martins, L. Felipe
7
1996
Stochastic approximation methods for systems over an infinite horizon. Zbl 0844.93082
Kushner, Harold J.; Vázquez-Abad, Felisa J.
2
1996
A numerical method for reflected diffusions: Control of the reflection directions and applications. Zbl 0843.93095
Kushner, H. J.
1
1996
Analysis of adaptive step-size SA algorithms for parameter tracking. Zbl 0839.93071
Kushner, Harold J.; Yang, J.
11
1995
Stochastic approximation with averaging and feedback: Rapidly convergent “On-line” algorithms. Zbl 0823.93059
Kushner, Harold J.; Yang, Jichuan
4
1995
Controlled and optimally controlled multiplexing systems: A numerical exploration. Zbl 0849.93072
Kushner, Harold J.; Yang, Jichuan; Jarvis, Dennis
4
1995
Control of trunk line systems in heavy traffic. Zbl 0838.93078
Kushner, Harold J.
3
1995
A numerical method for controlled routing in large trunk line networks via stochastic control theory. Zbl 0822.90059
Kushner, Harold J.; Yang, Jichuan
3
1994
Numerical methods for controlled and uncontrolled multiplexing and queueing systems. Zbl 0801.60085
Kushner, Harold J.; Martins, Luiz Felipe
2
1994
Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for general processes. Zbl 0788.62078
Kushner, Harold J.; Yang, Jichuan
15
1993
Limit theorems for pathwise average cost per unit time problems for controlled queues in heavy traffic. Zbl 0806.60019
Kushner, H. J.; Martins, L. F.
8
1993
Heavy traffic analysis of a data transmission system with many independent sources. Zbl 0780.60093
Kushner, H. J.; Martins, L. F.
4
1993
Numerical methods for stochastic control problems in continuous time. Zbl 0754.65068
Kushner, Harold J.; Dupuis, Paul G.
124
1992
Estimation of the derivative of a stationary measure with respect to a control parameter. Zbl 0792.62076
Vázquez-Abad, Felisa J.; Kushner, Harold J.
10
1992
A Monte Carlo method for sensitivity analysis and parametric optimization of nonlinear stochastic systems: The ergodic case. Zbl 0758.93082
Kushner, Harold J.; Yang, Jichuan
3
1992
Numerical methods for stochastic singular control problems. Zbl 0745.93088
Kushner, Harold J.; Martins, Luiz Felipe
28
1991
A Monte Carlo method for sensitivity analysis and parametric optimization of nonlinear stochastic systems. Zbl 0742.93084
Yang, Jichuan; Kushner, Harold J.
6
1991
Nonlinear filtering for singularly perturbed systems. Zbl 0737.60034
Kushner, Harold J.
1
1991
Weak convergence methods and singularly perturbed stochastic control and filtering problems. Zbl 0931.93003
Kushner, H. J.
80
1990
Numerical methods for stochastic control problems in continuous time. Zbl 0721.93087
Kushner, Harold J.
51
1990
Routing and singular control for queueing networks in heavy traffic. Zbl 0718.90029
Martins, Luiz Felipe; Kushner, Harold J.
17
1990
Functional occupation measures and ergodic cost problems for singularly perturbed stochastic systems. Zbl 0760.93085
Kushner, Harold J.
1
1990
Stochastic approximation and large deviations: Upper bounds and w.p.1 convergence. Zbl 0679.60041
Dupuis, Paul; Kushner, Harold J.
14
1989
Optimal and approximately optimal control policies for queues in heavy traffic. Zbl 0691.93068
Kushner, Harold J.; Ramachandran, K. M.
14
1989
Minimizing escape probabilities: A large deviations approach. Zbl 0666.93132
Dupuis, Paul; Kushner, Harold
8
1989
Singular perturbations for stochastic control. Zbl 0691.93069
Kushner, H. J.
3
1989
Approximations and optimal control for the pathwise average cost per unit time and discounted problems for wideband noise-driven systems. Zbl 0693.93083
Kushner, Harold J.
1
1989
Nearly optimal singular controls for wideband noise driven systems. Zbl 0644.93069
Kushner, H. J.; Ramachandran, K. M.
8
1988
Asymptotic global behavior for stochastic approximation and diffusions with slowly decreasing noise effects: Global minimization via Monte Carlo. Zbl 0615.60024
Kushner, H. J.
30
1987
Stochastic approximation algorithms for parallel and distributed processing. Zbl 0643.62055
Kushner, H. J.; Yin, G.
22
1987
Nearly optimal state feedback controls for stochastic systems with wideband noise disturbances. Zbl 0621.93079
Kushner, Harold J.; Runggaldier, W.
