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  • Bernd Heidergott

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

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

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

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

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

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

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

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

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

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

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

File

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

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

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

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

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

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

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

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

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

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

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 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

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

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

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

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

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

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

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

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 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

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