Research Output per year
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 journal › Article
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 journal › Article
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 paper
Ranking nodes in general networks: a Markov multi-chain approach
Berkhout, J. & Heidergott, B. F. 2018 In : Discrete Event Dynamic Systems. 28, 1, p. 3-33Research output: Contribution to journal › Article
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 journal › Article
Open Access
Repair
Servers
Complex networks
Throughput
Node