Bernd Heidergott

According to our database, Bernd Heidergott authored at least 64 papers between 1991 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Perturbation and Inverse Problems of Stochastic Matrices.

Joost Berkhout, Bernd Heidergott, Paul Van Dooren

SIAM J. Matrix Anal. Appl., March, 2024

A First-Order Gradient Approach for the Connectivity Analysis of Weighted Graphs.

Christian P. C. Franssen, Alessandro Zocca, Bernd F. Heidergott

CoRR, 2024

2023

A neural network approach to performance analysis of tandem lines: The value of analytical knowledge.

N. A. Dieleman, Joost Berkhout, Bernd Heidergott

Comput. Oper. Res., April, 2023

2022

A New Likelihood Ratio Method for Training Artificial Neural Networks.

Yijie Peng, Li Xiao, Bernd Heidergott, L. Jeff Hong, Henry Lam

INFORMS J. Comput., 2022

Assessing the impact of jumps in an option pricing model: A gradient estimation approach.

Warren Volk-Makarewicz, Svetlana Borovkova, Bernd Heidergott

Eur. J. Oper. Res., 2022

Analysis of Measure-Valued Derivatives in a Reinforcement Learning Actor-Critic Framework.

Kim van den Houten, Emile van Krieken, Bernd Heidergott

Proceedings of the Winter Simulation Conference, 2022

2021

Statistical Taylor series expansion: An approach for epistemic uncertainty propagation in Markov reliability models.

Katia Bachi, Karim Abbas, Bernd Heidergott

RAIRO Oper. Res., 2021

2020

Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling.

Yijie Peng, Michael C. Fu, Bernd Heidergott, Henry Lam

Oper. Res., 2020

Differentiation via Logarithmic Expansions.

Michael C. Fu, Bernd Heidergott, Haralambie Leahu, Felisa J. Vázquez-Abad

Asia Pac. J. Oper. Res., 2020

2019

Naïve learning in social networks with random communication.

Jia-Ping Huang, Bernd Heidergott, Ines Lindner

Soc. Networks, 2019

The Jump Start Power Method: A New Approach for Computing the Ergodic Projector of a Finite Markov Chain.

Joost Berkhout, Bernd Heidergott

J. Sci. Comput., 2019

Analysis of Markov Influence Graphs.

Joost Berkhout, Bernd Heidergott

Oper. Res., 2019

Robustness analysis of generalized Jackson network.

Joost Berkhout, Bernd Heidergott, Jennifer Sommer, Hans Daduna

Comput. Manag. Sci., 2019

From Data to Stochastic Modeling and Decision Making: What Can We Do Better?

Joost Berkhout, Bernd Heidergott, Henry Lam, Yijie Peng

Asia Pac. J. Oper. Res., 2019

Dynamic Sampling Procedure for Decomposable Random Networks.

Haidong Li, Yijie Peng, Xiaoyun Xu, Chun-Hung Chen, Bernd Heidergott

Proceedings of the 2019 Winter Simulation Conference, 2019

optimizing outpatient Department Staffing Level using Multi-Fidelity Models.

Bowen Pang, Xiaolei Xie, Bernd Heidergott, Yijie Peng

Proceedings of the 15th IEEE International Conference on Automation Science and Engineering, 2019

2018

A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters.

Yijie Peng, Michael C. Fu, Jian-Qiang Hu, Bernd Heidergott

Oper. Res., 2018

Ranking nodes in general networks: a Markov multi-chain approach.

Joost Berkhout, Bernd Heidergott

Discret. Event Dyn. Syst., 2018

2017

Analysis of Jackson networks with infinite supply and unreliable nodes.

Jennifer Sommer, Joost Berkhout, Hans Daduna, Bernd Heidergott

Queueing Syst. Theory Appl., 2017

2016

A Measure-Valued Differentiation Approach to Sensitivities of Quantiles.

