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
- 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 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.
- 2 Similar Profiles
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 Journal › Article › Academic › peer-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 Journal › Article › Academic › peer-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., Mar 2019, In : Journal of Scientific Computing. 78, 3, p. 1691-1723Research output: Contribution to Journal › Article › Academic › peer-review
Open Access
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 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
Activities 2005 2005
- 1 Conference
1st International Seminar on Railway Operations Modeling and Analysis
B.F. Heidergott (Organiser)8 Jun 2005
Activity: Participating in or organising an event › Conference › Academic
Prizes
honors and awards
Habilitation in Wiskunde aan de Universiteit Hamburg, Duitsland
Bernd Heidergott (Recipient), 2005
Prize › Academic