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  • 2019
  • 2018
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  • 2012
  • 2011

Author

  • Bernd Heidergott
2011

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 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
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 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

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

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 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 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

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

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

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
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 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

Column: Economics and Ethics

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

Research output: Contribution to JournalArticleProfessional

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

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

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 JournalArticleAcademicpeer-review

Open Access
File

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 JournalArticleAcademicpeer-review

Open Access
File

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., Mar 2018, In : Discrete Event Dynamic Systems. 28, 1, p. 3-33 31 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
2019

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

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

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
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

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 JournalArticleAcademicpeer-review

Open Access

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