19
1987
Asymptotic properties of distributed and communicating stochastic approximation algorithms. Zbl 0637.62078
Kushner, Harold J.; Yin, G.
19
1987
Filtering and control for wide bandwidth noise driven systems. Zbl 0617.93060
Kushner, Harold J.; Runggaldier, Wolfgang J.
7
1987
Asymptotic behavior of constrained stochastic approximations via the theory of large deviations. Zbl 0599.60028
Dupuis, Paul; Kushner, Harold J.
4
1987
Stochastic systems with small noise, analysis and simulation; A phase locked loop example. Zbl 0633.60059
Dupuis, P.; Kushner, H. J.
3
1987
Approximate and limit results for nonlinear filters with wide bandwidth observation noise. Zbl 0595.60046
Kushner, Harold J.; Huang, Hai
5
1986
Large deviations estimates for systems with small noise effects, and applications to stochastic systems theory. Zbl 0603.93055
Dupuis, Paul; Kushner, Harold J.
4
1986
Direct averaging and perturbed test function methods for weak convergence. Zbl 0604.60086
Kushner, Harold J.
1
1986
Asymptotic properties, stability and ”near” stationarity of parabolic partial differential equations with wide bandwidth inputs. Zbl 0585.60060
Kushner, Harold J.; Huang, Hai
1
1986
Constrained stochastic approximation via the theory of large deviations. Zbl 0679.62065
Kushner, H.; Dupuis, P.
1
1986
Limits for parabolic partial differential equations with wide band stochastic coefficients and an application to filtering theory. Zbl 0566.60061
Kushner, Harold J.; Huang, Hai
9
1985
Stochastic approximations via large deviations: Asymptotic properties. Zbl 0577.90065
Dupuis, Paul; Kushner, Harold J.
4
1985
Weak convergence and approximations for partial differential equations with stochastic coefficients. Zbl 0579.60052
Huang, Hai; Kushner, Harold J.
2
1985
Approximating multiple Itô integrals with ”band limited” processes. Zbl 0566.60053
Kushner, Harold J.; Huang, Hai
1
1985
Stochastic approximation in Hilbert space: Identification and optimization of linear continuous parameter systems. Zbl 0581.93063
Kushner, H. J.; Shwartz, A.
1
1985
Approximation and weak convergence methods for random processes, with applications to stochastic systems theory. Zbl 0551.60056
Kushner, Harold J.
179
1984
An invariant measure approach to the convergence of stochastic approximations with state dependent noise. Zbl 0535.62069
Kushner, Harold J.; Shwartz, Adam
7
1984
Robustness and approximation of escape times and large deviations estimates for systems with small noise effects. Zbl 0538.60032
Kushner, Harold J.
6
1984
Weak convergence and asymptotic properties of adaptive filters with constant gains. Zbl 0539.60042
Kushner, Harold J.; Shwartz, Adam
5
1984
Asymptotic behavior of stochastic approximation and large deviations. Zbl 0556.93076
Kushner, Harold J.
2
1984
A cautionary note on the use of singular perturbation methods for ”small noise” models. Zbl 0479.60037
Kushner, Harold J.
4
1982
Diffusion approximations for the analysis of digital phase locked loops. Zbl 0477.94002
Kushner, Harold J.; Huang, Hai
2
1982
Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs. Zbl 0485.93061
Kushner, Harold J.; Ju, Wilfred T. Y.
2
1982
A simulation study of a decentralized detection problem. Zbl 0488.93049
Kushner, Harold J.; Pacut, Andrzej
2
1982
Convergence and rate of convergence of a recursive identification and adaptive control method which uses truncated estimators. Zbl 0488.93050
Kushner, Harold J.; Kumar, Rajendra
2
1982
Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs: Approximate invariant measures. Zbl 0483.60049
Kushner, Harold J.
1
1982
Asymptotic properties of stochastic approximations with constant coefficients. Zbl 0475.93082
Kushner, Harold J.; Huang, Hai
12
1981
On the weak convergence of a sequence of general stochastic difference equations to a diffusion. Zbl 0458.60074
Kushner, H. J.; Huang, Hai
10
1981
Averaging methods for the asymptotic analysis of learning and adaptive systems, with small adjustment rate. Zbl 0498.93053
Kushner, H. J.; Huang, Hai
7
1981
Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence. Zbl 0473.62074
Kushner, Harold J.
6
1981
A martingale method for the convergence of a sequence of processes to a jump-diffusion process. Zbl 0417.60009
Kushner, Harold J.
