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Home | People | Bernd Heidergott
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Bernd Heidergott

Research Fellow

University
Vrije Universiteit Amsterdam
Research field
Econometrics
Interests
Mathematical Methods

List of publications

Peng, Y., Fu, MichaelC., Heidergott, B. and Lam, H. (2020). Maximum likelihood estimation by monte carlo simulation: Toward data-driven stochastic modeling Operations Research, 68(6):1896--1912.

Berkhout, J. and Heidergott, BerndF. (2019). Analysis of Markov influence graphs Operations Research, 67(3):892--904.

Peng, Y., Fu, MichaelC., Hu, J.Q. and Heidergott, B. (2018). A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters Operations Research, 66(2):487--499.

Heidergott, B. and Volk-Makarewicz, W. (2016). A measure-valued differentiation approach to sensitivities of quantiles Mathematics of Operations Research, 41(1):293--317.

Heidergott, B., Hordijk, A. and Leder, N. (2010). An approximation approach for the deviation matrix of continuous-time Markov processes with application to Markov decision theory Operations Research, 58:918--932.

Heidergott, B., Hordijk, A. and Leder, N. (2010). Series expansions for continuous-time Markov chains Operations Research, 58:756--767.

Heidergott, B. and Leahu, H. (2010). Weak differentiability of product measures Mathematics of Operations Research, 35:27--51.

Heidergott, B. and Farenhorst - Yuan, T. (2010). Gradient estimation for multicomponent maintenance systems with age-replacement policy Operations Research, 58:706--718.

Heidergott, B., Hordijk, A. and Weisshaupt, H. (2006). Measure-valued differentiation for stationary Markov chains Mathematics of Operations Research, 31:154--172.

Heidergott, B. (2001). A differential calculus for random matrices with applications to (max,+)-linear stochastic systems Mathematics of Operations Research, 26(4):679--699.