Bernd Heidergott — Vrije Universiteit Amsterdam

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

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Research Output 1995 2018

54 Article
16 Conference contribution
12 Working paper
4 PhD Thesis - Research VU, graduation VU
3 More
- 2 Book
- 1 Chapter

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 › Academic › peer-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 Journal › Article › Academic › peer-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 paper › Academic