Harold J. Kushner, Publications

References

[1] H.J. Kushner. Stochastic Stability and Control. Academic Press, New York, 1967.

[2] H.J. Kushner. Introduction to Stochastic Control Theory. Holt, Rinehart and Winston, New York, 1972.

[3] H.J. Kushner. Probability Methods for Approximations in Stochastic Control and for Elliptic Equations. Academic Press, New York, 1977.

[4] H.J. Kushner and D.S. Clark. Stochastic Approximation for Constrained and Unconstrained Systems. Springer-Verlag, Berlin and New York, 1978.

[5] H.J. Kushner. Approximation and Weak Convergence Methods for Random Processes with Applications to Stochastic Systems Theory. MIT Press, Cambridge, Mass., 1984.

[6] H.J. Kushner. Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems, volume 3 of Systems and Control. Birkhäuser, Boston, 1990.

[7] H.J. Kushner and P. Dupuis. Numerical Methods for Stochastic Control Problems in Continuous Time. Springer-Verlag, Berlin and New York, 1992. Second edition, 2001.

[8] H.J. Kushner and G. Yin. Stochastic Approximation Algorithms and Applications. Springer-Verlag, Berlin and New York, 1997. Revised second edition, 2003.

[9] H.J. Kushner. Heavy Traffic Analysis of Controlled Queueing and Communication Networks. Springer-Verlag, Berlin and New York, 2001.

[10] H.J. Kushner. A versatile stochastic model of a function of unknown and time varying form. J. Math. Anal. Appl., 5, August 1962.

[11] H.J. Kushner. Optimal stochastic control. IEEE Trans on Autom. Contr., 7, August 1962.

[12] H.J. Kushner. Adaptive and self optimizing control systems; an annotated reference bibliography covering work between 1951 and 1961. 1962.

 [13] H.J. Kushner. A simple iterative procedure for the identification of the unknown parameters of a linear time varying discrete system. J. Basic Eng., 85:227–235, 1963.

[14] H.J. Kushner. Hill climbing methods for the optimization of multiparameter noise disturbed systems. J. Basic Eng., 85, August 1963.

[15] H.J. Kushner. On the minimum a priori information necessary to construct adaptive filters for stationary time series. IEEE Trans. Autom. Contr., 8, April

1963.

[16] H.J. Kushner. On the differential equations satisfied by conditional probability densities of Markov processes. SIAM J. on Control, 2:106–119, 1964.

[17] H.J. Kushner. On the dynamical equations of conditional probability density functions with applications to optimum stochastic control theory. J. Math. Anal. Appl., 8:332–344, 1964.

[18] H.J. Kushner. A new method for locating the maximum point of an arbitrary multipeak curve in the presence of noise. J. Basic Engin, 86, March 1964.

[19] H.J. Kushner. On the optimal location of of observations for linear control systems with unknown initial state. IEEE Trans. Autom. Contr., 9, March 1964.

[20] H.J. Kushner. A time domain successive approximation method for some linear optimal stochastic systems. IEEE Trans. Autom. Contr., 9, July 1964.

[21] H.J. Kushner. On stochastic extremum problems. J. Math. Anal. Appl., 10:354–367, 1964.

[22] H.J. Kushner and F.C. Schweppe. A maximum principle for stochastic control systems. J. Math. Anal. Appl., 8:287–302, 1964.

[23] H.J. Kushner. On the stability of stochastic dynamical systems. Proc. Nat. Acad. Sci., 53:5–12, 1965.

[24] H.J. Kushner. Some problems and recent results in stochastic control. In Proc. IEEE Internat. Conf., New York, 1965. IEEE Press.

[25] H.J. Kushner. On the theory of stochastic stability. In Advances in Control Systems, Vol. 4, pages 73–102. Academic Press, New York, 1965.

[26] H.J. Kushner. Stochastic stability and the design of feedback controls. In Symposium on Systems Theory, Vol. 15 of Polytechnic Inst. Brooklyn Symp. Ser., pages 177–195, New York, 1965. Brooklyn Polytechnic Inst.

[27] H.J. Kushner. On the construction of stochastic Liapunov functions. IEEE Trans. on Aut. Control, 10:477–478, 1965.

[28] H.J. Kushner. Near optimal control in the presence of small stochastic perturbations. J. Basic Engin., 87:103–108, 1965.

[29] H.J. Kushner. On the stochastic maximum principle: Fixed time of control. J. Math. Anal. Appl., 11:78–92, 1965.

[30] H.J. Kushner. Finite time stochastic stability and the analysis of tracking systems. IEEE Trans. Autom. Contr., 11:219–227, 1965.

[31] H.J. Kushner. Sufficient conditions for the optimality of a stochastic control. SIAM J. on Control, 3:499–508, 1966.

[32] H.J. Kushner. A note on the maximum sample excursion of stochastic approximation processes. Ann. Math. Statist., 37:513–516, 1966.

[33] H.J. Kushner. On the status of optimal control and stability for stochastic processes. In IEEE Internat. Conv Rec., New York, 1966. IEEE Press.

[34] H.J. Kushner. On the existence of optimal stochastic controls. SIAM J. Control Optim., 3:463–474, 1966.

