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, the theory of non-linear filtering, 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, based on work he published in 1964.
Harold Kushner received his Ph.D. in Electrical Engineering from the University of Wisconsin in 1958.

Awards and honors