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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.

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

- 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.

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Research Output 1995 2019

Naïve learning in social networks with random communication

Huang, J. P., Heidergott, B. & Lindner, I., 1 Jul 2019, In : Social Networks. 58, p. 1-11 11 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Social Support
social network
Communication
Learning
communication

The Jump Start Power Method: A New Approach for Computing the Ergodic Projector of a Finite Markov Chain

Berkhout, J. & Heidergott, B. F., 2019, (Accepted/In press) In : Journal of Scientific Computing.

Research output: Contribution to JournalArticleAcademicpeer-review

Power Method
Projector
Markov processes
Markov chain
Numerical methods

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

Activities 2005 2005

1st International Seminar on Railway Operations Modeling and Analysis

B.F. Heidergott (Organiser)
8 Jun 2005

Activity: Participating in or organising an eventConferenceAcademic

Prizes

Best Lecturer Award

Bernd Heidergott (Recipient), 2009

PrizeAcademic

honors and awards