Bernd Heidergott, Warren Volk-Makarewicz

Math. Oper. Res., 2016

Nonergodic Jackson networks with infinite supply-local stabilization and local equilibrium analysis.

Jennifer Sommer, Hans Daduna, Bernd Heidergott

J. Appl. Probab., 2016

2015

A Smoothed Perturbation Analysis of Parisian Options.

Bernd Heidergott, Haralambie Leahu, Warren M. Volk-Makarewicz

IEEE Trans. Autom. Control., 2015

Sensitivity analysis of ranked data: from order statistics to quantiles.

Warren Volk-Makarewicz, Bernd Heidergott

Discret. Event Dyn. Syst., 2015

A Genetic Algorithm for Finding Good Balanced Sequences in a Customer Assignment Problem with no State Information.

Wim Hordijk, Arie Hordijk, Bernd Heidergott

Asia Pac. J. Oper. Res., 2015

Efficient Algorithm for Computing the Ergodic Projector of Markov Multi-chains.

Joost Berkhout, Bernd Heidergott

Proceedings of the International Conference on Computational Science, 2015

2014

Non-Parametric Sensitivity Analysis of the Finite M/M/1 Queue.

Bernd Heidergott, Djamil Aïssani, Zina Hamoudi

Proceedings of the 12th International Workshop on Discrete Event Systems, 2014

A Series Expansion Approach to Risk Analysis of an Inventory System with Sourcing.

Joost Berkhout, Bernd Heidergott

Proceedings of the 12th International Workshop on Discrete Event Systems, 2014

Towards a Statistical System Analysis.

Bernd Heidergott

Proceedings of the 8th International Workshop on Verification and Evaluation of Computer and Communication Systems, 2014

2013

Perturbation analysis of waiting times in the G/G/1 queue.

Haralambie Leahu, Bernd Heidergott, Arie Hordijk

Discret. Event Dyn. Syst., 2013

A functional approximation for the M/G/1/N queue.

Karim Abbas, Bernd Heidergott, Djamil Aïssani

Discret. Event Dyn. Syst., 2013

The Taylor Series Expansions for Performance Functions of Queues: Sensitivity Analysis.

Sofiane Ouazine, Karim Abbas, Bernd Heidergott

Proceedings of the Analytical and Stochastic Modelling Techniques and Applications, 2013

2012

Optimal balanced control for call centers.

Sandjai Bhulai, Taoying Farenhorst-Yuan, Bernd Heidergott, Dinard van der Laan

Ann. Oper. Res., 2012

2011

Markov Chains.

Arnoldo Frigessi, Bernd Heidergott

Proceedings of the International Encyclopedia of Statistical Science, 2011

A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems.

Rob M. P. Goverde, Bernd Heidergott, Glenn Merlet

Eur. J. Oper. Res., 2011

2010

Gradient estimation for discrete-event systems by measure-valued differentiation.

Bernd Heidergott, Felisa J. Vázquez-Abad, Georg Ch. Pflug, Taoying Farenhorst-Yuan

ACM Trans. Model. Comput. Simul., 2010

A Taylor series approach to the numerical analysis of the M/D/1/N queue.

Karim Abbas, Bernd Heidergott, Djamil Aïssani

Proceedings of the International Conference on Computational Science, 2010

Weak Differentiability of Product Measures.

Bernd Heidergott, Haralambie Leahu

Math. Oper. Res., 2010

An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory.

Nicole Leder, Bernd Heidergott, Arie Hordijk

Oper. Res., 2010

Series Expansions for Continuous-Time Markov Processes.

Bernd Heidergott, Arie Hordijk, Nicole Leder

Oper. Res., 2010

Gradient Estimation for Multicomponent Maintenance Systems with Age-Replacement Policy.

Bernd Heidergott, Taoying Farenhorst-Yuan

Oper. Res., 2010

A Perturbation Analysis Approach to Phantom Estimators for Waiting Times in the G/G/1 Queue.

