Bernd Heidergott

发表

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

Bernd Heidergott, 1999, Eur. J. Oper. Res..

Chapter Seven. Petri Nets

Geert Jan Olsder, Bernd Heidergott, Jacob van der Woude, 2005 .

Chapter Nine. Delays, Stability Measures, and Results for the Whole Network

Geert Jan Olsder, Bernd Heidergott, Jacob van der Woude, 2005 .

Max Plus at Work-Modelling and Analysis of Synchronized Systems

Geert Jan Olsder, Bernd Heidergott, J. van der Woude, 2006 .

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

Bernd Heidergott, Felisa J. Vázquez-Abad, 2009, TOMC.

A Smoothed Perturbation Analysis of Parisian Options

Warren Volk-Makarewicz, Bernd Heidergott, Haralambie Leahu, 2015, IEEE Transactions on Automatic Control.

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

Bernd Heidergott, Rob M. P. Goverde, Glenn Merlet, 2011, Eur. J. Oper. Res..

Modeling and Analysis of Synchronized Systems: A Course on Max-Plus Algebra and its Applications

Geert Jan Olsder, Bernd Heidergott, Jacob van der Woude, 2006 .

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

Bernd Heidergott, Joost Berkhout, B. Heidergott, 2018, J. Sci. Comput..

Naïve Learning in Social Networks with Random Communication

Bernd Heidergott, Jia Ping Huang, Ines Lindner, 2018, Soc. Networks.

Derivatives of Markov Kernels and Their Jordan Decomposition

Arie Hordijk, Bernd Heidergott, Heinz Weisshaupt, 2003 .

Weak Differentiability of Product Measures

Bernd Heidergott, Haralambie Leahu, 2010, Math. Oper. Res..

Strong bounds on perturbations

Arie Hordijk, Bernd Heidergott, Haralambie Leahu, 2009, Math. Methods Oper. Res..

Markov Chains

Bernd Heidergott, Arnoldo Frigessi, A. Frigessi, 2011, International Encyclopedia of Statistical Science.

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

Bernd Heidergott, B. Heidergott, 2001, Math. Oper. Res..

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

Bernd Heidergott, R. de Vries, 2001, Discret. Event Dyn. Syst..

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

Arie Hordijk, Bernd Heidergott, Haralambie Leahu, 2013, Discret. Event Dyn. Syst..

Variability Expansion for Performance Characteristics of

Bernd Heidergott, 2002 .

List of Symbols

Geert Jan Olsder, Bernd Heidergott, Jacob van der Woude, 2005 .

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

Yijie Peng, Bernd Heidergott, Henry Lam, 2019, Asia Pac. J. Oper. Res..

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

Michael C. Fu, Jian-Qiang Hu, Yijie Peng, 2018, Oper. Res..

Sensitivity estimation for Gaussian systems

Warren Volk-Makarewicz, Bernd Heidergott, Felisa J. Vázquez-Abad, 2008, Eur. J. Oper. Res..

Analysis of Jackson networks with infinite supply and unreliable nodes

Hans Daduna, Bernd Heidergott, Joost Berkhout, 2017, Queueing Syst. Theory Appl..

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

Georg Ch. Pflug, Bernd Heidergott, Felisa J. Vázquez-Abad, 2010, TOMC.

Measure-Valued Differentiation for Stationary Markov Chains

Arie Hordijk, Bernd Heidergott, Heinz Weisshaupt, 2006, Math. Oper. Res..

Weak differentiation of general products of positive random matrices

Bernd Heidergott, Haralambie Leahu, 2005, CDC 2005.

Towards a Statistical System Analysis

Bernd Heidergott, 2014, VECoS.

Efficient Updating of Node Importance in Dynamic Real-Life Networks

Bernd Heidergott, Joost Berkhout, 2018 .

Chapter Eight. The Dutch Railway System Captured in a Max-Plus Model

Geert Jan Olsder, Bernd Heidergott, Jacob van der Woude, 2005 .

Gradient Estimation for Multicomponent Maintenance Systems with Age-Replacement Policy

Bernd Heidergott, Taoying Farenhorst-Yuan, 2010, Oper. Res..

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

Michael C. Fu, Yijie Peng, Bernd Heidergott, 2020, Oper. Res..

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

Bernd Heidergott, Felisa J. Vázquez-Abad, Taoying Farenhorst-Yuan, 2010, Discret. Event Dyn. Syst..

Stochastic Gradient Estimation for Artificial Neural Networks

Li Xiao, Yijie Peng, Bernd Heidergott, 2019, SSRN Electronic Journal.

Operations Research and Information Technology

Bernd Heidergott, Ad Ridder, S. L. van der Ster, 2003 .

Pfadanalyse stochastischer Netzwerke

Bernd Heidergott, 1996 .

A Note on Gradient Estimation for Maintenance Systems

Bernd Heidergott, Taoying Farenhorst-Yuan, 2007, IEEE Transactions on Automatic Control.

