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
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Network
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Research Output 1995 2018
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: Scientific › 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: Scientific - peer-review › Article
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: Scientific - peer-review › Article
A Critical Account of perturbation analysis of Markov chains
Abbas, K., Berkhout, J. & Heidergott, B. F. 2016 In : Markov Processes and Related Fields. 22, 2, p. 227-266Research output: Scientific - peer-review › Article
A measure-valued differentiation approach to sensitivities of quantiles
Heidergott, B. F. & Volk-Makarewicz, W. 2016 In : Mathematics of Operations Research. 41, 1, p. 293-317Research output: Scientific - peer-review › Article