[35] H.J. Kushner. Dynamical equations for nonlinear filtering. J. Differential Equations, 3:179–190, 1967.

[36] H.J. Kushner. Approximations to optimal nonlinear filters. IEEE Trans. Automatic Control, AC-12:546–556, 1967.

[37] H.J. Kushner. Converse theorems for stochastic Liapunov functions. SIAM J. Control Optim., 5:228–233, 1967.

[38] H.J. Kushner. Nonlinear filtering: The exact dynamical equations satisfied by the conditional mode. IEEE Trans. Autom. Contr., 12:262–267, 1967.

[39] H.J. Kushner. Optimal discounted stochastic control for diffusion processes.  SIAM J. Control Optim., 5:520–531, 1967.

[40] H.J. Kushner. The concept of invariant set for stochastic dynamical systems and applications to stochastic stability. In H.F. Karreman, editor, Stochastic Optimization and Control. John Wiley and Sons, New York, 1968.

[41] H.J. Kushner. On the optimal control of a system governed by a linear parabolic equation with white noise coefficients. SIAM. J. Contr. and Optimiz., 6:596–614, 1968.

[42] H.J. Kushner and A.J. Kleinman. Numerical methods for the solution of degenerate nonlinear equations arising in optimal stochastic control theory. IEEE Trans. on Automat. Contr., 13:344–353, 1968.

[43] H.J. Kushner. On the stability of stochastic differential-difference equations. J. Diff. Eqns., 4:424–443, 1968.

[44] H.J. Kushner. On the numerical solution of linear and nonlinear degenerate elliptic boundary value problems. SIAM J. Num. Anal., 5:664–679, 1968.

[45] H.J. Kushner. The Cauchy problem for a class of degenerate parabolic equations and asymptotic properties of the related diffusion process. J. Diff. Eqns., 6:209–231, 1969.

[46] H.J. Kushner and S.G. Chamberlain. On stochastic differential games: Sufficient conditions that a given strategy be a saddle point and numerical procedures for the solution of the game. J. Math. Anal. Appl., 26:560–575, 1969.

[47] H.J. Kushner and S.G. Chamberlain. Finite state stochastic games: Existence theorems and computational procedures. IEEE Trans. on Au. Control, 14:248–255, 1969.

[48] H.J. Kushner and L. Tobias. On the stabiity of randomly sampled systems.  IEEE Trans on Autom. Contr., 14:319–324, 1969.

[49] H.J. Kushner. Computational procedures for optimal stopping problems for Markov chains. J. Math. Anal. Appl., 25:607–615, 1969.

[50] H.J. Kushner. An application of the Sobolev imbeddding theorem to criteria for the continuity of vector parameter stochastic processes. Ann. Math.Statis., 40:517–526, 1979.

[51] H.J. Kushner. On the convergence of Lions idetification procedure with random inputs. IEEE Trans. Autom. Cont., 15:652–654, 1970.

[52] H.J. Kushner. Probability limit theorems and the convergence of finite difference approximations to partial differential equations. J. Math. Anal. Applic., 31:77–103, 1970.

[53] H.J. Kushner and D. Barnea. On the control of linear functional-differential equations with quadratic cost. SIAM J. Control Optim., 8:257–272, 1970.

[54] H.J. Kushner. Filtering for distributed parameter systems. SIAM J. Contr. Optimiz, 8:346–359, 1970.

[55] H.J. Kushner and A.J. Kleinman. Accelerated procedures for the solution of discrete Markov control problems. IEEE Trans. Automatic Control, AC-16:147–152, 1971.

[56] H.J. Kushner and A.J. Kleinman. Mathematical programming and the control of Markov chains. Internat. J. Control, 13:801–820, 1971.

[57] H.J. Kushner. Stability and existence of diffusions with discontinuous or rapidly growing terms. J. Math. Anal. Appl., 11:156–168, 1972.

[58] H.J. Kushner. Stability of stochastic dynamical systems, volume 294 of Lecture Notes in Math. Springer-Verlag, Berlin and New York, 1972.

[59] H.J. Kushner. Stochastic stability. In R. Curtain, editor, Stability of Stochastic Dynamical Systems; Lecture Notes in Math. 294, pages 97–124, Berlin and New York, 1972. Springer-Verlag.

[60] H.J. Kushner. Stochastic approximation algorithms for the local optimization of functions with non-unique stationary points. IEEE Trans. Autom. Contr., 16:646–654, 1972.

[61] H.J. Kushner. Necessary conditions for discrete parameter stochastic optimization problems. In L.M. LeCam, J. Neyman, and E.L. Scott, editors, Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability: Vol. III, pages 667–686. Univ. Of California Press, 1972.

[62] H.J. Kushner. Necessary conditions for continuous parameter stochastic optimization problems. SIAM J. Control Optim., 10:550–565, 1972.

[63] H.J. Kushner and C.F. Yu. Probability methods for the convergence of finite difference approximations to partial differential equations. J. Math. Anal. Applic., 43:603–625, 1973.

[64] H.J. Kushner and T. Gavin. Extensions of Kestins stochastic approximation method. Ann. Math. Statist., 5:851–861, 1973.

