545 results on '"Kushner H"'
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52. Stochastic stability
53. Convergence of the discretization equations which arise in stochastic control
54. Accelerated procedures for the solution of discret e Markov control problems
55. On the convergence of Lion's identification method with random inputs
56. Probability limit theorems and the convergence of finite difference approximations of partial differential equations
57. Filtering for linear distributed parameter systems
58. Necessary conditions for discrete parameter stochastic optimization problems
59. Mathematical programming and the control of Markov chains
60. On the control of a linear functional- differential equation with quadratic cost
61. Stability and existence of diffusions with discontinuous or rapidly growing drift terms
62. Accelerated procedures for the solution of discrete Markov control problems Final report
63. Necessary conditions for continuous parameter stochastic optimization problems
64. Probability Limit Theorems and the Convergence of Finite Difference Approximations of Partial Differential Equations
65. On the stability of randomly sampled systems
66. Finite state stochastic games - Existence theorems and computational procedures.
67. On the control of a linear functional- differential equation with quadratic cost
68. On the numerical solution of degenerate linear and nonlinear elliptic boundary value problems.
69. On the optimal control of a system governed by a linear parabolic equation with white noise inputs.
70. Numerical methods for the solution of the degenerate nonlinear elliptic equations arising in optimal stochastic control theory.
71. On the stability of processes defined by stochastic difference-differential equations.
72. Probability limit theorems and the convergence of finite difference approximations of partial differential equations
73. Numerical methods for the solution of the degenerate non-linear elliptic equations arising in optimal stochastic control theory.
74. Filtering for linear distributed parameter systems
75. On the convergence of Lion's identification method with random inputs
76. On the stability of randomly sampled systems
77. Methods for the numerical solution of degenerate linear and nonlinear elliptic boundary value problems
78. Optimal Discounted Stochastic Control for Diffusion Processes
79. Approximations to optimal nonlinear filters.
80. Nonlinear filtering - The exact dynamical equations satisfied by the conditional mode.
81. Converse theorems for stochastic Liapunov functions.
82. On the stability of processes defined by stochastic difference-differential equations
83. Finite state stochastic games - Existence theorems and computational procedures
84. Stochastic Stability and Control.
85. Approximations to optimal non-linear filters
86. The concept of invariant set for stochastic dynamical systems, and applications to stochastic stability
87. A note on the maximum sample excursions of stochastic approximation processes.
88. Finite time stochastic stability and the analysis of tracking systems.
89. On the status of optimal control and stability for stochastic systems.
90. Stability of stochastic dynamical systems.
91. Nonlinear filtering - The exact dynamical equations satisfied by the conditional mode
92. On the stochastic maximum principle with 'average' constraints.
93. Stochastic stability and the design of feedback controls
94. On stochastic extremum problems - calculus.
95. Near optimal control in the presence of small stochastic perturbations.
96. Sufficient conditions for the optimality of a stochastic control.
97. New theorems and examples in the liapunov theory of stochastic stability.
98. On the existence of optimal stochastic controls.
99. Some problems and some recent results in stochastic control.
100. On the optimal control of a system governed by a linear parabolic equation with white noise inputs
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