Bernd Heidergott is professor of Stochastic Optimization at the department of Econometrics and Operations Research of the Vrije Universiteit Amsterdam. He is working at the VU since 2002. Before that he worked at the TU Eindhoven, at EURANDOM, at DIAM, and at the Erasmus University Rotterdam. He obtained his PhD in 1996 at the University of Hamburg, Germany.
Currently, he is Program Director Econometrics and Operations Research and Board Member of Amsterdam Business Research Institute.
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