Harold J. Kushner

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Harold J. Kushner
Citizenship
Louis E. Levy Medal (1994)
Scientific career
FieldsControl theory

Harold Joseph Kushner is an American

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. He is commonly cited as the first person to study Bayesian optimization,[1][2] based on work he published in 1964.[3]

Harold Kushner received his

University of Wisconsin
in 1958.

Awards and honors

Bibliography

Kushner, H. J.; Yin, G. G. (1997). Stochastic Approximation Algorithms and Applications.

S2CID 125672439
.

References

External links