Harold J. Kushner

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Heavy Traffic and Optimal Control Methods for a Communications System

Harold J. Kushner, H. Kushner, 1999 .

Harold J. Kushner, 2001 .

Adaptive optimization of tracking algorithms: applications to adaptive antenna arrays for randomly-varying mobile communications

Harold J. Kushner, R. Buche, 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

Stochastic Control and Numerical Methods with Applications to Communications. Game Theoretic/Subsolution to Importance Sampling for Rare Event Simulation

Harold J. Kushner, Paul Dupuis, 2008 .

Applications to Learning, State Dependent Noise, and Queueing

Harold J. Kushner, George Yin, H. Kushner, 1997 .

Rate of Convergence for Constrained Stochastic Approximation Algorithms

Harold J. Kushner, Robert Buche, H. Kushner, 2001, SIAM J. Control. Optim..

Optimal stochastic control

Harold J. Kushner, H. Kushner, 1962 .

Accelerated procedures for the solution of discrete Markov control problems

Harold J. Kushner, A. Kleinman, H. Kushner, 1971 .

Computational Methods for Controlled Markov Chains

Harold J. Kushner, Paul Dupuis, 2001 .

Weak Convergence and the Characterization of Processes

Harold J. Kushner, Paul Dupuis, 2001 .

Analysis of Controlled Multiplexing Systems via Numerical Stochastic Control Methods (Invited Paper)

Harold J. Kushner, 1995, IEEE J. Sel. Areas Commun..

Heavy traffic analysis of controlled multiplexing systems

Harold J. Kushner, 1998, Queueing Syst. Theory Appl..

Control of mobile communications with randomly-varying channels via stability methods

Harold J. Kushner, R. Buche, 2003, 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475).

Scheduling and Control of Multi-Node Mobile Communications Systems with Randomly-Varying Channels by Stability Methods

Harold J. Kushner, 2007 .

Numerical methods for controlled and uncontrolled multiplexing and queueing systems

Harold J. Kushner, L. F. Martins, Luiz Felipe Martins, 1994, Queueing Syst. Theory Appl..

Stochastic approximation and user adaptation in a competitive resource sharing system

Harold J. Kushner, R. Buche, 1998, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

A simulation study of a decentralized detection problem

Harold J. Kushner, Andrzej Pacut, 1982 .

Control of Polling in Presence of Vacations in Heavy Traffic with Applications to Satellite and Mobile Radio Systems

Eitan Altman, Harold J. Kushner, H. Kushner, 2002, SIAM J. Control. Optim..

Optimal assignment of jobs to processors under heavy traffic: bursty arrivals and requirements

Harold J. Kushner, Y. N. Chen, 1999, Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304).

Discrete approximations for stochastic control problems with control acting continuously and impulsively

Harold J. Kushner, H. Kushner, 1976 .

AN AVERAGING METHOD FOR STOCHASTIC APPROXIMATIONS WITH DISCONTINUOUS DYNAMICS, CONSTRAINTS, AND STATE DEPENDENT NOISE

Harold J. Kushner, 1983 .

Consistency issues for numerical methods for variance control, with applications to optimization in finance

Harold J. Kushner, 1999, IEEE Trans. Autom. Control..

Construction of the Approximating Markov Chain

Harold J. Kushner, Paul Dupuis, 2001 .

A Numerical Method for Controlled Routing in Large Trunk Line Networks via Stochastic Control Theory

Harold J. Kushner, Jichuan Yang, 1994, INFORMS J. Comput..

Stochastic approximation and user adaptation in a competitive resource sharing system

Harold J. Kushner, Robert Buche, 2000, IEEE Trans. Autom. Control..

Stochastic approximation: rate of convergence for constrained algorithms; asynchronous algorithms and analysis of a competitive resource sharing problem

Harold J. Kushner, R. Buche, 2000 .

Control of mobile communications with time-varying channels in heavy traffic

Harold J. Kushner, Robert Buche, 2002, IEEE Trans. Autom. Control..