[65] H.J. Kushner. Invariance theorems of stochastic stability, and applications to identification and adaptation for linear systems. In Proc. 1972 CDC, New York, 1973. IEEE Press.

[66] H.J. Kushner. A versatile method for the monte-carlo optimization of stochastic systems. Int. J. Contr., 18:963–975, 1973.

[67] H.J. Kushner and C.H. Chen. Decomposition of systens governed by Markov chains. IEEE Trans. on Automat. Cont., pages 501–507, 1974.

[68] H.J. Kushner and C.F. Yu. Probability methods for the convergence of finite difference approximations to partial differential-integral equations. J. Math. Anal. Applic., 45:54–72, 1974.

[69] H.J. Kushner and C.F. Yu. Approximations, existence and numerical procedures for optimal stochastic controls. J. Math. Anal. Applic., 45:563–587, 1974.

[70] H.J. Kushner and E. Sanvicente. Penalty function methods for constrained stochastic approximation. J. Math. Anal. Appl., 46:499–512, 1974.

[71] H.J. Kushner and T.L. Gavin. Stochastic approximation type methods for constrained systems. IEEE Trans. Autom. Contr., 18, 1974.

[72] H.J. Kushner. Stochastic approximation for constrained optimization problems.  Ann. Statist., 2:713–723, 1974.

[73] H.J. Kushner. Approximations to and local properties of diffusions with discontinuous coefficients. J. Optimiz. Theory Applic., 14, 1974.

[74] H.J. Kushner. On the weak convergence of interpolated Markov chains to a diffusion. Ann. Prob., 2:40–50, 1974.

[75] H.J. Kushner. On elective patient scheduling for hospitals. 1974.

[76] H.J. Kushner. An approach to useful but non-optimal filters. IEEE Trans. Autom. Contr., 19:398–400, 1974.

[77] H.J. Kushner. Existence results for optimal stochastic controls. J. Optimiz. Theory and Applic., 15:347–359, 1975.

[78] H.J. Kushner and E. Sanvicente. Stochastic approximation for constrained systems with observation noise on the system and constraint. Automatica, 11:375–380, 1975.

[79] H.J. Kushner and C.F. Yu. Approximate calculation of invariant measures of difffusions via finite difference approximations to degenerate elliptic equations. J. Math. Anal. Appl., 51:359–367, 1975.

[80] H.J. Kushner. Discrete approximations for stochastic control problems with the control acting continuously and impulsively. In Studies in Mathematical Programming. North Holland, Amsterdam, 1975.

[81] H.J. Kushner. Probabilistic methods for finite difference approximation to degenerate elliptic and parabolic equations with Neumann and Dirichlet boundary conditions. J. Math. Anal. Appl., 53:644–668, 1976.

[82] H.J. Kushner. Finite difference methods for the weak solutions to the Kolmogorov equations for the density of both diffusion and and conditional diffusion processes. J. Math. Anal. Appl., 53:251–265, 1976.

[83] H.J. Kushner. Probabilistic methods for finite difference approximations to degenerate elliptic and parabolic differential equations with Neumann and Dirichlet boundary conditions. J. Math. Anal. Appl., 53:644–668, 1976.

[84] H.J. Kushner and M.L. Kelmanson. Stochastic approximation algorithms of the multiplier type for the sequential monte carlo optimization of systems. SIAM J. Control Optim., 14:827–841, 1976.

[85] H.J. Kushner. Approximations and computational methods for optimal stopping and stochastic impulsive control problems. J. Appl. Math. Optimiz., 3:81–99, 1976.

[86] H.J. Kushner. A survey of applications of probability and stochastic control theory to finite difference methods for degenerate elliptic and parabolic equations. SIAM Rev., 18:545–577, 1976.

[87] H.J. Kushner. General convergence results for stochastic approximations via weak convergence theory. J. Math. Anal. Appl., 1:490–503, 1977.

[88] H.J. Kushner and S. Lakshimivarahan. Numerical studies of stochastic approximation procedures for constrained problems. IEEE Trans. Autom. Contr., 22, 1977.

[89] H.J. Kushner. Convergence of recursive adaptive or identification methods, via weak convergence theory. IEEE. Trans. Autom. Contr., 22:921–930, 1977.

[90] H.J. Kushner. Optimality conditions for the average cost per unit time problem with a diffusion model. SIAM J. Control Optim., 16:330–346, 1978.

[91] H.J. Kushner. Optimality conditions for the average cost per unit time problem with a diffusion model. SIAM J. Control Optim., 16:330–346, 1978.

[92] H.J. Kushner and G.B. DiMasi. Approximations for functionals and optimal control problems on jump-diffusion processes. J. Math. Anal. Appl., 63:772–800, 1978.

[93] H.J. Kushner. Rates of convergence for sequential monte-carlo optimization methods. SIAM J. Control Optim., 16:150–168, 1978.

[94] H.J. Kushner. A robust discrete state approximation to the optimal nonlinear filter for a diffusion. Stochastics and Stochastics Rep., 3:75–83, 1979.

