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  • 2017
  • 2015
  • 2014
  • 2010

Author

  • Bernd Heidergott

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)

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

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

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 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 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

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
136 Downloads (Pure)

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

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
11 Downloads (Pure)

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

File
107 Downloads (Pure)

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

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
117 Downloads (Pure)

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
102 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)

Towards a statistical system analysis

Heidergott, B., 1 Jan 2014, p. 16-17. 2 p.

Research output: Contribution to ConferencePaperAcademic

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)