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Kushner, Harold J (1962) A versatile stochastic model of a function of unknown and time varying form. Journal of Mathematical Analysis and Applications, 5. 150-167 doi:10.1016/0022-247x(62)90011-2

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Reference TypeJournal (article/letter/editorial)
TitleA versatile stochastic model of a function of unknown and time varying form
JournalJournal of Mathematical Analysis and Applications
AuthorsKushner, Harold JAuthor
Year1962 (August)Volume5
PublisherElsevier BV
DOIdoi:10.1016/0022-247x(62)90011-2Search in ResearchGate
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Mindat Ref. ID12373563Long-form Identifiermindat:1:5:12373563:0
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Full ReferenceKushner, Harold J (1962) A versatile stochastic model of a function of unknown and time varying form. Journal of Mathematical Analysis and Applications, 5. 150-167 doi:10.1016/0022-247x(62)90011-2
Plain TextKushner, Harold J (1962) A versatile stochastic model of a function of unknown and time varying form. Journal of Mathematical Analysis and Applications, 5. 150-167 doi:10.1016/0022-247x(62)90011-2
In(n.d.) Journal of Mathematical Analysis and Applications Vol. 5. Elsevier BV

See Also

These are possibly similar items as determined by title/reference text matching only.

Kushner, Harold J (1965) On the stochastic maximum principle: Fixed time of control. Journal of Mathematical Analysis and Applications, 11. 78-92 doi:10.1016/0022-247x(65)90070-3
Kushner, Harold J (1965) On stochastic extremum problems: Calculus. Journal of Mathematical Analysis and Applications, 10. 354-367 doi:10.1016/0022-247x(65)90131-9
Kushner, Harold J., Schweppe, Fred C. (1964) A maximum principle for stochastic control systems. Journal of Mathematical Analysis and Applications, 8. 287-302 doi:10.1016/0022-247x(64)90070-8
Kushner, Harold J (1965) On the stochastic maximum principle with “average” constraints. Journal of Mathematical Analysis and Applications, 12. 13-26 doi:10.1016/0022-247x(65)90050-8
Kushner, Harold J (1977) General convergence results for stochastic approximations via weak convergence theory. Journal of Mathematical Analysis and Applications, 61. 490-503 doi:10.1016/0022-247x(77)90133-0
Kushner, Harold J, Yu, Chen-Fu (1974) Approximations, existence, and numerical procedures for optimal stochastic controls. Journal of Mathematical Analysis and Applications, 45. 563-587 doi:10.1016/0022-247x(74)90052-3
Kushner, Harold J (1981) Stochastic approximation with discontinuous dynamics and state dependent noise: w.p. 1 and weak convergence. Journal of Mathematical Analysis and Applications, 82. 524-542 doi:10.1016/0022-247x(81)90214-6
Kushner, Harold J (1964) On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory. Journal of Mathematical Analysis and Applications, 8. 332-344 doi:10.1016/0022-247x(64)90073-3
Kushner, H.J, Sanvicente, E (1974) Penalty function methods for constrained stochastic approximation. Journal of Mathematical Analysis and Applications, 46. 499-512 doi:10.1016/0022-247x(74)90256-x
Eaton, J.H. (1962) Discrete-time interrupted stochastic control processes. Journal of Mathematical Analysis and Applications, 5. 287-305 doi:10.1016/s0022-247x(62)80011-0
Kushner, Harold J (1969) Computational procedures for optimal stopping problems for Markov chains. Journal of Mathematical Analysis and Applications, 25. 607-615 doi:10.1016/0022-247x(69)90259-5
 
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