[95] H.J. Kushner. Jump-diffusion approximations for ordinary differential equations with wideband random right hand sides. SIAM J. Control Optim., 17:729–744, 1979.

[96] H.J. Kushner and H. Huang. Rates of convergence for stochastic approximation type algorithms. SIAM J. Control Optim., 17:607–617, 1979.

[97] H.J. Kushner. Approximation methods for the minimum average cost per unit time problem with a diffusion model. In A.T. Bharucha-Reid, editor, Approximation Methods in Probability. North Holland, Amsterdam, 1979.

[98] H.J. Kushner. Jump-diffusion approximations for ordinary differential equations with random right-hand sides. In M. Kohlmann and W. Vogel, editors, Lecture Notes in Economics and Operations Research, Vol 16, pages 172–193. Springer-Verlag, New York and Berlin, 1979.

[99] H.J. Kushner. Diffusion approximations to output processes of nonlinear systems with wide-band inputs, with applications. IEEE Trans. on Inf. Theory, 26:715–725, 1980.

[100] H.J. Kushner. A martingale approach for the convergence of a sequence of processs to a jump-diffusion process. Z. Wahr., 53:207–219, 1980.

[101] H.J. Kushner. A projected stochastic approximation method for adaptive filters and identifiers. IEEE Trans. Automat. Contr, 25:836–838, 1980.

[102] H.J. Kushner and Y. Bar-Ness. Analysis of nonlinear systems with wide band inputs. IEEE Trans. Automat. Contr., 25:1072–1078, 1980.

[103] H.J. Kushner. An averaging method for the analysis of adaptive systems with small adjustment rate. In M. Arat´o, D. Vermes, and A.V. Balakrishnan, editors, Stochastic Differential Systems: Vol. 36, Lect. Notes in Cont. and Infor. Sci., pages 126–137. Springer-Verlag, Berlin and New York, 1980.

[104] H.J. Kushner and H. Huang. Averaging methods for the asymptotic analysis of learning and adaptive systems, with small adjustment rate. SIAM J. Control Optim., 19:635–650, 1981.

[105] H.J. Kushner. Stochastic approximation with discontinuous dynamics and state dependent noise. J. Math. Anal. Appl., 82:527–542, 1981.

[106] H.J. Kushner and H. Huang. Asymptotic properties of stochastic approximations with constant coefficients. SIAM J. Control Optim., 19:87–105, 1981.

[107] H.J. Kushner and H. Huang. On the weak convergence of a sequence of general stochastic differential equations to a diffusion. SIAM J. Appl. Math., 40:528–541, 1981.

[108] H.J. Kushner and H. Huang. Diffusion approximations for the analysis of digital phase locked loops. IEEE Trans. Inf. Theory, 8:384–390, 1982.

[109] H.J. Kushner and R. Kumar. Convergence and rate of convergence of recursive identification and adaptive control methods which use truncated estimators.  IEEE Trans. Automatic Control, AC-27:775–782, 1982.

[110] H.J. Kushner. A cautionary note on the use of singular perturbation methods for small-noise models. Stochastics, 6:116–120, 1982.

[111] H.J. Kushner and W.T.Y. Ju. Diffusion approximations to digital phase locked loops with wide band inputs. J. Math. Anal. Appl., 86:518–541, 1982.

[112] H.J. Kushner. Asymptotic distributions of solutions of ordinary differential equations with wide band noise inputs; approximate invariant measures. Stochastics, 6:259–278, 1982.

[113] H.J. Kushner and A. Pacut. A simulation study of a decentralized detection problem. IEEE Trans. Automat. Contr., pages 1116–1119, 1982.

[114] H.J. Kushner. Approximation of large deviations estimates and escape times and applications to systems with small noise effects. In M. Kohlmann and N. Christopeit, editors, Springer Lecture Notes in Control and Information Science, Vol. 43, pages 109–121. Springer-Verlag, Berlin and New York, 1982.

[115] H.J. Kushner. Approximate invariant measures for the asymptotic distributions of differential equations with wide band right hand sides. In W.H. Fleming and L.G. Gorostiza, editors, Advances in Filtering and Optimal Stochastic Control: Vol 42, Lect. Notes in Contr. and Infor. Sci, pages 192–198. Springer-Verlag, Berlin and New York, 1982.

[116] H.J. Kushner. An averaging method for stochastic approximations with discontinuous dynamics, constraints and state dependent noise. In H.H. Rizvi, J. Rustagi, and D. Siegmund, editors, Recent Advances in Statistics, pages 211–235. Academic Press, New York, 1983.

[117] H.J. Kushner. Robustness and approximation of escape times and large deviations estimates for systems with small noise effects. SIAM J. Appl. Math., 44:160–182, 1984.

[118] H.J. Kushner. Asymptotic behavior of stochastic approximation and large deviations.  IEEE Trans. Automatic Control, AC-29:984–990, 1984.

[119] H.J. Kushner and A. Shwartz. Weak convergence and asymptotic properties of adaptive filters with constant gains. IEEE Trans. Inform. Theory, IT-30:177–182, 1984.

[120] H.J. Kushner and A. Shwartz. An invariant measure approach to the convergence of stochastic approximations with state dependent noise. SIAM J. Control Optim., 22:13–27, 1984.