Bernd Heidergott, Taoying Farenhorst-Yuan, Felisa J. Vázquez-Abad

Discret. Event Dyn. Syst., 2010

Gradient estimation for quantiles of stationary waiting times.

Bernd Heidergott, Warren Volk-Makarewicz, Felisa J. Vázquez-Abad

Proceedings of the 10th International Workshop on Discrete Event Systems, 2010

2009

Gradient estimation for a class of systems with bulk services: A problem in public transportation.

Bernd Heidergott, Felisa J. Vázquez-Abad

ACM Trans. Model. Comput. Simul., 2009

Strong bounds on perturbations.

Bernd Heidergott, Arie Hordijk, Haralambie Leahu

Math. Methods Oper. Res., 2009

Quantile Sensitivity Estimation.

Bernd Heidergott, Warren Volk-Makarewicz

Proceedings of the Network Control and Optimization, Third Euro-NF Conference, 2009

2008

Sensitivity estimation for Gaussian systems.

Bernd Heidergott, Felisa J. Vázquez-Abad, Warren Volk-Makarewicz

Eur. J. Oper. Res., 2008

2007

A Note on Gradient Estimation for Maintenance Systems.

Bernd Heidergott, Taoying Yuan

IEEE Trans. Autom. Control., 2007

Complexity reduction in MPC for stochastic max-plus-linear discrete event systems by variability expansion.

Ton J. J. van den Boom, Bernd Heidergott

Autom., 2007

2006

Measure-Valued Differentiation for Stationary Markov Chains.

Bernd Heidergott, Arie Hordijk, Heinz Weisshaupt

Math. Oper. Res., 2006

2005

Series Expansions of Generalized Matrix Products.

Haralambie Leahu, Bernd Heidergott

Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

2004

Single-run gradient estimation via measure-valued differentiation.

Bernd Heidergott, Arie Hordijk

IEEE Trans. Autom. Control., 2004

2003

A probabilistic (max, +) approach for determining railway infrastructure capacity.

A. F. de Kort, Bernd Heidergott, Hayriye Ayhan

Eur. J. Oper. Res., 2003

A Paradigm for Derivatives of Positive Systems.

Bernd Heidergott

Proceedings of the Positive Systems, 2003

2002

A note on the relation between weak derivatives and perturbation realization.

Bernd Heidergott, Xi-Ren Cao

IEEE Trans. Autom. Control., 2002

Complexity reduction in MPC for stochastic max-plus-linear systems by variability expansion.

Ton J. J. van den Boom, Bart De Schutter, Bernd Heidergott

Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2001

A Differential Calculus for Random Matrices with Applications to (max, +)-Linear Stochastic Systems.

Bernd Heidergott

Math. Oper. Res., 2001

Towards a (Max, +) Control Theory for Public Transportation Networks.

Bernd Heidergott, R. de Vries

Discret. Event Dyn. Syst., 2001

2000

A characterisation of (max-linear queueing systems.

Bernd Heidergott

Queueing Syst. Theory Appl., 2000

Analysing sojourn times in queueing networks: A structural approach.

Bernd Heidergott

Math. Methods Oper. Res., 2000

Customer-Oriented Finite Perturbation Analysis for Queueing Networks.

Bernd Heidergott

Discret. Event Dyn. Syst., 2000

1999

Infinitesimal perturbation analysis for queueing networks with general service time distributions.

Bernd Heidergott

Queueing Syst. Theory Appl., 1999

Optimisation of a single-component maintenance system: A smoothed perturbation analysis approach.

Bernd Heidergott

Eur. J. Oper. Res., 1999

1996

Pfadanalyse stochastischer Netzwerke.

Bernd Heidergott

PhD thesis, 1996

1991

Sensitivitätsanalyse eines Fertigungssystems mit Hilfe der infinitesimalen Pertubationsanalyse (IPA).

Bernd Heidergott

Proceedings of the 7. Symposium Simulationstechnik: Fortschritte in der Simulationstechnik, 1991