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Publication Year

  • 2019
  • 2016
  • 2015
  • 2012
  • 2010

Author

  • Bernd Heidergott
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
34 Downloads (Pure)

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
116 Downloads (Pure)

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
28 Downloads (Pure)
Conference contribution

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

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

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

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

Article

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

Analysis of Markov influence graphs

Berkhout, J. & Heidergott, B. F., May 2019, In : Operations Research. 67, 3, p. 892-904 13 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
12 Downloads (Pure)

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
191 Downloads (Pure)

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

A Taylor series approach to the numerical analysis of the M/D/1/N queue

Abbas, K., Heidergott, B. & Aissani, D., 1 Jan 2010, In : Procedia Computer Science. 1, 1, p. 1553-1560 8 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

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

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, p. 1-20 20 p., 1940012.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
14 Downloads (Pure)

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
136 Downloads (Pure)

Naïve learning in social networks with random communication

Huang, J. P., Heidergott, B. & Lindner, I., Jul 2019, In : Social Networks. 58, p. 1-11 11 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
10 Downloads (Pure)

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

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 JournalArticleAcademicpeer-review

Open Access

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
100 Downloads (Pure)

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 33 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

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
131 Downloads (Pure)