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  • 2016
  • 2015
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  • 2010

Author

  • Bernd Heidergott
Article

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

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: Contribution to JournalArticleAcademicpeer-review

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

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: Contribution to JournalArticleAcademicpeer-review

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

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

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

Column: Economics and Ethics

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

Research output: Contribution to JournalArticleProfessional

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

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 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

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: Contribution to JournalArticleAcademicpeer-review

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

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: Contribution to JournalArticleAcademicpeer-review

Sensitivity Analysis of Quantiles

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

Research output: Contribution to JournalArticleProfessional

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

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

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
Chapter

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

Conference contribution

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

Working paper

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 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

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

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