Uncontrolled Networks, Continued

Harold J. Kushner, 2001 .

Admission control for combined guaranteed performance and best effort sessions under heavy traffic

Eitan Altman, Harold J. Kushner, 1998, Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171).

Stability and control of mobile communication systems with time-varying channels

Harold J. Kushner, Robert Buche, 2002, 2002 IEEE International Conference on Communications. Conference Proceedings. ICC 2002 (Cat. No.02CH37333).

Adaptive optimization of least-squares tracking algorithms: with applications to adaptive antenna arrays for randomly time-varying mobile communications systems

Harold J. Kushner, Robert Buche, 2005, IEEE Transactions on Automatic Control.

A nonlinear filtering algorithm based on an approximation of the conditional distribution

Harold J. Kushner, Amarjit S. Budhiraja, 2000, IEEE Trans. Autom. Control..

Large-scale computations for high dimensional control systems

Harold J. Kushner, D. Jarvis, 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

Martingales and Weak Convergence

Harold J. Kushner, 2001 .

Weak Convergence and Properties of Adaptive Asymptotic F ilters w ith 177 Constant Gains

Harold J. Kushner, Adam Shwartz, H. Kushner, 1998 .

Applications in Signal Processing and Adaptive Control

Harold J. Kushner, George Yin, 1997 .

Approximation and Weak Convergence Methods for Random Processes

Harold J. Kushner, H. Kushner, 1984 .

Review of Continuous Time Models

Harold J. Kushner, Paul Dupuis, 2001 .

Stability of Stochastic Differential Equations with Respect to Semi-martingales (X. Mao)

Harold J. Kushner, 1993, SIAM Rev..

Applications: Proofs of Convergence

Harold J. Kushner, George Yin, 1997 .

Numerical Approximations for Nonzero-Sum Stochastic Differential Games

Harold J. Kushner, 2007, SIAM J. Control. Optim..

Stochastic Control Problems in Mobile Communications

Harold J. Kushner, Paul Dupuis, 2002 .

Controlled and optimally controlled multiplexing systems: A numerical exploration

Harold J. Kushner, Dennis Jarvis, Jichuan Yang, 1995, Queueing Syst. Theory Appl..

Stochastic processes in information and dynamical systems

Harold J. Kushner, H. Kushner, 1972 .

The Markov Chain Approximation Method: Introduction

Harold J. Kushner, Paul Dupuis, 2001 .

Weak Convergence: Constrained Systems

Harold J. Kushner, Dean S. Clark, 1978 .

Stochastic Systems and Nonlinear Filtering

Harold J. Kushner, Wendell H. Fleming, H. Kushner, 1997 .

Probability Methods for Approximations in Stochastic Control and for Elliptic Equations

Harold J. Kushner, H. Kushner, 2012 .

Control Problems in Telecommunications: The Heavy Traffic Approach

Harold J. Kushner, H. Kushner, 2001 .

Control of multi-node mobile communications networks with time-varying channels via stability methods

Harold J. Kushner, H. Kushner, 2006, Queueing Syst. Theory Appl..

The Single-Processor Problem

Harold J. Kushner, 2001 .

Stochastic Approximation Algorithms and Applications

Harold J. Kushner, George Yin, H. Kushner, 1997, Applications of Mathematics.

Modeling and Approximations for Stochastic Systems with State-Dependent Singular Controls and Wide-Band Noise

Harold J. Kushner, H. Kushner, 2014, SIAM J. Control. Optim..

Introduction: Applications and Issues

Harold J. Kushner, George Yin, 1997 .

Modeling and approximations for stochastic systems with state-dependent singular controls and wide-band noise

Harold J. Kushner, 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

Examples and Introduction

Harold J. Kushner, H. Kushner, 2008 .

Review of 'Stochastic Systems and State Estimation' (McGarty, T. P.; 1974)

Harold J. Kushner, 1976, IEEE Transactions on Information Theory.

