Approximations to optimal non-linear filters.
Finite dimensional approximations of optimal nonlinear filters for class of large-noise, nonlinear, continuous-time problems
SIGNAL PROCESSING↗
Engineering topics
Kushner, H. J.
Publications and source records attributed to Kushner, H. J..
The concept of invariant set for stochastic dynamical systems, and applications to stochastic stability
Stochastic Liapunov functions and invariant set concept
Kushner, H. J.↗
Finite state stochastic games - Existence theorems and computational procedures
Existence theorems and computational procedures for finite state stochastic games
Chamberlain, S. G.↗
Stochastic Stability and Control.
Book on stochastic stability and control dealing with Liapunov function approach to study of Markov processes
Kushner, H. J.↗
Finite time stochastic stability and the analysis of tracking systems.
Liapunov functions for finite time stochastic stability and analysis of tracking system
SYSTEM STABILITY↗
A note on the maximum sample excursions of stochastic approximation processes.
Maximum sample excursions of Kiefer-Wolfowitz stochastic approximation processes
APPROXIMATION METHOD↗
On the status of optimal control and stability for stochastic systems.
Optimal control and stability for stochastic systems, viewing linear diffusion models based upon Gaussian-Markov process as finite dimensional linear system driven by white noise
SYSTEM STABILITY↗
Nonlinear filtering - The exact dynamical equations satisfied by the conditional mode
Nonlinear filtering - exact dynamical equations satisfied by conditional mode
STOCHASTIC PROCESS↗
Stability of stochastic dynamical systems.
Liapunov theory of stochastic stability, discussing use to obtain information about random trajectories
LIAPUNOV FUNCTION↗
On the stochastic maximum principle with ''average'' constraints.
Stochastic maximum principle with averaged constraint developed for control problems affected by stochastic process
RANDOM PROCESS↗
On stochastic extremum problems - calculus.
Lagrange multiplier technique for determining stationary points /of functions/ or stationary functions /of integrals/ of expected value of random functions with certain random constraints
LAGRANGE MULTIPLIER↗
Near optimal control in the presence of small stochastic perturbations.
Optimal deterministic control of stochastic system corrected to include noise effects
RANDOM PROCESS↗
Some problems and some recent results in stochastic control.
Stochastic optimal control applications in dynamic programming for linear and nonlinear systems
DYNAMIC PROGRAMMING↗
New theorems and examples in the liapunov theory of stochastic stability.
Liapunov theory of stochastic stability, discussing new theorems and examples for noise of white Gaussian type
GAUSSIAN NOISE↗
On the existence of optimal stochastic controls.
Existence of optimal stochastic controls
EXISTENCE THEOREM↗
Sufficient conditions for the optimality of a stochastic control.
Sufficient conditions for optimal stochastic control of diffusion processes governed by vector equations satisfying local Lipschitz conditions
OPTIMAL CONTROL↗
On the optimal control of a system governed by a linear parabolic equation with white noise inputs
Optimum control of system governed by linear parabolic equation with white noise inputs
WHITE NOISE↗