TY - JOUR A1 - Winkelmann, Stefanie A1 - Schütte, Christof A1 - von Kleist, Max T1 - Markov Control with Rare State Observation JF - International Journal of Biomathematics and Biostatistics Y1 - 2012 UR - http://publications.mi.fu-berlin.de/1177/ ER - TY - JOUR A1 - Winkelmann, Stefanie A1 - Schütte, Christof T1 - Hybrid models for chemical reaction networks: Multiscale theory and application to gene regulatory systems JF - The Journal of Chemical Physics N2 - Well-mixed stochastic chemical kinetics are properly modeled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales, there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows expressing various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. Especially, we reveal the cause of error in the case of small volume approximations. Y1 - 2017 U6 - https://doi.org/10.1063/1.4986560 VL - 147 IS - 11 SP - 114115-1 EP - 114115-18 ER - TY - JOUR A1 - Winkelmann, Stefanie T1 - Markov Control with Rare State Observation: Average Optimality JF - Markov Processes and Related Fields N2 - This paper investigates the criterion of long-term average costs for a Markov decision process (MDP) which is not permanently observable. Each observation of the process produces a fixed amount of information costs which enter the considered performance criterion and preclude from arbitrarily frequent state testing. Choosing the rare observation times is part of the control procedure. In contrast to the theory of partially observable Markov decision processes, we consider an arbitrary continuous-time Markov process on a finite state space without further restrictions on the dynamics or the type of interaction. Based on the original Markov control theory, we redefine the control model and the average cost criterion for the setting of information costs. We analyze the constant of average costs for the case of ergodic dynamics and present an optimality equation which characterizes the optimal choice of control actions and observation times. For this purpose, we construct an equivalent freely observable MDP and translate the well-known results from the original theory to the new setting. Y1 - 2017 VL - 23 SP - 1 EP - 34 ER - TY - JOUR A1 - Winkelmann, Stefanie A1 - Schütte, Christof T1 - The Spatiotemporal Master Equation: Approximation of Reaction-Diffusion Dynamics via Markov State Modeling JF - Journal of Chemical Physics N2 - Accurate modeling and numerical simulation of reaction kinetics is a topic of steady interest.We consider the spatiotemporal chemical master equation (ST-CME) as a model for stochastic reaction-diffusion systems that exhibit properties of metastability. The space of motion is decomposed into metastable compartments and diffusive motion is approximated by jumps between these compartments. Treating these jumps as first-order reactions, simulation of the resulting stochastic system is possible by the Gillespie method. We present the theory of Markov state models (MSM) as a theoretical foundation of this intuitive approach. By means of Markov state modeling, both the number and shape of compartments and the transition rates between them can be determined. We consider the ST-CME for two reaction-diffusion systems and compare it to more detailed models. Moreover, a rigorous formal justification of the ST-CME by Galerkin projection methods is presented. Y1 - 2016 U6 - https://doi.org/10.1063/1.4971163 VL - 145 IS - 21 ER - TY - JOUR A1 - Duwal, Sulav A1 - Winkelmann, Stefanie A1 - Schütte, Christof A1 - von Kleist, Max T1 - Optimal Treatment Strategies in the Context of 'Treatment for Prevention' against HIV/1 in Resource-Poor Settings JF - PloS Computational Biology N2 - An estimated 2.7 million new HIV-1 infections occurred in 2010. `Treatment-for-prevention’ may strongly prevent HIV-1 transmission. The basic idea is that immediate treatment initiation rapidly decreases virus burden, which reduces the number of transmittable viruses and thereby the probability of infection. However, HIV inevitably develops drug resistance, which leads to virus rebound and nullifies the effect of `treatment-for-prevention’ for the time it remains unrecognized. While timely conducted treatment changes may avert periods of viral rebound, necessary treatment options and diagnostics may be lacking in resource-constrained settings. Within this work, we provide a mathematical platform for comparing different treatment paradigms that can be applied to many medical phenomena. We use this platform to optimize two distinct approaches for the treatment of HIV-1: (i) a diagnostic-guided treatment strategy, based on infrequent and patient-specific diagnostic schedules and (ii) a pro-active strategy that allows treatment adaptation prior to diagnostic ascertainment. Both strategies are compared to current clinical protocols (standard of care and the HPTN052 protocol) in terms of patient health, economic means and reduction in HIV-1 onward transmission exemplarily for South Africa. All therapeutic strategies are assessed using a coarse-grained stochastic model of within-host HIV dynamics and pseudo-codes for solving the respective optimal control problems are provided. Our mathematical model suggests that both optimal strategies (i)-(ii) perform better than the current clinical protocols and no treatment in terms of economic means, life prolongation and reduction of HIV-transmission. The optimal diagnostic-guided strategy suggests rare diagnostics and performs similar to the optimal pro-active strategy. Our results suggest that ‘treatment-for-prevention’ may be further improved using either of the two analyzed treatment paradigms. Y1 - 2015 U6 - https://doi.org/10.1371/journal.pcbi.1004200 VL - 11 IS - 4 ER - TY - GEN A1 - Winkelmann, Stefanie A1 - Schütte, Christof T1 - Hybrid Models for Chemical Reaction Networks: Multiscale Theory and Application to Gene Regulatory Systems N2 - Well-mixed stochastic chemical kinetics are properly modelled by the chemical master equation (CME) and associated Markov jump processes in molecule number space. If the reactants are present in large amounts, however, corresponding simulations of the stochastic dynamics become computationally expensive and model reductions are demanded. The classical model reduction approach uniformly rescales the overall dynamics to obtain deterministic systems characterized by ordinary differential equations, the well-known mass action reaction rate equations. For systems with multiple scales there exist hybrid approaches that keep parts of the system discrete while another part is approximated either using Langevin dynamics or deterministically. This paper aims at giving a coherent overview of the different