Harold J. Kushner

Director of the Lefschetz Center for Dynamical Systems

University Professor and Professor of Applied Mathematics


Research Interests

Professor Kushner is a fellow of the IEEE, and has won many awards for his work in stochastic systems theory and applications, including the IEEE Field Award in Control Systems and the Franklin Institute Louis E. Levy medal. In 7 books and over 160 papers, he has contributed to many areas of stochastic systems theory and applications: optimization and numerical methods, nonlinear filtering theory and computational approximations, the stability theory of stochastic systems, distributed parameter stochastic systems, stochastic approximation methods and the theory of stochastic recursive algorithms, adaptive control theory, the maximum principles and related variational formulations, the theory of large deviations and its applications to stochastic systems, approximation methods for systems driven by wide bandwidth noise, weak convergence methods, singularly perturbed systems, heavy traffic approximations to controlled queueing type problems, as well as to the applications of stochastic control techniques to problems in modern telecommunications systems and elsewhere. He has developed the main current numerical methods for stochastic control problems in continuous time.


How to contact:

Professor Harold J. Kushner 401-863-1400 401-863-1355 (FAX) hjk@dam.brown.edu Division of Applied Mathematics, Box F Brown University Providence RI 02912 USA


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