7
1980
Diffusion approximations to output processes of nonlinear systems with wide-band inputs and applications. Zbl 0485.93060
Kushner, Harold J.
6
1980
...and 67 more Documents
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Cited by 2,754 Authors

89 Yin, Gang George
50 Kushner, Harold J.
35 Yin, George Gang
29 Zhang, Qing
26 Wang, Leyi
23 Yavin, Yaakov
21 Borkar, Vivek Shripad
17 Budhiraja, Amarjit S.
16 Mao, Xuerong
14 Bhatnagar, Shalabh
14 Ramachandran, Kandethody M.
13 Dupuis, Paul G.
13 Jin, Zhuo
13 Shi, Peng
12 Chen, Hanfu
12 Runggaldier, Wolfgang J.
11 Žilinskas, Antanas
10 Fort, Gersende
10 Pagès, Gilles
10 Pelletier, Mariane
9 Abedi, Fakhreddin
9 Basin, Michael V.
9 Florchinger, Patrick
9 Krylov, Nicolaĭ Vladimirovich
9 Mezerdi, Brahim
9 Song, Qingshuo
9 Stettner, Łukasz
9 Wu, Fuke
9 Yuan, Chenggui
8 Bayraktar, Erhan
8 Boukas, El-Kébir
8 Cassandras, Christos G.
8 Cohen, Asaf
8 Hernández-Lerma, Onésimo
8 Kovaleva, A. S.
8 Zhang, Haisen
7 Calvin, James M.
7 Guo, Xianping
7 Leong, Wah June
7 Mokkadem, Abdelkader
7 Sethi, Suresh P.
7 Yang, Hailiang
7 Zhang, Xu
7 Zhu, Yunmin
6 Bäuerle, Nicole
6 Cui, Zhenyu
6 Djehiche, Boualem
6 Elliott, Robert James
6 Garnier, Josselin
6 Ghosh, Arka Prasanna
6 Haurie, Alain B.
6 Jumarie, Guy M.
6 Karatzas, Ioannis
6 Limnios, Nikolaos
6 Moler, José Antonio
6 Pasik-Duncan, Bozenna
6 Picarelli, Athena
6 Plo, Fernando
6 Reisinger, Christoph
6 San Miguel, Miguel
6 Seinfeld, John H.
6 Tan, Xiaolu
6 van Handel, Ramon
6 Vázquez-Abad, Felisa J.
6 Yin, Kewen
6 Zhang, Jifeng
5 Badowski, Grazyna
5 Bahlali, Khaled
5 Bashkirtseva, Irina Adol’fovna
5 Benaïm, Michel
5 Bensoussan, Alain
5 Bertsekas, Dimitri Panteli
5 Bonnans, Joseph Frédéric
5 Calderon-Alvarez, Dario
5 Cho, Inkoo
5 Di Masi, Giovanni B.
5 Fannjiang, Albert C.
5 Fragoso, Marcelo Dutra
5 Friedman, Menahem
5 Gaitsgory, Vladimir A.
5 Huang, Hai
5 Jakobsen, Espen Robstad
5 Jourdain, Benjamin
5 Kenne, Jean-Pierre
5 Korolyuk, Volodymyr Semenovych
5 Li, Juan
5 Lygeros, John
5 Mahmoud, Magdi Sadik Mostafa
5 Martin, Ryan R.
5 Meng, Qingxin
5 Moulines, Eric
5 Nguyen, Son Luu
5 Peng, Shige
5 Poznyak, Aleksandr Semënovich
5 Ruszczyński, Andrzej
5 Silva, Francisco J.
5 Slaoui, Yousri
5 Solo, Victor
5 Spiliopoulos, Konstantinos V.
5 Wang, Mengdi
...and 2,654 more Authors
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Cited in 362 Serials

153 Automatica
97 Journal of Optimization Theory and Applications
93 Journal of Mathematical Analysis and Applications
69 Stochastic Processes and their Applications
64 Applied Mathematics and Optimization
60 Stochastic Analysis and Applications
59 The Annals of Applied Probability
55 Systems & Control Letters
49 International Journal of Control
42 International Journal of Systems Science
38 European Journal of Operational Research
36 Journal of the Franklin Institute
34 Stochastics
31 SIAM Journal on Control and Optimization
28 Journal of Economic Dynamics & Control
22 Queueing Systems
21 Journal of Differential Equations
21 Annals of Operations Research
21 Mathematical Programming. Series A. Series B
21 International Journal of Control, I. Series
20 Information Sciences
20 Stochastics
19 Applied Mathematics and Computation
19 Journal of Computational and Applied Mathematics
19 Automation and Remote Control
16 Advances in Applied Probability
16 Journal of Economic Theory
16 Mathematical Problems in Engineering
15 The Annals of Probability
15 The Annals of Statistics
15 Journal of Applied Probability
15 Insurance Mathematics & Economics
14 Computers & Mathematics with Applications
14 Journal of Global Optimization
14 Journal of Machine Learning Research (JMLR)
13 Nonlinear Analysis. Hybrid Systems
12 Journal of Statistical Planning and Inference
12 Statistics & Probability Letters
12 MCSS. Mathematics of Control, Signals, and Systems
12 Discrete Event Dynamic Systems
12 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
