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Home | People | Bernd Heidergott

Bernd Heidergott

Research Fellow

Vrije Universiteit Amsterdam
Research field
Mathematical Methods

List of publications

Yijie Peng and Fu, Michael C. and Hu, Jian Qiang and Bernd Heidergott. 2018. A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters. Operations Research, 66, 487--499, 0030-364X

B.F. Heidergott and W. Volk-Makarewicz. 2016. A measure-valued differentiation approach to sensitivities of quantiles. Mathematics of Operations Research, 41, 293--317, 0364-765X

R. Goverde and B.F. Heidergott and G. Merlet. 2011. A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems. European Journal of Operational Research, 210, 249--257, 0377-2217

B.F. Heidergott and A. Hordijk and N. Leder. 2010. An approximation approach for the deviation matrix of continuous-time Markov processes with application to Markov decision theory. Operations Research, 58, 918--932, 0030-364X

B.F. Heidergott and A. Hordijk and N. Leder. 2010. Series expansions for continuous-time Markov chains. Operations Research, 58, 756--767, 0030-364X

B.F. Heidergott and H. Leahu. 2010. Weak differentiability of product measures. Mathematics of Operations Research, 35, 27--51, 0364-765X

B.F. Heidergott and Farenhorst - Yuan, T.. 2010. Gradient estimation for multicomponent maintenance systems with age-replacement policy. Operations Research, 58, 706--718, 0030-364X

B.F. Heidergott and F. Vazquez-Abad and Volk Makarewicz, W.M.. 2008. Sensitivity Estimation for Gaussian Systems. European Journal of Operational Research, 187, 193--207, 0377-2217

B.F. Heidergott and A. Hordijk and H. Weisshaupt. 2006. Measure-valued differentiation for stationary Markov chains. Mathematics of Operations Research, 31, 154--172, 0364-765X

B.F. Heidergott and de Kort, A. and H. Ayhan. 2003. A probabilistic approach for determining railway infrastructure capacity. European Journal of Operational Research, 148, 644--661, 0377-2217

B.F. Heidergott. 2001. A differential calculus for random matrices with applications to (max,+)-linear stochastic systems. Mathematics of Operations Research, 26, 679--699, 0364-765X

B.F. Heidergott. 1999. Optimization of a single-component maintenance system: a smoothed perturbation analysis approach. European Journal of Operational Research, 181--190, 0377-2217