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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

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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.

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Markov processes Engineering & Materials Science
Markov chain Mathematics
Derivatives Engineering & Materials Science
Queue Mathematics
Taylor series Engineering & Materials Science
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 2019

Analysis of Markov influence graphs

Berkhout, J. & Heidergott, B. F., 1 Jan 2019, In : Operations Research. 67, 3, p. 892-904 13 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Markov processes
Decomposition
Cluster analysis
World Wide Web
Algebra

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

Optimizing outpatient Department Staffing Level using Multi-Fidelity Models

Pang, B., Xie, X., Heidergott, B. & Peng, Y., 19 Sep 2019, 2019 IEEE 15th International Conference on Automation Science and Engineering, CASE 2019 - Proceedings. IEEE Computer Society, p. 715-720 6 p. 8842984. (IEEE International Conference on Automation Science and Engineering; vol. 2019-August).

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Planning

Robustness analysis of generalized Jackson network

Berkhout, J., Heidergott, B., Sommer, J. & Daduna, H., 1 Jan 2019, In : Computational Management Science.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Risk analysis
Large scale systems
Robustness analysis
Queuing networks
Model risk

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

Berkhout, J. & Heidergott, B. F., Mar 2019, In : Journal of Scientific Computing. 78, 3, p. 1691-1723

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Power Method
Projector
Markov processes
Markov chain
Numerical methods

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