Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Tony Huschto"'
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 6, Iss 2, Pp 145-165 (2019)
In this paper we present a numerical scheme for stochastic differential equations based upon the Wiener chaos expansion. The approximation of a square integrable stochastic differential equation is obtained by cutting off the infinite chaos expansion
Externí odkaz:
https://doaj.org/article/c2979bcc314f43a2b50c79e73a58822d
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 6, Iss 2, Pp 145-165 (2019)
Modern Stochastics: Theory and Applications
Huschto, T, Podolskij, M & Sager, S 2019, ' The asymptotic error of chaos expansion approximations for stochastic differential equations ', Modern Stochastics: Theory and Applications, vol. 6, no. 2, pp. 145-165 . https://doi.org/10.15559/19-VMSTA133
Modern Stochastics: Theory and Applications
Huschto, T, Podolskij, M & Sager, S 2019, ' The asymptotic error of chaos expansion approximations for stochastic differential equations ', Modern Stochastics: Theory and Applications, vol. 6, no. 2, pp. 145-165 . https://doi.org/10.15559/19-VMSTA133
In this paper we present a numerical scheme for stochastic differential equations based upon the Wiener chaos expansion. The approximation of a square integrable stochastic differential equation is obtained by cutting off the infinite chaos expansion
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::868db615ad2d279e1c17a3a4c9a6a434
https://www.vmsta.org/doi/10.15559/19-VMSTA133
https://www.vmsta.org/doi/10.15559/19-VMSTA133
Autor:
Valerie N. Babinsky, Helena König, Nader Afshar, Christian Ringemann, Tony Huschto, Magí Andorrà, John T. Odegard, Siva Chittajallu, Inderjit Singh, Heather Mikulski
Publikováno v:
Diabetes. 70
Background: People with diabetes in general have a higher risk of developing Chronic Kidney Disease (CKD). The early detection of CKD in people with diabetes helps their health care providers to adjust their therapy to slow down the disease progressi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dbce537236b813886590d42d45441c9c
https://doi.org/10.2337/db21-15-lb
https://doi.org/10.2337/db21-15-lb
Publikováno v:
Diabetes. 69
Chronic kidney disease (CKD) is one of the most frequent complications faced by people with diabetes mellitus. The ability to accurately predict the onset of this disease at an early stage and adjust the individual therapy and lifestyle appropriately
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::981fd1bc140e145e12ce7114d8410c47
https://doi.org/10.2337/db20-476-p
https://doi.org/10.2337/db20-476-p
Autor:
Christian Ringemann, Johanna Kober, Richard P. Biven, Bettina Petersen, Jan Wrede, Tony Huschto, Rafael P. Bankosegger
Publikováno v:
Diabetes. 69
Objective: Assessing diabetes therapy performance in Real World Data (RWD) is difficult as the data quantity of SMBG measurements shows strong variability. In a previous study, we proposed a new metric, Gkn/N ⇔ n out of N days :|SM BG| ≥ k, which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::627b9cd09e5c247d4c7929fb86c10297
https://doi.org/10.2337/db20-2178-pub
https://doi.org/10.2337/db20-2178-pub
Autor:
Frederik F. Flöther, Tony Huschto, Stefan Ravizza, Scott M. McAhren, Alexander Büsser, Rolf Hinzmann, Helena König, Daniel H. Robertson, Titus Schleyer, Lars Böhm, Bernd Schneidinger, Wolfgang Petrich, Anja Adamov
Publikováno v:
Nature medicine. 25(1)
Diagnostic procedures, therapeutic recommendations, and medical risk stratifications are based on dedicated, strictly controlled clinical trials. However, a plethora of real-world medical data exists, whereupon the increase in data volume comes at th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::777809b648ef5338d583a2c4c2b2fd81
https://pubmed.ncbi.nlm.nih.gov/30617317
https://pubmed.ncbi.nlm.nih.gov/30617317
Autor:
Sebastian Sager, Tony Huschto
Publikováno v:
EURO Journal on Decision Processes. 2:3-30
We compare different approaches of optimization under uncertainty in the context of pricing strategies for conspicuous consumption products in recession periods of uncertain duration and strength. We consider robust worst-case ideas and how the conce
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::72aae3cebc2470cdad517361dcdf68e4
https://doi.org/10.1007/s40070-014-0024-y
https://doi.org/10.1007/s40070-014-0024-y
Autor:
Tony Huschto, Sebastian Sager
Publikováno v:
Vietnam Journal of Mathematics. 42:83-113
We introduce a novel generic methodology to solve continuous finite-horizon stochastic optimal control problems (SOCPs). We treat controlled stochastic differential equations (SDEs) within the Wiener chaos framework by utilizing Malliavin calculus an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac94531e3867228a5c20f453d646c600
https://doi.org/10.1007/s10013-014-0060-8
https://doi.org/10.1007/s10013-014-0060-8
Autor:
Peter M. Kort, Sebastian Sager, Andrea Seidl, Tony Huschto, Gustav Feichtinger, Richard F. Hartl
Publikováno v:
Automatica, 47(9), 1868-1877. Elsevier Limited
Automatica
Automatica
We derive optimal pricing strategies for conspicuous consumption products in periods of recession. To that end, we formulate and investigate a two-stage economic optimal control problem that takes uncertainty of the recession period length and delay
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::735a700d15d640a2e6b142931d554d85
https://doi.org/10.1016/j.automatica.2011.06.004
https://doi.org/10.1016/j.automatica.2011.06.004
Autor:
Tony Huschto, Sebastian Sager
Publikováno v:
ECC
We propose a novel and generic methodology for solving continuous finite-horizon stochastic optimal control problems. We develop innovative ideas for approximating controlled stochastic differential equations within the Wiener chaos framework and exp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c4b3bdb777dd55ba183469550d988350
https://doi.org/10.23919/ecc.2013.6669220
https://doi.org/10.23919/ecc.2013.6669220