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Personal profile

Personal information

Bernd Heidergott is professor of Stochastic Optimization at the department of Econometrics and Operations Research of the Vrije Universiteit Amsterdam. He is working at the VU since 2002. Before that he worked at the TU Eindhoven, at EURANDOM, at DIAM, and at the Erasmus University Rotterdam. He obtained his PhD in 1996 at the University of Hamburg, Germany.

Currently, he is Program Director Econometrics and Operations Research and Board Member of Amsterdam Business Research Institute.

Research

His research interests are:

- Simulation based stochastic optimization

- Model and parameter inscecurity

- Risk analysis and financial engineering

-Differentiation theory of stochastic models

- Max-plus algebra

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Markov processes Engineering & Materials Science
Derivatives Engineering & Materials Science
Queue Mathematics
Taylor series Engineering & Materials Science
Markov chain Mathematics
Gradient Estimation Mathematics
Estimator Mathematics
Perturbation Analysis Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1995 2018

A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters

Peng, Y., Fu, M. C., Hu, J. Q. & Heidergott, B., Mar 2018, In : Operations Research. 66, 2, p. 487-499 13 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Derivatives
Estimator
Structural parameters
Experiments
Perturbation

Efficient Updating of Node Importance in Dynamic Real-Life Networks

Berkhout, J. & Heidergott, B. F., Jul 2018, In : IFAC-PapersOnLine. 51, 7, p. 64-69 6 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Internet

Naive Learning in Social Networks with Random Communication

Heidergott, B. F., Huang, J. & Lindner, I., 2018, 018/II ed., Amsterdam: Tinbergen Institute, 33 p.(TI Discussion Paper Series; vol. 2018, no. 018/II)

Research output: Working paperAcademic

Ranking nodes in general networks: a Markov multi-chain approach

Berkhout, J. & Heidergott, B. F., 2018, In : Discrete Event Dynamic Systems. 28, 1, p. 3-33

Research output: Contribution to JournalArticleAcademicpeer-review

Ranking
Damping
Markov processes
Vertex of a graph
Projector

Analysis of Jackson networks with infinite supply and unreliable nodes

Sommer, J., Berkhout, J., Daduna, H. & Heidergott, B., 1 Oct 2017, In : Queueing Systems. 87, 1-2, p. 181-207 27 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Repair
Servers
Complex networks
Throughput
Node

Activities 2005 2005

1st International Seminar on Railway Operations Modeling and Analysis

Heidergott, B. F. (Organiser)
8 Jun 2005

Activity: Participating in or organising an eventConferenceAcademic

Prizes

Best Lecturer Award

B.F. Heidergott (Recipient), 2009

Prize: Prize / AwardAcademic

honors and awards