[121] H.J. Kushner. Approximation of processes and applications to control and communication theory. In M. Pinsky, editor, Stochastic Differential Equations, pages 293–322. North Holland, Amsterdam, 1984.

[122] P. Dupuis and H.J. Kushner. Stochastic approximation via large deviations: Asymptotic properties. SIAM J. Control Optim., 3:675–696, 1985.

[123] H.J. Kushner and A. Shwartz. Stochastic approximation and optimization of linear continuous parameter systems. SIAM J. Control Optim., 23:774–793, 1985.

[124] H.J. Kushner. Direct averaging and perturbed test function methods for weak convergence. In V.I. Arkin, A. Shiryaev, and R. Wets, editors, Lecture Notes in Control and Information Sciences, Vol 81, Sochastic Optimization, pages 412–426. Springer-Verlag, Berlin and new York, 1985.

[125] H.J. Kushner and A. Shwartz. Stochastic approximation in Hilbert space. SIAM J. Control Optim., 23:774–, 1985.

[126] H.J. Kushner and H. Huang. Limits for parabolic partial differential equations with wide band stochastic coefficients, and an application to filtering theory.  Stochastics, 14:115–148, 1985.

[127] H.J. Kushner and H. Huang. Approximating multiple Itˆo integrals with ”band limited” processes. Stochastics, 14:85–114, 1985.

[128] H.J. Kushner and H. Huang. Weak convergence approximations for partial differential equations with stochastic coefficients. Stochastics, 15:209–245, 1985.

[129] H.J. Kushner. Weak convergence and approximations for partial differential equations with random process coefficients. In Christopeit N, K. Helmes, and M. Kohlmann, editors, Lect. Notes in Cont. and Infor. Sci., Vol 78, Stochastic Differential Systems, pages 258–268. Springer-Verlag, Berlin and New York, 1985.

[130] P. Dupuis and H.J. Kushner. Large deviations estimates for systems with small noise effects, and applications to stochastic systems theory. SIAM J. Control Optim., 24:979–1008, 1986.

[131] H.J. Kushner and H. Huang. Approximation and limit results for nonlinear filters with wide bandwidth observation noise. Stochastics and Stochastics Rep., 16:65–96, 1986.

[132] H.J. Kushner and W. Runggaldier. Filtering and control for wide bandwidth noise and ”nearly” linear systems. In C.I. Byrnes and A. Kurzhanski, editors, Modeling and Adaptive Control: Lect. Notes in Cont. and Infor. Sci., Vol 105, pages 201–213. Springer-Verlag, Berlin and New York, 1986.

[133] H.J. Kushner and H.Huang. Asymptotic properties, stability and ”near” stationarity of parabolic partial differential equations with wide bandwidth inputs.  Stochastics, pages 111–136, 1986.

[134] H.J. Kushner and P. Dupuis. The theory of large deviations and asymptotic analysis of recursive algorithms and stochastic approximation. In H.V. Poor, editor, Advances in Statistical Signal Processing, pages 251–258. JAI Press, 1986.

[135] P. Dupuis and H.J. Kushner. Stochastic systems with small noise, analysis and simulation; a phase locked loop example. SIAM J. Appl. Math., 47:643–661, 1987.

[136] P. Dupuis and H.J. Kushner. Asymptotic behavior of constrained stochastic approximations via the theory of large deviations. Probab. Theory Related Fields, 75:223–244, 1987.

[137] H.J. Kushner and W. Runggaldier. Nearly optimal state feedback controls for stochastic systems with wideband noise disturbances. SIAM J. Control Optim., 25:298–315, 1987.

[138] H.J. Kushner and G. Yin. Asymptotic properties of distributed and communicating stochastic approximation algorithms. SIAM J. Control Optim., 25:1266–1290, 1987.

[139] H.J. Kushner and G. Yin. Stochastic approximation algorithms for parallel and distributed processing. Stochastics, 22:219–250, 1987.

[140] H.J. Kushner. Asymptotic global behavior for stochastic approximation and diffusions with slowly decreasing noise effects: Global minimization via monte carlo. SIAM J. Appl. Math., 47:169–185, 1987.

[141] H.J. Kushner. Filtering and control for wide bandwidth noise driven systems. IEEE Trans. Automat. Contr., 32:123–133, 1987.

[142] H.J. Kushner. Almost optimal controls for wide band width noise driven systems. In W. Fleming and P.L. Lions, editors, IMA Volumes in Mathematics and Applications, Vol 10, Stochastic Differential Systems, Stochastic Control Theory and Applications, pages 255–274. Springer-Verlag, Berlin and New York, 1987.

[143] H.J. Kushner and K.M. Ramachandran. Nearly optimal singular controls for wideband noise driven systems. SIAM J. Control Optim., 26:561–591, 1988.

[144] H.J. Kushner. Singular perturbations for stochastic control. In Christopeit N, K. Helmes, and M. Kohlmann, editors, Lect. Notes in Contr. and Informat.  Sci., Vol. 126, Stochastic Differential Systems, pages 196–205. Springer-Verlag, Berlin and New York, 1988.

