Engineering topics

Kushner, H. J.

Publications and source records attributed to Kushner, H. J..

At least 19 records

NASA NTRS1974

Approximations to and local properties of diffusions with discontinuous controls

The paper discusses several properties of control systems defined by stochastic differential equations, which are defined by the method of Girsanov, using a transformation of measures, and where the controls are discontinuous. Uniqueness of the multivariate distributions of the process is proved, and it is shown that the process is a limit, in a natural sense, of a certain discrete time approximation. Other questions, concerning the effects on the distributions of the paths, and of the cost of approximating the control by a smooth control and concerning local properties of the solution, are discussed.

Kushner, H. J.↗

NASA NTRS1972

Necessary conditions for continuous parameter stochastic optimization problems.

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Kushner, H. J.↗

NASA NTRS1972

Stochastic stability

The field of stochastic stability is surveyed, with emphasis on the invariance theorems and their potential application to systems with randomly varying coefficients. Some of the basic ideas are reviewed, which underlie the stochastic Liapunov function approach to stochastic stability. The invariance theorems are discussed in detail.

Kushner, H. J.↗

NASA NTRS1971

Convergence of the discretization equations which arise in stochastic control

A problem is considered which arises in the numerical analysis of the degenerate partial differential equations of stochastic control theory. The relationship between diffusions and finite state Markov chains is considered. The role of probability theory in numerical analysis is illustrated.

Kushner, H. J.↗

NASA NTRS1971

Accelerated procedures for the solution of discret e Markov control problems

Accelerated procedures for Markov chain model optimal control problems solution with computation time advantage over usual dynamic programming

Kleinman, A. J.↗

NASA NTRS1970

On the convergence of Lion's identification method with random inputs

Convergence of identification scheme for scalar- input-scalar-output linear systems with random inputs, applying invariant set theorem for random systems

Kushner, H. J.↗

NASA NTRS1970

Probability limit theorems and the convergence of finite difference approximations of partial differential equations

Partial differential equations finite difference approximation, applying convergence theorems with probabilistic method

Kushner, H. J.↗

NASA NTRS1970

Filtering for linear distributed parameter systems

Nonlinear filtering for linear parabolic distributed parameter systems with white noise, considering stochastic boundary value problem

Kushner, H. J.↗

NASA NTRS1970

Necessary conditions for discrete parameter stochastic optimization problems

Kushner, H. J.↗

NASA NTRS1970

Necessary conditions for discrete parameter stochastic optimization problems

Discrete parameter stochastic optimization problems necessary conditions, deriving maximum principle

Kushner, H. J.↗

NASA NTRS1970

Mathematical programming and the control of Markov chains

Linear and dynamic programming and Markov chain optimal control

Kleinman, A. J.↗

NASA NTRS1970

On the control of a linear functional- differential equation with quadratic cost

Riccati-like linear functional differential equation with quadratic cost, analyzing feedback control solution existence and uniqueness

Barnea, D. I.↗

NASA NTRS1970

Accelerated procedures for the solution of discrete Markov control problems Final report

Accelerated procedures for solution of discrete Markov control problems

Kleinman, A. J.↗

NASA NTRS1970

Necessary conditions for continuous parameter stochastic optimization problems

Continuous parameter stochastic optimization principle using abstract variational theory

Kushner, H. J.↗

NASA NTRS1970

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

Local stochastic stability property used to prove stability and existence of diffusions with rapidly growing drift terms

Kushner, H. J.↗

NASA NTRS1970

Necessary conditions for continuous parameter stochastic optimization problems

Abstract variational theory application to continuous parameter stochastic optimization problems to derive maximum principles in linear programming

Kushner, H. J.↗

NASA NTRS1969

Probability Limit Theorems and the Convergence of Finite Difference Approximations of Partial Differential Equations

Probability limit theorems applied to convergence of finite difference approximations of partial differential equations

Kushner, H. J.↗

NASA NTRS1969

On the stability of randomly sampled systems

Randomly sampled linear systems stability with linear or nonlinear feedback loops, using stochastic Liapunov function method

Kushner, H. J.↗