Kushner Harold J.

Harold J. Kushner

Information about the author Harold J. Kushner will soon be added to the site.
Found 5 papers in total
A numerical method for controlled routing in large trunk line networks via stochastic control theory
A numerical method for controlled routing in large trunk line networks via stochastic control theory
1994
The paper discusses a powerful approach to the routing problem in large networks of...
Controlled and optimally controlled multiplexing systems: A numerical exploration
Controlled and optimally controlled multiplexing systems: A numerical exploration
1995
Large controlled multiplexing systems are approximated by diffusion type processes...
Heavy traffic analysis of a controlled multiclass queueing network via weak convergence methods
Heavy traffic analysis of a controlled multiclass queueing network via weak convergence methods
1996
The workload formulation due to Harrison and coworkers of multiclass queueing networks...
Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for general processes
Stochastic approximation with averaging of the iterates: Optimal asymptotic rate of convergence for general processes
1993
Consider the stochastic approximation algorithm . In an important paper, Polyak and...
Estimation of the derivative of a stationary measure with respect to a control parameter
Estimation of the derivative of a stationary measure with respect to a control parameter
1992
The paper deals with a problem which arises in the Monte Carlo optimization of steady...
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