[145] P. Dupuis and H.J. Kushner. Stochastic approximation and large deviations: Upper bounds and w.p.1 convergence. SIAM J. Control Optim., 27:1108–1135, 1989.

[146] P. Dupuis and H.J. Kushner. Minimizing exit probabilities; a large deviations approach. SIAM J. Control Optim., pages 432–445, 1989.

[147] P. Dupuis and H.J. Kushner. Stochastic approximation and large deviations: Upper bounds and w.p.1 convergence. SIAM J. Control Optim., 27:1108–1135, 1989.

[148] H.J. Kushner. Diffusion approximations and nearly optimal maintenance policies for system breakdown and repair problems. Appl. Math. Optim., 20:33–53, 1989.

[149] H.J. Kushner. Approximations and optimal control for the pathwise average cost per unit time and discounted problems for wideband noise driven systems.  SIAM J. Control Optim., 27:546–562, 1989.

[150] H.J. Kushner and K.M. Ramachandran. Optimal and approximately optimal control policies for queues in heavy traffic. SIAM J. Control Optim., 27:1293–1318, 1989.

[151] H.J. Kushner. Approximations and optimal control for the pathwise average cost per unit time and discounted problems for wideband noise driven systems. SIAM J. Control Optim., 27:546–562, 1989.

[152] H.J. Kushner. Numerical methods for stochastic control problems in continuous time. SIAM J. Control Optim., 28:999–1048, 1990.

[153] H.J. Kushner and L.F. Martins. Limit theorems for pathwise average cost per unit time problems for queues in heavy traffic. Stochastics and Stochastics Rep., 42:25–51, 1993.

[154] L.F. Martins and H.J. Kushner. Routing and singular control for queueing networks in heavy traffic. SIAM J. Control Optim., 28:1209–1233, 1990.

[155] H.J. Kushner and L.F. Martins. Numerical methods for stochastic singular control problems. SIAM J. Control Optim., 29:1443–1475, 1991.

[156] H.J. Kushner and L.F. Martins. Heavy traffic analysis of a data transmission system with independent sources. SIAM J. Appl. Math., 53:1095–1122, 1993.

[157] J. Yang and H.J. Kushner. A monte carlo method for the sensitivity analysis and parametric optimization of nonlinear stochastic systems. SIAM J. Control Optim., 29:1216–1249, 1991.

[158] H.J. Kushner. Nonlinear filtering for singularly perturbed systems. In E. Mayer-Wolfe, E. Merzbach, and A. Shwartz, editors, Stochastic Analysis, pages 347–369. Academic Press, New York, 1991.

[159] H.J. Kushner. Control of trunk line systems in heavy traffic. SIAM J. Control Optim., 33:765–803, 1995.

[160] H.J. Kushner and F.L. Martins. A numerical method for singular stochastic control problems with nonadditive controls. In I Karatzas and D. Ocone, editors, Applied Stochastic Analysis: Vol. 177, Lecture Notes in Control and Information Sciences, pages 176–185. Springer-Verlag, Berlin and New York, 1992.

[161] H.J. Kushner and J. Yang. A monte carlo method for sensitivity analysis and parametric optimization of nonlinear stochastic systems: The ergodic case. SIAM J. Control Optim., 30:440–464, 1992.

[162] H.J. Kushner and J. Yang. Stochastic approximation with averaging of the iterates: Optimal asymptotic rates of convergence for general processes. SIAM J. Control Optim., 31:1045–1062, 1993.

[163] H.J. Kushner and J. Yang. Stochastic approximation with averaging and feedback: faster convergence. In G.C. Goodwin K. °Astr¨om and P.R. Kumar, editors, IMA Volumes in Mathematics and Applications, Volume 74, Adaptive Control, Filtering and Signal Processing, pages 205–228. Springer-Verlag, Volume 74, the IMA Series, Berlin and New York, 1995.

[164] H.J. Kushner and J. Yang. Stochastic approximation with averaging and feedback: Rapidly convergent ”on line” algorithms. IEEE Trans. Automatic Control, AC-40:24–34, 1995.

[165] H.J. Kushner. Approximations of large trunk line systems under heavy traffic. Adv. in Appl. Probab., 26:1063–1094, 1994.

[166] H.J. Kushner and J. Yang. Numerical methods for controlled routing in large trunk line systems via stochastic control theory. ORSA J. Computing, 6:300–316, 1994.

[167] F.J. V´azquez-Abad and H.J. Kushner. Estimation of the derivative of a stationary measure with respect to a control parameter. J. Appl. Probab., 29:343–352, 1992.

[168] H.J. Kushner and L.F. Martins. Numerical methods for controlled and uncontrolled multiplexing and queueing systems. Queueing Systems, 16:241–285, 1994.

[169] H.J. Kushner. A numerical method for reflected diffusions: Control of reflection directions and applications. J. Applied Math. and Optimization, 33:61–79, 1996.

[170] H.J. Kushner, D. Jarvis, and J. Yang. Controlled and optimally controlled multiplexing systems: A numerical exploration. Queueing Systems, 20:255–291, 1995.

