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Home | People | Bernd Heidergott

Bernd Heidergott

Research Fellow

Vrije Universiteit Amsterdam
Research field
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.

Goverde, R., Heidergott, B. and Merlet, G. (2011). A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems European Journal of Operational Research, 210(2):249--257.

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., Vazquez-Abad, F. and Volk Makarewicz, W.M. (2008). Sensitivity Estimation for Gaussian Systems European Journal of Operational Research, 187:193--207.

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

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

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

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