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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.


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

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Research Output 1995 2018

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: ScientificWorking paper

Ranking nodes in general networks: a Markov multi-chain approach

Berkhout, J. & Heidergott, B. F. 2018 In : Discrete Event Dynamic Systems. 28, 1, p. 3-33

Research output: Scientific - peer-reviewArticle

Analysis of Jackson networks with infinite supply and unreliable nodes

Sommer, J., Berkhout, J., Daduna, H. & Heidergott, B. 1 Oct 2017 In : Queueing Systems. 87, 1-2, p. 181-207 27 p.

Research output: Scientific - peer-reviewArticle

A Critical Account of perturbation analysis of Markov chains

Abbas, K., Berkhout, J. & Heidergott, B. F. 2016 In : Markov Processes and Related Fields. 22, 2, p. 227-266

Research output: Scientific - peer-reviewArticle

A measure-valued differentiation approach to sensitivities of quantiles

Heidergott, B. F. & Volk-Makarewicz, W. 2016 In : Mathematics of Operations Research. 41, 1, p. 293-317

Research output: Scientific - peer-reviewArticle