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  • Bernd Heidergott
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 JournalArticle

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

Dynamic Sampling Procedure for Decomposable Random Networks

Li, H., Peng, Y., Xu, X., Chen, C. H. & Heidergott, B. F., Dec 2019, 2019 Winter Simulation Conference (WSC 2019). Institute of Electrical and Electronics Engineers Inc., p. 3752-3763 12 p. 9004795. (Proceedings - Winter Simulation Conference; vol. 2019-December).

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

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

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

Research output: Contribution to JournalArticle

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 JournalArticle

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

Robustness analysis of generalized Jackson network

Berkhout, J., Heidergott, B., Sommer, J. & Daduna, H., 1 Jan 2019, In : Computational Management Science. 16, 4, p. 697-714 18 p.

Research output: Contribution to JournalArticle

Open Access
Open Access
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 JournalArticle

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 JournalArticle

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 JournalArticle

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 JournalArticle

Open Access
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: Contribution to JournalArticle

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 JournalArticle

Column: Economics and Ethics

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

Research output: Contribution to JournalArticle

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 JournalArticle

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 JournalArticle

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 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 JournalArticle

Open Access

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 JournalArticle

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

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

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

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 JournalArticle

Sensitivity Analysis of Quantiles

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

Research output: Contribution to JournalArticle

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 JournalArticle

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 JournalArticle

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 JournalArticle

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 JournalArticle

Open Access
File

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 JournalArticle

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 JournalArticle

Open Access
File