Markov Chain Approximations: Introduction

Harold J. Kushner, 2008 .

Adaptively Optimizing the Algorithms for Adaptive Antenna Arrays for Randomly Time-Varying Mobile Communications Systems

Harold J. Kushner, R. Buche, 2002 .

Distributed/Decentralized and Asynchronous Algorithms

Harold J. Kushner, George Yin, 1997 .

Admissible controls, modeling, and optimization for a new class of nonlinear stochastic delay systems

Harold J. Kushner, 2011, IEEE Conference on Decision and Control and European Control Conference.

A partial history of the early development of continuous-time nonlinear stochastic systems theory

Harold J. Kushner, H. Kushner, 2014, Autom..

Numerical Methods for Stochastic Singular Control Problems with State-Dependent Control

Harold J. Kushner, H. Kushner, 2013, SIAM J. Control. Optim..

Controlled Markov Chains

Harold J. Kushner, Paul Dupuis, 2001 .

Numerical methods for the optimization of nonlinear stochastic delay systems, and an application to internet regulation

Harold J. Kushner, 2010, 49th IEEE Conference on Decision and Control (CDC).

The Surrogate Estimation Approach for Sensitivity Analysis in Queueing Networks

Harold J. Kushner, Felisa J. Vázquez-Abad, 1993, Proceedings of 1993 Winter Simulation Conference - (WSC '93).

A Simple Iterative Procedure for the Identification of the Unknown Parameters of a Linear Time Varying Discrete System

Harold J. Kushner, H. Kushner, 1963 .

Stochastic systems with small noise, analysis and simulation; a phase locked loop example

Harold J. Kushner, Paul Dupuis, P. Dupuis, 1985 .

Numerical Algorithms for Optimal Controls for Nonlinear Stochastic Systems With Delays $ $

Harold J. Kushner, H. Kushner, 2010, IEEE Transactions on Automatic Control.

Convergence of proportional-fair sharing algorithms under general conditions

Philip A. Whiting, Harold J. Kushner, H. Kushner, 2004, IEEE Transactions on Wireless Communications.

A Control Problem for a New Type of Public Transportation System, via Heavy Traffic Analysis

Harold J. Kushner, H. Kushner, 1995 .

Stochastic Differential Equations: Controlled and Uncontrolled

Harold J. Kushner, 2001 .

Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms

Harold J. Kushner, Amarjit Budhiraja, H. Kushner, 2000, SIAM J. Control. Optim..

Heavy Traffic Analysis of a Data Transmission System with Many Independent Sources

Harold J. Kushner, Luiz Felipe Martins, 1993, SIAM J. Appl. Math..

Control of mobile communication systems with time-varying channels via stability methods

Harold J. Kushner, Robert Buche, H. Kushner, 2004, IEEE Transactions on Automatic Control.

Diffusion approximations to output processes of nonlinear systems with wide-band inputs and applications

Harold J. Kushner, 1980, IEEE Trans. Inf. Theory.

The Gauss-Seidel numerical procedure for Markov stochastic games

Harold J. Kushner, 2004, IEEE Transactions on Automatic Control.

Numerical Approximations for Stochastic Differential Games: The Ergodic Case

Harold J. Kushner, 2004, SIAM J. Control. Optim..

Introduction: Models and Applications

Harold J. Kushner, 2001 .

Stability of Single Class Queueing Networks

Harold J. Kushner, 2005 .

Hill Climbing Methods for the Optimization of Multiparameter Noise Disturbed Systems

Harold J. Kushner, H. Kushner, 1963 .

Extensions of proportional-fair sharing algorithms for multi-access control of mobile communications: constraints and bursty data processes

Harold J. Kushner, H. Kushner, 2005, IEEE International Conference on Communications, 2005. ICC 2005. 2005.

Assignment and Scheduling: Many Classes and Processors

Harold J. Kushner, 2001 .

