Tony Huschto

PhD student in the MathOpt research group
at the HGS MathComp
at the Interdisciplinary Center for Scientific Computing (IWR)
at the University of Heidelberg

Address

Room 407
Im Neuenheimer Feld 368
69120 Heidelberg, Germany

phone: +49 6221 54-8809
fax: +49 6221 54-5444

Curriculum Vitae

Available on request.

Publications

  • T. Huschto, S. Sager. Pricing Conspicuous Consumption Products in Recession Periods with Uncertain Strength. EURO Journal on Decision Processes, 2013 (accepted).
  • T. Huschto, S. Sager. Solving Stochastic Optimal Control Problems by a Wiener Chaos Approach. Vietnam Journal of Mathematics, 2013 (accepted).
  • T. Huschto, S. Sager. Stochastic Optimal Control in the Perspective of the Wiener Chaos. Proceedings of the European Control Conference 2013 (accepted).
  • T. Huschto, G. Feichtinger, R.F. Hartl, P.M. Kort, S. Sager, A. Seidl. Numerical Solution of a Conspicuous Consumption Model with Constant Control Delay. Automatica, Volume 47(9), 2011, pp. 1868-1877.
  • T. Huschto. Zur numerischen Untersuchung stochastischer optimaler Steuerungsprobleme. Diploma Thesis, BTU Cottbus, 2009.
  • T. Huschto. On the Duality of Optimal Control Problems with Stochastic Differential Equations. Master's Thesis, Högskolan Halmstad, 2008.

Preprints available on request.

Research interests

  • Optimal Control
  • Stochastic Differential Equations
  • Polynomial Chaos
  • Applications of Optimization in Economics

Prof. Dr. rer.nat. habil. Sebastian Sager Head of MathOpt group
at the Institute of Mathematical Optimization
at the Faculty of Mathematics
at the Otto von Guericke University Magdeburg

Universitätsplatz 2, G02-224
39106 Magdeburg, Germany

: +49 391 67 58745
: +49 391 67 11171
:

Susanne Heß

Universitätsplatz 2, G02-206
39106 Magdeburg, Germany

: +49 391 67-58756
: +49 391 67-11171
:

Prof. Dr. rer.nat. habil. Sebastian Sager Head of MathOpt group
at the Institute of Mathematical Optimization
at the Faculty of Mathematics
at the Otto von Guericke University Magdeburg

Universitätsplatz 2, G02-224
39106 Magdeburg, Germany

: +49 391 67 58745
: +49 391 67 11171
:

Susanne Heß

Universitätsplatz 2, G02-206
39106 Magdeburg, Germany

: +49 391 67-58756
: +49 391 67-11171
: