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Harold J. Kushner

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Harold J. Kushner
CitizenshipAmerican
AwardsRichard E. Bellman Control Heritage Award (2004)
Louis E. Levy Medal (1994)
Scientific career
FieldsControl theory

Harold Joseph Kushner is an American applied mathematician and a Professor Emeritus of Applied Mathematics at Brown University. He is known for his work on the theory of stochastic stability (based on the concept of supermartingales as Lyapunov functions), the theory of non-linear filtering (based on the Kushner equation), and for the development of numerical methods for stochastic control problems such as the Markov chain approximation method.

Harold Kushner received his Ph.D. in Electrical Engineering from the University of Wisconsin in 1958.

Awards and honors

Bibliography

Kushner, H. J.; Yin, G. G. (1997). "Stochastic Approximation Algorithms and Applications". doi:10.1007/978-1-4899-2696-8. ISBN 978-1-4899-2698-2. {{cite journal}}: Cite journal requires |journal= (help)

References