Citizenship American Name Harold Kushner | ||
Education University of Wisconsin-Madison Books Stochastic Approximation and Recu, Stochastic Approximation Methods f, Approximation and Weak Converge, Numerical Methods for Contro, Introduction to stochastic | ||
Residence United States of America |
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.
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Harold J. Kushner Wikipedia(Text) CC BY-SA