Harold J. Kushner

Harold Joseph Kushner is an American applied mathematician and a 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 J. Kushner
CitizenshipAmerican
AwardsRichard E. Bellman Control Heritage Award (2004)
Louis E. Levy Medal (1994)
Scientific career
FieldsControl theory

Harold Kushner received his Ph.D. in Electrical Engineering from the University of Wisconsin in 1958.

Awards and honors

Bibliography

Kushner, H. J.; Yin, G. G. (1997). Stochastic Approximation Algorithms and Applications. doi:10.1007/978-1-4899-2696-8. ISBN 978-1-4899-2698-2.

References
  1. Brochu, Eric; Cora, Vlad M.; de Freitas, Nando (12 December 2010). "A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning". arXiv:1012.2599 [cs.LG].
  2. Frazier, Peter I.; Wang, Jialei (13 December 2015). Bayesian Optimization for Materials Design. Information Science for Materials Discovery and Design. Springer Series in Materials Science. 225. pp. 45–75. arXiv:1506.01349. doi:10.1007/978-3-319-23871-5_3. ISBN 978-3-319-23870-8.
  3. Kushner, H. J. (1 March 1964). "A New Method of Locating the Maximum Point of an Arbitrary Multipeak Curve in the Presence of Noise". Journal of Basic Engineering. 86 (1): 97–106. doi:10.1115/1.3653121. ISSN 0098-2202. Retrieved 19 July 2018.
  4. "IEEE Control Systems Award Recipients" (PDF). IEEE. Retrieved January 15, 2011.
  5. "IEEE Control Systems Award". IEEE Control Systems Society. Archived from the original on 2010-12-29. Retrieved January 15, 2011.
  6. "Franklin Laureate Database - Harold J. Kushner". The Franklin Institute. Archived from the original on 2011-06-29. Retrieved January 22, 2011.
  7. "Franklin Laureate Database - Louis E. Levy Medal Laureates". Franklin Institute. Archived from the original on 2011-06-29. Retrieved January 22, 2011.
  8. "Richard E. Bellman Control Heritage Award". American Automatic Control Council. Retrieved February 10, 2013.
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