Martin Redmann

发表

Dynamic programming for optimal stopping via pseudo-regression

J. Schoenmakers, C. Bayer, Martin Redmann, 2018, Quantitative Finance.

An $\mathcal H_2$-Type Error Bound for Time-Limited Balanced Truncation

Martin Redmann, Patrick Kurschner, Martin Redmann, 2017, 1710.07572.

Martin Redmann, 2016 .

The missing link between the output and the H 2-norm of bilinear systems

Martin Redmann, 2019 .

Singular perturbation approximation for linear systems with Lévy noise

P. Benner, Martin Redmann, 2017 .

Solving linear parabolic rough partial differential equations

S. Riedel, D. Belomestny, J. Schoenmakers, 2018, 1803.09488.

Balanced model order reduction for linear random dynamical systems driven by Lévy noise

M. Freitag, Martin Redmann, 2018 .

Balanced truncation and singular perturbation approximation model order reduction for stochastically controlled linear systems

M. Freitag, Martin Redmann, 2016, 1611.05494.

Gramian-based model reduction for unstable stochastic systems

Martin Redmann, N. Jamshidi, 2021, Mathematics of Control, Signals, and Systems.

A new type of singular perturbation approximation for stochastic bilinear systems

Martin Redmann, 2020, Mathematics of Control, Signals, and Systems.

Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction

Martin Redmann, 2022, Applied Mathematical Finance.

An L2T-error bound for time-limited balanced truncation pdf

Martin Redmann, Martin Redmann, 2019, Syst. Control. Lett..

Model reduction for stochastic systems with nonlinear drift

Martin Redmann, 2023, ArXiv.

Low-dimensional approximations of high-dimensional asset price models pdf

Christian Bayer, Pawan Goyal, Martin Redmann, 2020, SIAM J. Financial Math..

Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces

C. Hartmann, Simon Becker, Martin Redmann, 2019, Stochastic Processes and their Applications.

Feedback control theory & Model order reduction for stochastic equations pdf

Simon Becker, Carsten Hartmann, Martin Redmann, 2019, ArXiv.

Model reduction for stochastic systems

Peter Benner, Martin Redmann, P. Benner, 2015 .

Optimization based model order reduction for stochastic systems pdf

Martin Redmann, Melina A. Freitag, M. Freitag, 2020, Appl. Math. Comput..

Time-limited H2-optimal model order reduction

Pawan Goyal, Martin Redmann, Martin Redmann, 2019, Appl. Math. Comput..

Towards Time-Limited $\mathcal H_2$-Optimal Model Order Reduction

Martin Redmann, Pawan Goyal, Martin Redmann, 2017, 1712.00301.

Towards Time-Limited H2-Optimal Model Order Reduction

Martin Redmann, Pawan Goyal, Martin Redmann, 2018 .

An output error bound for time-limited balanced truncation

Patrick Kürschner, Martin Redmann, Martin Redmann, 2018, Syst. Control. Lett..

APPROXIMATION AND MODEL ORDER REDUCTION FOR SECOND ORDER SYSTEMS WITH LEVY-NOISE

Peter Benner, Martin Redmann, P. Benner, 2015 .

Exact dimension reduction for rough differential equations

S. Riedel, Martin Redmann, 2023, 2306.17579.

Runge-Kutta methods for rough differential equations pdf

Sebastian Riedel, Martin Redmann, S. Riedel, 2020, Journal of Stochastic Analysis.

A new type of singular perturbation approximation for stochastic bilinear systems

Martin Redmann, Martin Redmann, 2019, Math. Control. Signals Syst..

Full state approximation by Galerkin projection reduced order models for stochastic and bilinear systems pdf

Martin Redmann, Igor Pontes Duff, Martin Redmann, 2021, Appl. Math. Comput..

Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing

T. Damm, Martin Redmann, 2023, ArXiv.

Bilinear Systems - A New Link to H2-norms, Relations to Stochastic Systems, and Further Properties

Martin Redmann, Martin Redmann, 2020, SIAM J. Control. Optim..

Positive Operators and Stable Truncation

Peter Benner, Martin Redmann, Tobias Damm, 2016 .

(Empirical) Gramian-based dimension reduction for stochastic differential equations driven by fractional Brownian motion

Martin Redmann, N. Jamshidi, 2023, ArXiv.

Sampling‐based model order reduction for stochastic differential equations driven by fractional Brownian motion

Martin Redmann, N. Jamshidi, 2023, PAMM.