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