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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

Data-Driven Fitting of the M/G/1 Queue

Dieleman, N., Heidergott, B. & Peng, Y., 31 Oct 2019, 2019 16th International Conference on Service Systems and Service Management, ICSSSM 2019. Institute of Electrical and Electronics Engineers Inc., 8887609. (2019 16th International Conference on Service Systems and Service Management, ICSSSM 2019).

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

Waiting time
Queue
Estimator

From Data to Stochastic Modeling and Decision Making: What Can We Do Better?

Berkhout, J., Heidergott, B., Lam, H. & Peng, Y., 1 Dec 2019, In : Asia-Pacific Journal of Operational Research. 36, 6, 1940012.

Research output: Contribution to JournalArticleAcademicpeer-review

Stochastic modeling
Decision making
Uncertainty
Operations research
Paradigm shift

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

Optimizing routes with service time window constraints

Hoogeboom, M., 2019, 189 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

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
2018

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

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: Contribution to JournalArticleAcademicpeer-review

Ranking
Damping
Markov processes
Vertex of a graph
Projector
2017

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: Contribution to JournalArticleAcademicpeer-review

Open Access
Jackson Networks
Repair
Servers
Queue Length
Complex networks
2015

A Critical Account of Perturbation Analysis of Markovian Systems

Abbas, K., Berkhout, J. & Heidergott, B. F., 2015, Amsterdam: Faculty of Economics and Business Administration, 28 p. (Research Memorandum; no. 2015-3).

Research output: Working paperProfessional

File

A genetic algorithm for finding good balanced sequences in a customer assignment problem with no state information

Hordijk, W., Hordijk, A. & Heidergott, B. F., 2015, In : Asia-Pacific Journal of Operational Research. 32, 3, 20 p., 6.

Research output: Contribution to JournalArticleAcademicpeer-review

Assignment problem
Genetic algorithm
Optimization problem
Multi-objective optimization
Assignment

A smoothed perturbation analysis for Parisian options

Leahu, H., Heidergott, B. F. & Volk-Makarewicz, W., 2015, In : IEEE Transactions on Automatic Control. 60, 2, p. 469-474

Research output: Contribution to JournalArticleAcademicpeer-review

Efficient Algorithm for Computing the Ergodic Projector of Markov Multi-chains

Berkhout, J. & Heidergott, B. F., 2015, In : Procedia Computer Science. 51, p. 1818-1827

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Electric network analysis
Markov processes

Sensitivity analysis of ranked data: from order statistics to quantiles

Heidergott, B. F. & Volk-Makarewicz, W., 2015, In : Discrete Event Dynamic Systems. 25, 4, p. 453-595

Research output: Contribution to JournalArticleAcademicpeer-review

Quantile
Order Statistics
Sensitivity analysis
Sensitivity Analysis
Statistics

The jump start power method: A new approach for computing the ergodic

Berkhout, J. & Heidergott, B. F., 2015, Amsterdam, Vrije Universiteit: Faculty of Economics and Business Administration, 29 p. (Research Memorandum; no. 2015-10).

Research output: Working paperProfessional

File
2014

Advances in Derivative Estimation: Ranked Data, Quantiles, and Options

Volk-Makarewicz, W. M., 2014, Amsterdam: Amsterdam Business Research Institute. 255 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

A Series Expansion Approach to Risk Analysis of an Inventory System with Sourcing

Berkhout, J. & Heidergott, B. F., 2014, 12th International Workshop on Discrete Event Systems. Cachan, France: IFAC, p. 510-515

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

Inventory Systems
Risk Analysis
Series Expansion
Markov Chain Model
Transient State

Jackson Networks with Infinite Supply and Unreliable Nodes

Sommer, J., Daduna, H. & Heidergott, B. F., 2014, Hamburg: Department of Mathematics, University of Hamburg, 31 p. (Tech. Rep.; no. 2014-03).

Research output: Working paperProfessional

File
File

Non-Parametric Sensitivity Analysis of the Finite M/M/1 Queue Discrete Event Systems

Heidergott, B. F., Aissani, D. & Hamoudi, Z., 2014, 12th International Workshop on Discrete Event Systems. Cachan, France: IFAC, p. 498-503

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

M/M/1 Queue
Discrete Event Systems
Sensitivity Analysis
Queue
Finite Capacity
2013

A functional approximation for the M/G/1/N queue

Abbas, K., Heidergott, B. F. & Aissani, D., 2013, In : Discrete Event Dynamic Systems. 23, 1, p. 93-104

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Taylor series
Queue
Approximation
Error term
Numerical Examples

A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles

Heidergott, B. F. & Volk-Makarewicz, W. M., 2013, Amsterdam: Tinbergen Institute, 38 p. (TI Discussion Paper; no. 13-082/III).

Research output: Working paperProfessional

An exotic algebra for the analysis of railway systems

Heidergott, B. F., 2013, In : Sector, Periodiek van de studievereniging Kraket. 1, p. 29-34 6 p.