hybrid approaches, focusing on their basic concepts and the relation between them. We derive a novel general description of such hybrid models that allows to express various forms by one type of equation. We also check in how far the approaches apply to model extensions of the CME for dynamics which do not comply with the central well-mixed condition and require some spatial resolution. A simple but meaningful gene expression system with negative self-regulation is analysed to illustrate the different approximation qualities of some of the hybrid approaches discussed. T3 - ZIB-Report - 17-29 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-64264 ER - TY - THES A1 - Winkelmann, Stefanie T1 - Markov Decision Processes with Information Costs Y1 - 2013 UR - http://www.diss.fu-berlin.de/diss/receive/FUDISS_thesis_000000094689 ER - TY - GEN A1 - Winkelmann, Stefanie A1 - Schütte, Christof A1 - von Kleist, Max T1 - Markov Control Processes with Rare State Observation: Theory and Application to Treatment Scheduling in HIV-1 N2 - Markov Decision Processes (MDP) or Partially Observable MDPs (POMDP) are used for modelling situations in which the evolution of a process is partly random and partly controllable. These MDP theories allow for computing the optimal control policy for processes that can continuously or frequently be observed, even if only partially. However, they cannot be applied if state observation is very costly and therefore rare (in time). We present a novel MDP theory for rare, costly observations and derive the corresponding Bellman equation. In the new theory, state information can be derived for a particular cost after certain, rather long time intervals. The resulting information costs enter into the total cost and thus into the optimization criterion. This approach applies to many real world problems, particularly in the medical context, where the medical condition is examined rather rarely because examination costs are high. At the same time, the approach allows for efficient numerical realization. We demonstrate the usefulness of the novel theory by determining, from the national economic perspective, optimal therapeutic policies for the treatment of the human immunodefficiency virus (HIV) in resource-rich and resource-poor settings. Based on the developed theory and models, we discover that available drugs may not be utilized efficiently in resource-poor settings due to exorbitant diagnostic costs. T3 - ZIB-Report - 13-34 KW - information costs KW - hidden state KW - bellmann equation KW - optimal therapeutic policies KW - diagnostic frequency KW - resource-poor KW - resource-rich Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-41955 SN - 1438-0064 ER - TY - JOUR A1 - Winkelmann, Stefanie A1 - Schütte, Christof A1 - von Kleist, Max T1 - Markov Control Processes with Rare State Observation: Sensitivity Analysis with Respect to Optimal Treatment Strategies against HIV-1 JF - International Journal of Biomathematics and Biostatistics N2 - We present the theory of “Markov decision processes (MDP) with rare state observation” and apply it to optimal treatment scheduling and diagnostic testing to mitigate HIV-1 drug resistance development in resource-poor countries. The developed theory assumes that the state of the process is hidden and can only be determined by making an examination. Each examination produces costs which enter into the considered cost functional so that the resulting optimization problem includes finding optimal examination times. This is a realistic ansatz: In many real world applications, like HIV-1 treatment scheduling, the information about the disease evolution involves substantial costs, such that examination and control are intimately connected. However, a perfect compliance with the optimal strategy can rarely be achieved. This may be particularly true for HIV-1 resistance testing in resource-constrained countries. In the present work, we therefore analyze the sensitivity of the costs with respect to deviations from the optimal examination times both analytically and for the considered application. We discover continuity in the cost-functional with respect to the examination times. For the HIV-application, moreover, sensitivity towards small deviations from the optimal examination rule depends on the disease state. Furthermore, we compare the optimal rare-control strategy to (i) constant control strategies (one action for the remaining time) and to (ii) the permanent control of the original, fully observed MDP. This comparison is done in terms of expected costs and in terms of life-prolongation. The proposed rare-control strategy offers a clear benefit over a constant control, stressing the usefulness of medical testing and informed decision making. This indicates that lower-priced medical tests could improve HIV treatment in resource-constrained settings and warrants further investigation. Y1 - 2013 VL - 2 IS - 1 ER - TY - JOUR A1 - Winkelmann, Stefanie A1 - Schütte, Christof A1 - von Kleist, Max T1 - Markov Control Processes with Rare State Observation: Theory and Application to Treatment Scheduling in HIV-1 JF - Communications in Mathematical Sciences N2 - Markov Decision Processes (MDP) or Partially Observable MDPs (POMDP) are used for modelling situations in which the evolution of a process is partly random and partly controllable. These MDP theories allow for computing the optimal control policy for processes that can continuously or frequently be observed, even if only partially. However, they cannot be applied if state observation is very costly and therefore rare (in time). We present a novel MDP theory for rare, costly observations and derive the corresponding Bellman equation. In the new theory, state information can be derived for a particular cost after certain, rather long time intervals. The resulting information costs enter into the total cost and thus into the optimization criterion. This approach applies to many real world problems, particularly in the medical context, where the medical condition is examined rather rarely because examination costs are high. At the same time, the approach allows for efficient numerical realization. We demonstrate the usefulness of the novel theory by determining, from the national economic perspective, optimal therapeutic policies for the treatment of the human immunodeficiency virus (HIV) in resource-rich and resource-poor settings. Based on the developed theory and models, we discover that available drugs may not be utilized efficiently in resource-poor settings due to exorbitant diagnostic costs. Y1 - 2014 U6 - https://doi.org/10.4310/CMS.2014.v12.n5.a4 VL - 12 IS - 5 SP - 859 EP - 877 ER -