11 Mathematical Methods of Operations Research
10 Computer Methods in Applied Mechanics and Engineering
10 Journal of Applied Mathematics and Mechanics
10 Theoretical Population Biology
10 Physica D
10 Acta Mathematicae Applicatae Sinica. English Series
10 Bernoulli
10 European Journal of Control
10 Nonlinear Dynamics
10 Journal of Systems Science and Complexity
10 Stochastics and Dynamics
9 Journal of Mathematical Biology
9 Kybernetika
9 Stochastics and Stochastics Reports
9 SIAM Journal on Optimization
9 Abstract and Applied Analysis
8 Numerische Mathematik
8 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
8 Optimal Control Applications & Methods
8 Acta Applicandae Mathematicae
8 Cybernetics and Systems Analysis
8 SIAM Journal on Financial Mathematics
7 Journal of Statistical Physics
7 Ukrainian Mathematical Journal
7 Mathematics of Computation
7 Journal of Multivariate Analysis
7 Operations Research Letters
7 Optimization
7 Probability Theory and Related Fields
7 Neural Networks
7 Machine Learning
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
7 Probability in the Engineering and Informational Sciences
7 Mathematical Control and Related Fields
7 SIAM/ASA Journal on Uncertainty Quantification
6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
6 SIAM Journal on Numerical Analysis
6 Circuits, Systems, and Signal Processing
6 Computational Optimization and Applications
6 Mathematical Methods of Statistics
6 Journal of Mathematical Sciences (New York)
6 Mathematical Finance
6 Methodology and Computing in Applied Probability
6 Stochastic Models
6 Multiscale Modeling & Simulation
6 Asian Journal of Control
6 Stochastic Systems
5 Journal of Mathematical Physics
5 Mathematical Biosciences
5 Chaos, Solitons and Fractals
5 Mathematics and Computers in Simulation
5 Mathematics of Operations Research
5 Signal Processing
5 Neural Computation
5 International Journal of Adaptive Control and Signal Processing
5 SIAM Review
5 Applied Mathematical Finance
5 Discrete and Continuous Dynamical Systems
5 Journal of Control Theory and Applications
...and 262 more Serials
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Cited in 41 Fields

1,027 Systems theory; control (93-XX)
1,005 Probability theory and stochastic processes (60-XX)
423 Operations research, mathematical programming (90-XX)
345 Statistics (62-XX)
344 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
343 Calculus of variations and optimal control; optimization (49-XX)
313 Numerical analysis (65-XX)
151 Ordinary differential equations (34-XX)
128 Computer science (68-XX)
120 Partial differential equations (35-XX)
70 Biology and other natural sciences (92-XX)
51 Dynamical systems and ergodic theory (37-XX)
36 Information and communication theory, circuits (94-XX)
24 Mechanics of particles and systems (70-XX)
24 Quantum theory (81-XX)
22 Linear and multilinear algebra; matrix theory (15-XX)
22 Operator theory (47-XX)
19 Statistical mechanics, structure of matter (82-XX)
17 Fluid mechanics (76-XX)
13 Integral equations (45-XX)
13 Mechanics of deformable solids (74-XX)
10 Geophysics (86-XX)
9 Difference and functional equations (39-XX)
7 Measure and integration (28-XX)
6 Combinatorics (05-XX)
6 Approximations and expansions (41-XX)
6 Functional analysis (46-XX)
6 Global analysis, analysis on manifolds (58-XX)
6 Optics, electromagnetic theory (78-XX)
5 Real functions (26-XX)
4 General and overarching topics; collections (00-XX)
3 History and biography (01-XX)
2 Special functions (33-XX)
2 General topology (54-XX)
1 Mathematical logic and foundations (03-XX)
1 Nonassociative rings and algebras (17-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Integral transforms, operational calculus (44-XX)
1 Geometry (51-XX)
1 Convex and discrete geometry (52-XX)
1 Differential geometry (53-XX)

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