[171] F.J. Vázquez-Abad and H.J. Kushner. The surrogate estimation approach for sensitivity analysis in queueing networks. In G.W. Evans, M. Mollaghasemi, E.C. Russel, and W.E. Biles, editors, Proceedings of the Winter Simulation Conference. 1993, pages 347–355, 1993.

[172] H.J. Kushner, D. Jarvis, and J. Yang. Analysis of controlled multiplexing systems via stochastic control theory. In Proceedings of the 1994 Conference on Decision and Control. IEEE Press, 1994.

[173] H.J. Kushner. Analysis of controlled multiplexing systems via numerical stochastic control techniques. IEEE J. on Selected Areas in Communications, 13:1207–1218, 1995.

[174] H.J. Kushner and D. Jarvis. Programs for controlled multiplexing and ATMtype systems: Documentation for our codes available on the web. Technical report, Brown University, Lefschetz Center For Dynamical Systems, Division of Applied Math., 1994.

[175] H.J. Kushner. A control problem for a new type of public transportation system, via heavy traffic analysis. In F. Kelly and R. Williams, editors, Stochastic Networks. Springer-Verlag: Volume 71, The IMA series, Berlin and New York, 1994.

[176] H.J. Kushner. Domain decomposition methods for large Markov chain control problems and nonlinear elliptic type problems. SIAM J. on Sci. Comput., 18:1494–1516, 1997.

[177] H.J. Kushner. Numerical methods for stochastic control problems in finance. In M.A.H. Dempster and S.R. Pliska, editors, Mathematics of Derivative Securities, pages 504–527. Cambridge University Press, Cambrigde, UK, 1997.

[178] H.J. Kushner and J. Yang. Analysis of adaptive step size SA algorithms for parameter tracking. IEEE Trans. Automatic Control, AC-40:1403–1410, 1995.

[179] H.J. Kushner and J. Yang. An effective numerical method for controlling routing in large trunk line networks. Math. Computation Simulation, 38:225–239, 1995.

[180] H.J. Kushner and F.J. Vázquez-Abad. Stochastic approximation algorithms for systems over an infinite horizon. SIAM J. Control Optim., 34:712–756, 1996.

[181] D. Jarvis and H.J. Kushner. Codes for optimal stochastic control: documentation and users guide. Technical report, Brown University, Lefschetz Center for Dynamical Systems Report 96-3, 1996. Documentation and codes are available on the internet: www.dam.brown.edu , (navigate to Research Programs and then to Lefschetz Center).

[182] H.J. Kushner and L.F. Martins. Heavy traffic analysis of a controlled multi class queueing network via weak convergence theory. SIAM J. Contral Optim., 34:1781–1797, 1996.

[183] A. Budhiraja and H.J. Kushner. Approximation and limit results for nonlinear filters over an infinite time interval. SIAM J. Control Optim., pages 1946–1979, 1999.

[184] A. Budhiraja and H.J. Kushner. Robustness of nonlinear filters over the infinite time interval. SIAM J. Control Optim., 37:1618–1637, 1999.

[185] H.J. Kushner. A note on closed loop adaptive noise cancellation. Brown University, Lefschetz Center for Dynamical Systems Report, 1997.

[186] H.J. Kushner. Heavy traffic analysis of controlled multiplexing systems. Queueing Systems, 28:79–107, 1998.

[187] H.J. Kushner. Existence of optimal controls for variance control. In W.M.McEneaney, G. Yin, and Q. Zhang, editors, Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming. Birkhäuser, Boston, 1998.

[188] H.J. Kushner. Control and optimal control of assemble to order manufacturing systems under heavy traffic. Stochastics and Stochastics Rep., 66:233–272, 1999.

[189] H.J. Kushner. Robustness and convergence of approximations to nonlinear filters for jump–diffusions. Computational and Applied Math., 16:153–183, 1997.

[190] R. Buche and H.J. Kushner. Stochastic approximation and user adaptation in a competitive resource sharing system. IEEE Trans. on Automatic Cont., 45:844–853, 2000.

[191] E. Altman and H.J. Kushner. Admission control for combined guaranteed  performance and best effort communications systems under heavy traffic. SIAM J.Control and Optim., 37:1780–1807, 1999.

[192] E. Altman and H.J. Kushner. Control of polling in presence of vacations in heavy traffic with applications to satellite and mobile radio systems. SIAM J. Control and Optim., 41:217–252, 2002.

[193] A. Budhiraja and H.J. Kushner. Monte Carlo algorithms and asymptotic problems in nonlinear filtering. In Stochastics in Finite and Infinite Dimensions, pages 59–87. Birkhäuser, 2000.

[194] A. Budhiraja and H.J. Kushner. Approximation and limit results for nonlinear filters over an infinite time interval: Part II, random sampling algorithms. SIAM J. Control Optim., 38:1874–1908, 2000.

[195] A. Budhiraja and H.J. Kushner. A nonlinear filtering algorithm based on an approximation of the conditional distribution. IEEE Trans. on Automatic Control, 45:580–585, 2000.

[196] R. Buche and H.J. Kushner. Rate of convergence for constrained stochastic approximation algorithms. SIAM. J. Cont. and Optim., 40:1011–1041, 2001.