Computational Methods for Stochastic Networks

Harold J. Kushner, Paul Dupuis, 2012 .

Almost optimal controls for wideband noise driven systems

Harold J. Kushner, H. Kushner, 1988 .

Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering

Harold J. Kushner, Amarjit Budhiraja, H. Kushner, 2001 .

wchastic. approximation methods for constrained and unconstrained systems

Harold J. Kushner, Dean S. Clark, H. Kushner, 1978 .

The surrogate estimation approach for sensitivity analysis in queueing networks

Harold J. Kushner, Felisa J. Vázquez-Abad, 1993, WSC '93.

Diffusion approximations for the analysis of digital phase locked loops

Harold J. Kushner, Hai Huang, 1982, IEEE Trans. Inf. Theory.

Convergence and rate of convergence of a recursive identification and adaptive control method which uses truncated estimators

Harold J. Kushner, R. Kumar, 1982 .

Weak convergence and approximations for partial differential equations with stochastic coefficients

Harold J. Kushner, Hai Huang, H. Kushner, 1985 .

Codes for Optimal Stochastic Control: Documentation and Users Guide

Harold J. Kushner, Dennis Jarvis, 1996 .

Sufficient Conditions for the Optimality of a Stochastic Control

Harold J. Kushner, 1965 .

Large deviations estimates for systems with small noise effects, and applications to stochastic systems theory

Harold J. Kushner, Paul Dupuis, 1986 .

On stochastic differential games: Sufficient conditions that a given strategy be a saddle point, and numerical procedures for the solution of the game☆

Harold J. Kushner, H. Kushner, S. Chamberlain, 1969 .

Computational procedures for optimal stopping problems for Markov chains

Harold J. Kushner, 1969 .

Approximations of large trunk line systems under heavy traffic

Harold J. Kushner, H. Kushner, 1994, Advances in Applied Probability.

ON THE STABILITY OF STOCHASTIC DYNAMICAL SYSTEMS.

Harold J. Kushner, Harold J. Kushner, H. Kushner, 1965, Proceedings of the National Academy of Sciences of the United States of America.

Nearly optimal singular controls for wideband noise driven systems

Harold J. Kushner, Kandethody M. Ramachandran, H. Kushner, 1988 .

Jump-Diffusions with Controlled Jumps: Existence and Numerical Methods

Harold J. Kushner, 2000 .

Probability Methods for the Convergence of Finite Difference Approximations to Partial Differential Equations.

Harold J. Kushner, Chen-Fu Yu, 1973 .

On the construction of stochastic Liapunov functions

Harold J. Kushner, 1965 .

Asymptotic Distributions of Solutions of Ordinary Differential Equations with Wide Band Noise Inputs; Approximate Invariant Measures.

Harold J. Kushner, 1982 .

Nearly optimal state feedback controls for stochastic systems with wideband noise disturbances

Harold J. Kushner, Wolfgang J. Runggaldier, H. Kushner, 1987 .

Diffusion approximations for nonlinear phase locked loop-type systems with wide band inputs

Harold J. Kushner, Wilfred T.Y Ju, 1982 .

Finite difference methods for the weak solutions of the Kolmogorov equations for the density of both diffusion and conditional diffusion processes

Harold J. Kushner, H. Kushner, 1976 .

On the optimum timing of observations for linear control systems with unknown initial state

Harold J. Kushner, H. Kushner, 1964 .

On the stability of processes defined by stochastic difference-differential equations.

Harold J. Kushner, H. Kushner, 1968 .

STOCHASTIC APPROXIMATION ALGORITHMS FOR CONSTRAINED OPTIMIZATION PROBLEMS

Harold J. Kushner, H. Kushner, 1974 .

Necessary conditions for discrete parameter stochastic optimization problems

Harold J. Kushner, 1972 .

A numerical method for stochastic singular control problems with nonadditive controls

Harold J. Kushner, Luiz F. Martins, 1992 .

