The following pages link to Harold J. Kushner (Q442567):
Displayed 50 items.
- Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations (Q442568) (← links)
- Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations (Q442570) (← links)
- Large deviations for two-time-scale diffusions, with delays (Q607781) (← links)
- Probability methods for the convergence of finite difference approximations to partial differential equations (Q759314) (← links)
- Probability methods for approximations in stochastic control and for elliptic equations (Q799641) (← links)
- Control of multi-node mobile communications networks with time-varying channels via stability methods (Q855183) (← links)
- Numerical methods for controlled stochastic delay systems (Q933592) (← links)
- Asymptotic behavior of constrained stochastic approximations via the theory of large deviations (Q1080265) (← links)
- Heavy traffic analysis of controlled multiplexing systems (Q1127040) (← links)
- A versatile stochastic model of a function of unknown and time varying form (Q1131088) (← links)
- Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence (Q1158715) (← links)
- Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs (Q1164598) (← links)
- Stochastic approximation algorithms for constrained optimization problems (Q1213722) (← links)
- Stochastic approximation of constrained systems with system and constraint noise (Q1219237) (← links)
- The approximate calculation of invariant measures of diffusions via finite difference approximations to degenerate elliptic partial differential equations (Q1220370) (← links)
- (Q1227268) (redirect page) (← links)
- Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions (Q1227269) (← links)
- Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (Q1227270) (← links)
- Approximations and computational methods for optimal stopping and stochastic impulsive control problems (Q1243882) (← links)
- General convergence results for stochastic approximations via weak convergence theory (Q1243987) (← links)
- Approximations for functionals and optimal control problems on jump diffusion processes (Q1247291) (← links)
- Stochastic approximation methods for constrained and unconstrained systems (Q1248264) (← links)
- Weak convergence methods and singularly perturbed stochastic control and filtering problems (Q1306939) (← links)
- Numerical methods for controlled and uncontrolled multiplexing and queueing systems (Q1331289) (← links)
- Robustness and convergence of approximations to nonlinear filters for jump-diffusions (Q1375892) (← links)
- Jump-diffusions with controlled jumps: Existence and numerical methods (Q1584635) (← links)
- Diffusion approximations and nearly optimal maintenance policies for system breakdown and repair problems (Q1824952) (← links)
- Existence results for optimal stochastic controls (Q1843525) (← links)
- Penalty function methods for constrained stochastic approximation (Q1845280) (← links)
- Probability methods for the convergence of finite difference approximations to partial differential-integral equations. II (Q1845439) (← links)
- On the weak convergence of interpolated Markov chains to a diffusion (Q1845441) (← links)
- Extensions of Kesten's adaptive stochastic approximation method (Q1845454) (← links)
- Approximations, existence, and numerical procedures for optimal stochastic controls (Q1845563) (← links)
- An effective numerical method for controlled routing in large trunk line networks (Q1897679) (← links)
- A numerical method for reflected diffusions: Control of the reflection directions and applications (Q1909385) (← links)
- Controlled and optimally controlled multiplexing systems: A numerical exploration (Q1915942) (← links)
- On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory (Q2394353) (← links)
- A maximum principle for stochastic control systems (Q2394354) (← links)
- On the stochastic maximum principle. Fixed time of control (Q2522752) (← links)
- Dynamical equations for optimal nonlinear filtering (Q2527770) (← links)
- On the stochastic maximum principle with 'average' constraints (Q2528710) (← links)
- On the stability of processes defined by stochastic difference- differential equations (Q2531123) (← links)
- The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process (Q2534957) (← links)
- On stochastic differential games: sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game (Q2535355) (← links)
- Computational procedures for optimal stopping problems for Markov chains (Q2537411) (← links)
- On stochastic problems: Calculus (Q2541443) (← links)
- Probability limit theorems and the convergence of finite difference approximations of partial differential equations (Q2542378) (← links)
- Stability and existence of diffusions with discontinuous or rapidly growing drift terms (Q2550586) (← links)
- Stochastic stability and control (Q2555027) (← links)
- Approximations to and local properties of diffusions with discontinuous controls (Q2563141) (← links)