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.

Currently, he is Program Director Econometrics and Operations Research and 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

Last mutation Ancillary Activities: Amsterdam(2010-02-17)

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Research Output 1995 2016

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

Column: Economics and Ethics

Hees, M. J. & Heidergott, B. F. 2016 In : Vuurwerk. 12, 23, p. 1-2

Research output: ProfessionalArticle

Nonergodic Jackson networks with infinite supply–local stabilization and local equilibrium analysis

Sommer, J., Daduna, H. & Heidergott, B. F. 2016 In : Journal of Applied Probability. 53, 4, p. 1125-1142

Research output: Scientific - peer-reviewArticle

Perturbation analysis of inhomogeneuous finite Markov chains

Heidergott, B. F., Leahu, H., Loepker, A. & Pflug, G. 2016 In : Advances in Applied Probability. 48, 1, p. 255-273

Research output: Scientific - peer-reviewArticle