Harold Kushner - Academia.edu (original) (raw)

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Papers by Harold Kushner

Research paper thumbnail of Applications to Learning, State Dependent Noise, and Queueing

Stochastic Approximation Algorithms and Applications, 1997

Research paper thumbnail of Weak Convergence of Probability Measures

Applied Mathematical Sciences, 1978

Research paper thumbnail of The Approximate Calculation of Invariant Measures of Diffusions Via finite Difference Approximations to Degenerate Elliptic Partial Differential Equations

Research paper thumbnail of Codes for Optimal Stochastic Control: Documentation and Users Guide

... and Harold J. Kushner,^ Division of Applied Mathematics Brown University Providence RI, 02912... more ... and Harold J. Kushner,^ Division of Applied Mathematics Brown University Providence RI, 02912 May 1996 •This work was partially supported by (ARO) DAA-H04-96 ... For a continuous function &(•), define the "cost rate" in the form NM k(x,u) = Y,Cik(x(t)) + £с,-м,-(а:(*)) M < 4. ¿=i ...

Research paper thumbnail of Stochastic approximation with averaging and feedback: rapidly convergent (quote)on-line(quote) algorithms

Research paper thumbnail of Asymptotic properties of distributed and communicating stochastic approximation algorithms

Research paper thumbnail of Numerical Methods in Stochastic Control

Research paper thumbnail of Probability Methods for the Convergence of Finite Difference Approximations to Partial Differential Equations

Research paper thumbnail of Approximations, Existence, and Numerical Procedures for Optimal Stochastic Controls

Research paper thumbnail of New York: Springer-Verlag

Research paper thumbnail of Stochastic approximation algorithms for parallel and distributed processing

Stochastics An International Journal of Probability and Stochastic Processes, 1987

We treat an interesting class of "distributed" recursive stochastic algorithms (of the ... more We treat an interesting class of "distributed" recursive stochastic algorithms (of the stochastic approximation type) that arises when parallel processing methods are used for the Monte Carlo optimization of systems, as well as in applications such as decentralized and asynchronous on-line optimization of the flows in communication networks. They arise generally in applications where different (noisy) processors control different components

Research paper thumbnail of Averaging of the Iterates

Stochastic Approximation Algorithms and Applications, 1997

Research paper thumbnail of Rate of Convergence

Stochastic Approximation Algorithms and Applications, 1997

Research paper thumbnail of Distributed/Decentralized and Asynchronous Algorithms

Stochastic Approximation Algorithms and Applications, 1997

Research paper thumbnail of Convergence for Reflecting Boundaries, Singular Control and Ergodic Cost Problems

Stochastic Modelling and Applied Probability, 2001

Research paper thumbnail of Problems from the Calculus of Variations: Infinite Time Horizon

Stochastic Modelling and Applied Probability, 2001

Research paper thumbnail of The Viscosity Solution Approach to Proving Convergence of Numerical Schemes

Stochastic Modelling and Applied Probability, 2001

Research paper thumbnail of Computational Methods for Controlled Markov Chains

Stochastic Modelling and Applied Probability, 2001

Research paper thumbnail of $wchastic. Approximation Methods for Constrained and Unconstrained Systems

Research paper thumbnail of Analysis of adaptive step size SA algorithms for parameter tracking

Proceedings of 1994 33rd IEEE Conference on Decision and Control, 1994

Research paper thumbnail of Applications to Learning, State Dependent Noise, and Queueing

Stochastic Approximation Algorithms and Applications, 1997

Research paper thumbnail of Weak Convergence of Probability Measures

Applied Mathematical Sciences, 1978

Research paper thumbnail of The Approximate Calculation of Invariant Measures of Diffusions Via finite Difference Approximations to Degenerate Elliptic Partial Differential Equations

Research paper thumbnail of Codes for Optimal Stochastic Control: Documentation and Users Guide

... and Harold J. Kushner,^ Division of Applied Mathematics Brown University Providence RI, 02912... more ... and Harold J. Kushner,^ Division of Applied Mathematics Brown University Providence RI, 02912 May 1996 •This work was partially supported by (ARO) DAA-H04-96 ... For a continuous function &(•), define the "cost rate" in the form NM k(x,u) = Y,Cik(x(t)) + £с,-м,-(а:(*)) M < 4. ¿=i ...

Research paper thumbnail of Stochastic approximation with averaging and feedback: rapidly convergent (quote)on-line(quote) algorithms

Research paper thumbnail of Asymptotic properties of distributed and communicating stochastic approximation algorithms

Research paper thumbnail of Numerical Methods in Stochastic Control

Research paper thumbnail of Probability Methods for the Convergence of Finite Difference Approximations to Partial Differential Equations

Research paper thumbnail of Approximations, Existence, and Numerical Procedures for Optimal Stochastic Controls

Research paper thumbnail of New York: Springer-Verlag

Research paper thumbnail of Stochastic approximation algorithms for parallel and distributed processing

Stochastics An International Journal of Probability and Stochastic Processes, 1987

We treat an interesting class of "distributed" recursive stochastic algorithms (of the ... more We treat an interesting class of "distributed" recursive stochastic algorithms (of the stochastic approximation type) that arises when parallel processing methods are used for the Monte Carlo optimization of systems, as well as in applications such as decentralized and asynchronous on-line optimization of the flows in communication networks. They arise generally in applications where different (noisy) processors control different components

Research paper thumbnail of Averaging of the Iterates

Stochastic Approximation Algorithms and Applications, 1997

Research paper thumbnail of Rate of Convergence

Stochastic Approximation Algorithms and Applications, 1997

Research paper thumbnail of Distributed/Decentralized and Asynchronous Algorithms

Stochastic Approximation Algorithms and Applications, 1997

Research paper thumbnail of Convergence for Reflecting Boundaries, Singular Control and Ergodic Cost Problems

Stochastic Modelling and Applied Probability, 2001

Research paper thumbnail of Problems from the Calculus of Variations: Infinite Time Horizon

Stochastic Modelling and Applied Probability, 2001

Research paper thumbnail of The Viscosity Solution Approach to Proving Convergence of Numerical Schemes

Stochastic Modelling and Applied Probability, 2001

Research paper thumbnail of Computational Methods for Controlled Markov Chains

Stochastic Modelling and Applied Probability, 2001

Research paper thumbnail of $wchastic. Approximation Methods for Constrained and Unconstrained Systems

Research paper thumbnail of Analysis of adaptive step size SA algorithms for parameter tracking

Proceedings of 1994 33rd IEEE Conference on Decision and Control, 1994

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