Books by Harold Kushner
Numerical Methods for Stochastic Control Problems in Continuous Time
Paul G. Dupuis, Harold Kushner
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Numerical Methods for Controlled Stochastic Delay Systems
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Stochastic Approximation and Recursive Algorithms and Applications
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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Heavy Traffic Analysis of Controlled Queueing and Communication Networks
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Heavy Traffic Analysis of Controlled Queueing and Communication Networks
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When All You've Ever Wanted Isn't Enough
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Stochastic Approximation and Recursive Algorithms and Applications
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Numerical Methods for Stochastic Control Problems in Continuous Time
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When Bad Things Happen to Good People
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