Research output per year
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.
From 2013 to 2018 be served as Program Director Econometrics and Operations Research.
Currently, he is Board Member of Amsterdam Business Research Institute.
Research
His research interests are:
- Simulation based stochastic optimization
- Stochastic gradient based algorithms
- Model and parameter inscecurity
- Social network analysis
- Differentiation theory of stochastic models
- Max-plus algebra
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Fingerprint
Dive into the research topics where Bernd Heidergott is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
Assessing the impact of jumps in an option pricing model: A gradient estimation approach
Volk-Makarewicz, W., Borovkova, S. & Heidergott, B., 2021, (Accepted/In press) In: European Journal of Operational Research.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Statistical Taylor series expansion: An approach for epistemic uncertainty propagation in Markov reliability models
Bachi, K., Abbas, K. & Heidergott, B., 2021, In: RAIRO - Operations Research. 55, p. S593-S624Research output: Contribution to Journal › Article › Academic › peer-review
-
Differentiation via Logarithmic Expansions
Fu, M. C., Heidergott, B., Leahu, H. & Vázquez-Abad, F. J., 1 Feb 2020, In: Asia-Pacific Journal of Operational Research. 37, 1, p. 1-5 5 p., 1950034.Research output: Contribution to Journal › Article › Academic › peer-review
Open AccessFile16 Downloads (Pure) -
Maximum likelihood estimation by monte carlo simulation: Toward data-driven stochastic modeling
Peng, Y., Fu, M. C., Heidergott, B. & Lam, H., Dec 2020, In: Operations Research. 68, 6, p. 1896-1912 17 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open AccessFile122 Downloads (Pure) -
Robust power series algorithm for epistemic uncertainty propagation in Markov chain models
Bachi, K., Abbas, K. & Heidergott, B., 2 Jan 2020, In: Stochastic Models. 36, 1, p. 20-47 28 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open AccessFile70 Downloads (Pure)
-
Operations Research (Journal)
Bernd Heidergott (Associate editor)
2020Activity: Peer review and Editorial work › Editorial work › Academic
-
1st International Seminar on Railway Operations Modeling and Analysis
B.F. Heidergott (Organiser)
8 Jun 2005Activity: Participating in or organising an event › Conference › Academic
Prizes
-
-
Habilitation in Wiskunde aan de Universiteit Hamburg, Duitsland
Heidergott, Bernd (Recipient), 2005
Prize › Academic
-