A Measure-Valued Differentiation Approach to Sensitivities of Quantiles

Warren Volk-Makarewicz, Bernd Heidergott, 2016, Math. Oper. Res..

Customer-Oriented Finite Perturbation Analysis for Queueing Networks

Bernd Heidergott, B. Heidergott, 2000, Discret. Event Dyn. Syst..

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

Bernd Heidergott, Joost Berkhout, 2018, Discret. Event Dyn. Syst..

Gradient estimation for quantiles of stationary waiting times

Warren Volk-Makarewicz, Bernd Heidergott, Felisa J. Vázquez-Abad, 2010, WODES.

Quantile Sensitivity Estimation

Warren Volk-Makarewicz, Bernd Heidergott, B. Heidergott, 2009, NET-COOP.

Analysis of Markov Influence Graphs

Bernd Heidergott, Joost Berkhout, B. Heidergott, 2019, Oper. Res..

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

Bernd Heidergott, Joost Berkhout, 2015, ICCS.

Robustness analysis of generalized Jackson network

Hans Daduna, Bernd Heidergott, Joost Berkhout, 2019, Computational Management Science.

Infinitesimal perturbation analysis for queueing networks with general service time distributions

Bernd Heidergott, 1999, Queueing Syst. Theory Appl..

Variability expansion for performance characteristics max,+)-linear stochastic systems

Manuel Silva, Bernd Heidergott, A. Giua, 2002 .

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

Djamil Aïssani, Bernd Heidergott, Zina Hamoudi, 2014, WODES.

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

Karim Abbas, Bernd Heidergott, Djamil Aïssani, 2010, ICCS.

Analysing sojourn times in queueing networks: A structural approach

Bernd Heidergott, 2000, Math. Methods Oper. Res..

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

Karim Abbas, Bernd Heidergott, Sofiane Ouazine, 2013, ASMTA.

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

Arie Hordijk, Bernd Heidergott, Wim Hordijk, 2015, Asia Pac. J. Oper. Res..

Sensitivity analysis of a manufacturing workstation using perturbation analysis techniques

Bernd Heidergott, B. Heidergott, 1995 .

A Paradigm for Derivatives of Positive Systems

Bernd Heidergott, 2003, POSTA.

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

Karim Abbas, Djamil Aïssani, Bernd Heidergott, 2013, Discret. Event Dyn. Syst..

Series Expansions for Continuous-Time Markov Processes

Arie Hordijk, Bernd Heidergott, Nicole Leder, 2010, Oper. Res..

Single-run gradient estimation via measure-valued differentiation

Arie Hordijk, Bernd Heidergott, 2004, IEEE Transactions on Automatic Control.

Nonergodic Jackson networks with infinite supply–local stabilization and local equilibrium analysis

Hans Daduna, Bernd Heidergott, Jennifer Sommer, 2016, Journal of Applied Probability.

Proceedings of the 8th International Workshop On Discrete Event Systems

Arie Hordijk, Bernd Heidergott, Haralambie Leahu, 2006 .

A note on the relation between weak derivatives and perturbation realization

Xi-Ren Cao, Bernd Heidergott, Xi-Ren Cao, 2002, IEEE Trans. Autom. Control..

Optimal balanced control for call centers

Sandjai Bhulai, Bernd Heidergott, Dinard van der Laan, 2012, Ann. Oper. Res..

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

Bernd Heidergott, Joost Berkhout, 2014, WODES.

Sensitivity analysis of ranked data: from order statistics to quantiles

Warren Volk-Makarewicz, Bernd Heidergott, B. Heidergott, 2015, Discret. Event Dyn. Syst..

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

Arie Hordijk, Bernd Heidergott, Nicole Leder, 2010, Oper. Res..

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

Hayriye Ayhan, Bernd Heidergott, A. F. de Kort, 2003, Eur. J. Oper. Res..

A characterisation of (max,+)-linear queueing systems

Bernd Heidergott, 2000, Queueing Syst. Theory Appl..

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

Ton J. J. van den Boom, Bernd Heidergott, 2007, Autom..

Max Plus at Work: Modeling and Analysis of Synchronized Systems: A Course on Max-Plus Algebra and Its Applications

Geert Jan Olsder, Bernd Heidergott, Jacob van der Woude, 2005 .

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

Karim Abbas, Bernd Heidergott, Katia Bachi, 2019, RAIRO Oper. Res..

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

Warren Volk-Makarewicz, Bernd Heidergott, Svetlana Borovkova, 2021, European Journal of Operational Research.

Variability expansion for performance characteristics of (max,plus)-linear systems

Bernd Heidergott, B. Heidergott, 2002, Sixth International Workshop on Discrete Event Systems, 2002. Proceedings..

Series Expansions for Finite-State Markov Chains

Arie Hordijk, Bernd Heidergott, Miranda Van Uitert, 2005 .

Differentiability of product measures

Bernd Heidergott, Haralambie Leahu, 2008 .

A weak derivative approach to optimization of threshold parameters in a multicomponent maintenance system

Bernd Heidergott, 2001, Journal of Applied Probability.