Minimizing escape probabilities: A large deviations approach

Harold J. Kushner, Paul Dupuis, 1987 .

Invariance theorems of stochastic stability, and application to identification and adaptation for linear systems

Harold J. Kushner, 1972, CDC 1972.

Approximations, existence, and numerical procedures for optimal stochastic controls

Harold J. Kushner, H. Kushner, Chen-Fu Yu, 1974 .

On the Weak Convergence of Interpolated Markov Chains to a Diffusion

Harold J. Kushner, H. Kushner, 1974 .

Stability and existence of diffusions with discontinuous or rapidly growing drift terms

Harold J. Kushner, H. Kushner, 1972 .

Analysis of controlled multiplexing systems via stochastic control theory

Harold J. Kushner, Dennis Jarvis, Jichuan Yang, 1994, Proceedings of 1994 33rd IEEE Conference on Decision and Control.

Numerical Approximations to Optimal Nonlinear Filters

Harold J. Kushner, H. Kushner, 2008 .

Filtering for Linear Distributed Parameter Systems

Harold J. Kushner, H. Kushner, 1970 .

Jump-Diffusion Approximations for Ordinary Differential Equations with Wide-Band Random Right Hand Sides,

Harold J. Kushner, H. Kushner, 1979 .

Existence of Optimal Controls for Variance Control

Harold J. Kushner, H. Kushner, 1999 .

Approximate and limit results for nonlinear filters with wide bandwith observation noise

Harold J. Kushner, Hai Huang, H. Kushner, 1986 .

Asymptotic properties, stability and “near” stationary of parabolic partial differential equations with wide bandwidth inputs

Harold J. Kushner, Hai Huang, H. Kushner, 1986 .

Nonlinear Filtering for Singularly Perturbed Systems

Harold J. Kushner, 1991 .

Robustness and Convergence of Approximations to Nonlinear Filters for Jump-Diffusions

Harold J. Kushner, H. Kushner, 1996 .

A maximum principle for stochastic control systems

Harold J. Kushner, Fred C. Schweppe, H. Kushner, 1964 .

Approximation of solutions to differential equations with random inputs by diffusion processes

Harold J. Kushner, H. Kushner, 1979 .

Penalty Function Methods for Constrained Stochastic Approximation

Harold J. Kushner, H. Kushner, E. Sanvicente, 1974 .

Asymptotic behavior of stochastic approximation and large deviations

Harold J. Kushner, 1983 .

Filtering and control for wide bandwidth noise driven systems

Harold J. Kushner, W. Runggaldier, H. Kushner, 1987 .

Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control

Harold J. Kushner, H. Kushner, 2011 .

Approximations and computational methods for Optimal Stopping and Stochastic Impulsive Control problems

Harold J. Kushner, H. Kushner, 1976 .

An Application of the Sobolev Imbedding Theorems to Criteria for the Continuity of Processes with a Vector Parameter

Harold J. Kushner, H. Kushner, 1969 .

On closed-loop adaptive noise cancellation

Harold J. Kushner, H. Kushner, 1998, IEEE Trans. Autom. Control..

On the Control of a Linear Functional Differential Equation with Quadratic Cost

Harold J. Kushner, Daniel I. Barnea, H. Kushner, 1970 .

Limits for parabolic partial differential equations with wide band stochastic coefficients andan application to filtering theory

Harold J. Kushner, Hai Huang, H. Kushner, 1985 .

A Robust Discrete State Approximation to the Optimal Nonlinear Filter for a Diffusion.

Harold J. Kushner, H. Kushner, 1980 .

Existence results for optimal stochastic controls

Harold J. Kushner, H. Kushner, 1975 .

A new method of locating the maximum point of an arbitrary multipeak curve in the presence of noise

Harold J. Kushner, Harold J. Kushner, 1963 .

A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations

Harold J. Kushner, H. Kushner, 1976 .

Direct averaging and perturbed test function methods for weak convergence

Harold J. Kushner, 1986 .