Research output: Contribution to JournalArticlePopular

A Smoothed Perturbation Analysis Approach to Parisian Options

Heidergott, B. F., Leahu, H. & Volk-Makarewicz, W. M., 2013, Amsterdam: Faculty of Economics and Business Administration, 14 p. (Research Memorandum; no. 2013-36).

Research output: Working paperProfessional

File

Perturbation analysis of waiting times in the G/G/1 queue

Leahu, H., Heidergott, B. F. & Hordijk, A., 2013, In : Discrete Event Dynamic Systems. 23, 3, p. 277-305

Research output: Contribution to JournalArticleAcademicpeer-review

Perturbation Analysis
Stationary Distribution
Waiting Time
Queue
Lipschitz

The Taylor series expansion for performance functions of queues: Sensitivity analysis

Ouazine, S., Abbas, K. & Heidergott, B. F., 2013, In : Lecture Notes in Computer Science. 7984, p. 1-11 11 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Taylor Series Expansion
Taylor series
Sensitivity analysis
Sensitivity Analysis
Queue
2012

Optimal balanced control for call centers

Bhulai, S., Yuan, T., Heidergott, B. F. & van der Laan, D. A., 2012, In : Annals of Operations Research. 201, 1, p. 39-62

Research output: Contribution to JournalArticleAcademicpeer-review

Call centres
Mixed strategy
Control strategy
Optimal control
Assignment

Sensitivity Analysis of Quantiles

Volk-Makarewicz, W. M. & Heidergott, B. F., 2012, In : AEnorm. 2012, p. 26-31

Research output: Contribution to JournalArticleProfessional

2011

A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems

Goverde, R., Heidergott, B. F. & Merlet, G., 2011, In : European Journal of Operational Research. 210, 2, p. 249-257 8 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Lyapunov Exponent
Linear systems
Linear Systems
Sampling
Perfect Sampling

A Taylor series expansion approach to the functional approximation of finite queues

Abbas, K., Heidergott, B. F. & Aissani, D., 2011, VU University Amsterdam: Faculty of Economics and Business Administration, 26 p. (Research Memorandum; no. 2011-49).

Research output: Working paperProfessional

File
2010

An approximation approach for the deviation matrix of continuous-time Markov processes with application to Markov decision theory

Heidergott, B. F., Hordijk, A. & Leder, N., 2010, In : Operations Research. 58, p. 918-932 13 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
Decision theory
Markov processes
Approximation algorithms
Access control
Markov process

A perturbation analysis approach to phantom estimators for waiting times in the G/G/1 queue.

Heidergott, B. F., Farenhorst - Yuan, T. & Vazquez-Abad, F., 2010, In : Discrete Event Dynamic Systems. 20, 2, p. 249-273 24 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Perturbation Analysis
Phantom
Waiting Time
Queue
Estimator

Efficient Simulation Algorithms for Optimization of Discrete Event Systems Based on Measure-Valued Differentiation

Farenhorst-Yuan, T., 2010

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File

Gradient estimation for discrete-event systems by measure-valued differentiation

Heidergott, B. F., Vazquez-Abad, F., Pflug, G. & Farenhorst - Yuan, T., 2010, In : ACM Transactions on Modeling and Computer Simulation. 20, 1, p. 5.1-5.28 28 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Gradient Estimation
Discrete Event Systems
Discrete event simulation
Derivatives
Estimator

Gradient estimation for multicomponent maintenance systems with age-replacement policy

Heidergott, B. F. & Farenhorst - Yuan, T., 2010, In : Operations Research. 58, p. 706-718

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
Replacement
System maintenance
Gradient
Age groups

Gradient estimation for quantiles of stationary waiting times

Heidergott, B. F. & Volk-Makarewicz, W. M., 2010, Proccedings of the International Workshop on DES (WODES’ 10). Raisch, J., Giua, A., Lafortune, S. & Moor, T. (eds.). Berlin: IFAC Publication, p. 251-256

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

Markov Chains

Heidergott, B. F. & Frigessi, A., 2010, StatProb. The Encyclopedia sponsored by Statistics and Probability Societies. Website: StatProb, 6 p. (StatProb. The Encyclopedia sponsored by Statistics and Probability Societies).

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Optimal balanced control for call centers

Bhulai, S., Farenhorst - Yuan, T., Heidergott, B. F. & van der Laan, D. A., 2010, Amsterdam: Tinbergen Instituut (TI), 36 p. (TI Discussion Papers Series; no. 10-013/4).

Research output: Working paperProfessional

File

Series expansions for continuous-time Markov chains

Heidergott, B. F., Hordijk, A. & Leder, N., 2010, In : Operations Research. 58, p. 756-767 21 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
Markov processes
Sensitivity analysis
Markov process
Continuous time
Generator

Weak differentiability of product measures

Heidergott, B. F. & Leahu, H., 2010, In : Mathematics of Operations Research. 35, p. 27-51 24 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
Product Measure
Taylor series
Differentiability
Product rule
Functional analysis