[197] H.J. Kushner. Control and optimal control of assemble to order manufacturing systems under heavy traffic. Stochastics and Stochastics Rep., 66:233–272, 1999.

[198] H.J. Kushner. Heavy traffic and optimal control methods for a communications system. In Progress in Probability, Vol 45. Birkh¨auser, Basel, 1999.

[199] H.J. Kushner. Consistency issues for numerical methods for variance control, with applications to optimization in finance. IEEE Trans. on Automatic Control, 44:2283–2296, 2000.

[200] H.J. Kushner and Y.N. Chen. Optimal control of assignment of jobs to processors under heavy traffic. Stochastics and Stochastic Rep., 68:177–228, 2000.

[201] H.J. Kushner. Jump-diffusions with controlled jumps: existence and numerical methods. J. Math. Anal. and Appl. Special Issue in Honor of Richard Bellman, 249:179–198, 2000.

[202] H. J. Kushner. Stability of single class queueing networks. In M. Dror, editor, Modeling Uncertainty: An examination of stochastic theory, methods, and applications. Kluwer, Amsterdam, 2001.

[203] R. Buche and H.J. Kushner. Analysis and control of mobile communications with time varying channels in heavy traffic. IEEE Trans. Autom. Control, 47:992–1003, 2002.

[204] H. J. Kushner. Numerical methods for stochastic differential games. SIAM J.Control Optim., 2002.

[205] H.J. Kushner. Numerical approximations for stochastic differential games: The ergodic case. Report: Lefschetz Center for Dynamical Systems, Applied Math., Brown University, Providence RI, submitted to SIAM J. Control Optim., 2001.

[206] H.J. Kushner. Control of polling of queues in heavy traffic. In J.L. Menaldi, E. Rofman, and A. Sulem, editors, Optimal Control and Partial Differential Equations, pages 384–393. IOS Press, Amsterdam, 2001.

[207] R. Buche and H.J. Kushner. Adaptive optimization of least squares tracking algorithms: with applications to adaptive antennas arrays for randomly timevarying mobile communications systems. IEEE Trans. on Autom. Cont. Vol 50, 1749–1760, 2005. Also appeared in the 2003 CDC conf, proceedings.

[208] E. Altman and H. J. Kushner. Heavy traffic Analysis of AIMD models for congestion control. In Telecommunications Planning: Innovations in Pricing, Network Design and Management, S. Raghavan and G. Anandalingham, Klewer, Amsterdam,

2005, Selected papers from the 2004 INFORMS telecommunications conf.”

[209] H.J. Kushner and P.A. Whiting Asymptotic Properties of Proportional-Fair Sharing Algorithms. Proc., 2002 Allerton Conf., 2002. Univ. of Illinois Press”, Champaigne-Urbana, IL

[210] H.J. Kushner and P.A. Whiting. Convergence of Proportional-Fair Sharing Algorithms Under General Conditions. IEEE Trans. Wireless Communications 2004, Vol. 3, 1250–1259.

[211] H.J. Kushner and P.A. Whiting. Asymptotic Properties of Proportional-Fair Sharing Algorithms: Extensions of the Algorithm”, Proc., 2003 Allerton Conf. 2003, Univ. of Illinois Press, Champaigne-Urbana, IL

[212] R. Buche and H.J. Kushner. Control of Mobile Communications with Time Varying Channels in Heavy Traffic. Proc., IEEE Globecom, 2002, IEEE Press, New York.

[213] R. Buche and H.J.Kushner. Control of mobile communication systems with time-varying channels via stability methods. IEEE Trans on Autom. Contr. 49, 1954–1962, 2004.

[214] H. J. Kushner. The Gauss-Seidel numerical procedure for Markov stochastic games. IEEE Trans. on Aut. Cont. 49, 1779–1782, 2004

[215] H.J. Kushner. Numerical Methods for Stochastic Differential Games: The Ergodic Cost Criterion. Annals of the International Society of Dynamic Games 2005. S. Jorgensen and M. Quincampoix and T. Vincent. To appear.

[216] H.J.Kushner. Numerical approximations for nonlinear stochastic systems with delays. Stochastic and Stochastic Reports, 77, 211–240, 2005.

[217] H. J. Kushner. Control of multi-node mobile communications networks with time varying channels via stability methods. Submitted

[218] H.J. Kushner. Scheduling and Control of Multi-Node Mobile Communications Systems with Randomly-Varying Channels by Stability Methods. 2006. To appear in the proceedings of an IMA workshop on wireless communications, June 2005, to be published by Springer.

[219] H.J. Kushner. Extensions of Proportional-Fair Sharing Algorithms for Multi- Access Control of Mobile Communications: Constraints and Bursty Data Processes. ICC Conference, Seoul, Korea, 2005. IEEE Press, New York.

[220] H. J. Kushner. Numerical Approximations for Stochastic Systems With Delays in the State and Control, Brown University, LCDS Report (Applied Math.) 2005, submitted.

[221] H. J. Kushner. Numerical Approximations for Non-Zero-Sum Stochastic Differential Games, 2005, submitted.