Converse Theorems for Stochastic Liapunov Functions

JOURNAL ARTICLE published May 1967 in SIAM Journal on Control

Authors: H. Kushner

Optimal Discounted Stochastic Control for Diffusion Processes

JOURNAL ARTICLE published November 1967 in SIAM Journal on Control

Authors: H. J. Kushner

Stochastic Stability and Control (Harold J. Kushner)

JOURNAL ARTICLE published October 1968 in SIAM Review

Authors: R. E. Mortensen

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

JOURNAL ARTICLE published December 1993 in SIAM Review

Authors: Harold Kushner

Introduction to Stochastic Control Theory (Karl J. Astrom)

JOURNAL ARTICLE published January 1972 in SIAM Review

Authors: Harold J. Kushner

Necessary Conditions for Continuous Parameter Stochastic Optimization Problems

JOURNAL ARTICLE published August 1972 in SIAM Journal on Control

Authors: H. J. Kushner

Probability Methods for Approximations in Stochastic Control and Elliptic Equations (Harold J. Kushner)

JOURNAL ARTICLE published January 1979 in SIAM Review

Authors: Wendell H. Fleming

Numerical Methods for Stochastic Control Problems in Continuous Time (Harold J. Kushner and Paul G. Dupuis)

JOURNAL ARTICLE published December 1994 in SIAM Review

Authors: T. E. Duncan

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

JOURNAL ARTICLE published January 2013 in SIAM Journal on Control and Optimization

Authors: Harold J. Kushner

Numerical Methods for Stochastic Control Problems in Continuous Time

JOURNAL ARTICLE published September 1990 in SIAM Journal on Control and Optimization

Authors: Harold J. Kushner

Numerical Approximations for Stochastic Differential Games

JOURNAL ARTICLE published January 2002 in SIAM Journal on Control and Optimization

Authors: Harold J. Kushner

Numerical Methods for Stochastic Singular Control Problems

JOURNAL ARTICLE published November 1991 in SIAM Journal on Control and Optimization

Authors: Harold J. Kushner | Luiz Felipe Martins

Numerical Approximations for Nonzero-Sum Stochastic Differential Games

JOURNAL ARTICLE published January 2007 in SIAM Journal on Control and Optimization

Authors: Harold J. Kushner

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

JOURNAL ARTICLE published October 1976 in SIAM Review

Authors: Harold J. Kushner

Stochastic Approximation Algorithms of the Multiplier Type for the Sequential Monte Carlo Optimization of Stochastic Systems

JOURNAL ARTICLE published August 1976 in SIAM Journal on Control and Optimization

Authors: Harold J. Kushner | Milton L. Kelmanson

Numerical Approximations for Stochastic Differential Games: The Ergodic Case

JOURNAL ARTICLE published January 2004 in SIAM Journal on Control and Optimization

Authors: Harold J. Kushner

Stochastic Approximations via Large Deviations: Asymptotic Properties

JOURNAL ARTICLE published September 1985 in SIAM Journal on Control and Optimization

Authors: Paul Dupuis | Harold J. Kushner

Asymptotic Properties of Stochastic Approximations with Constant Coefficients

JOURNAL ARTICLE published January 1981 in SIAM Journal on Control and Optimization

Authors: Harold J. Kushner | Hai Huang

Rate of Convergence for Constrained Stochastic Approximation Algorithms

JOURNAL ARTICLE published January 2002 in SIAM Journal on Control and Optimization

Authors: Robert Buche | Harold J. Kushner

Rates of Convergence for Stochastic Approximation Type Algorithms

JOURNAL ARTICLE published September 1979 in SIAM Journal on Control and Optimization

Authors: Harold J. Kushner | Hai Huang