Finite state stochastic games - Existence theorems and computational procedures.
Existence theorem for Markov chain finite state stochastic games applied to saddle point and optimal strategy or epsilon-optimal strategy pairs
Chamberlain, S. G.↗
Engineering topics
Kushner, H. J.
Publications and source records attributed to Kushner, H. J..
On the Control of a Linear Functional Differential Equation with Quadratic Cost
Control of linear functional differential equation with quadratic cost
Barnea, D. I.↗
On the control of a linear functional- differential equation with quadratic cost
Linear functional differential equations control with quadratic cost
Barnea, D. I.↗
On the numerical solution of degenerate linear and nonlinear elliptic boundary value problems.
Scheme for choosing approximating system of difference equations for degenerate linear and nonlinear elliptic boundary value problems
Kushner, H. J.↗
On the optimal control of a system governed by a linear parabolic equation with white noise inputs.
Optimal control of system governed by linear parabolic equation with white noise inputs, using mathematical model to generate distributed system analog
Kushner, H. J.↗
Numerical methods for the solution of the degenerate nonlinear elliptic equations arising in optimal stochastic control theory.
Optimal control problems for Markov chains solved by iterative method, using nonlinear finite difference equations to approximate degenerate elliptic functions
Kleinman, A. J.↗
On the stability of processes defined by stochastic difference-differential equations.
Stability of stochastic processes defined by difference differential equations, noting properties of solution, weak infinitesimal operator, etc
Kushner, H. J.↗
Numerical methods for the solution of the degenerate non-linear elliptic equations arising in optimal stochastic control theory.
Iterative method for optimal control problems for Markov chains, discussing degenerate nonlinear elliptic equations solution in optimal stochastic control theory
Kleinman, A.↗
On the stability of randomly sampled systems
Stability of randomly sampled linear systems studied by Liapunov function method
Kushner, H. J.↗
Filtering for linear distributed parameter systems
Filtering for linear distributed parameter systems
Kushner, H. J.↗
On the convergence of Lion's identification method with random inputs
Identification scheme for scalar input and scalar output linear systems for wide class of random inputs
Kushner, H. J.↗
Probability limit theorems and the convergence of finite difference approximations of partial differential equations
Probability limit theorems and convergence of finite difference approximations of partial differential equations
Kushner, H. J.↗
Methods for the numerical solution of degenerate linear and nonlinear elliptic boundary value problems
Numerical solution for variety of nonlinear degenerate elliptic boundary value problems, and convergence of associated iterative procedures
Kushner, H. J.↗
Optimal Discounted Stochastic Control for Diffusion Processes
Optimal cost discounted stochastic control for diffusion processes
Kushner, H. J.↗
Approximations to optimal nonlinear filters.
Approximations to optimal nonlinear filters for problems involving signal and noise processes
Kushner, H. J.↗
Nonlinear filtering - The exact dynamical equations satisfied by the conditional mode.
Exact dynamical equation derived for conditional density mode representing stochastic process
DIFFERENTIAL EQUATION↗
On the stability of processes defined by stochastic difference-differential equations
Stability of processes defined by stochastic difference and differential equations
DIFFERENCE EQUATION↗
Approximations to optimal non-linear filters
Signal and noise problem as solution to nonlinear stochastic differential equations
DIFFERENTIAL EQUATION↗