B. Heidergott

发表

A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles

B. Heidergott, Warren Volk-Makarewicz, 2013 .

OPTION PRICING VIA MONTE CARLO SIMULATION

B. Heidergott, 2001, Probability in the Engineering and Informational Sciences.

A note on the relation between weak derivatives and perturbation realization

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

A Critical Account of Perturbation Analysis of Markov Chains

B. Heidergott, Karim Abbas, J. Berkhout, 2016, 1609.04138.

Sensitivity Analysis of Quantiles

B. Heidergott, Warren Volk-Makarewicz, 2012 .

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

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

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

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

Max-plus linear stochastic systems and perturbation analysis

B. Heidergott, 2006 .

Measure valued differentiation for stochastic processes : the finite horizon case

F. Vázquez-Abad, B. Heidergott, 2000 .

Differentiation via Logarithmic Expansions

M. Fu, F. Vázquez-Abad, B. Heidergott, 2016, Asia Pac. J. Oper. Res..

Measure-Valued Differentiation for Markov Chains

F. Vázquez-Abad, B. Heidergott, 2008 .

SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS

A. Hordijk, B. Heidergott, M. V. Uitert, 2007, Probability in the Engineering and Informational Sciences.

Data-Driven Fitting of the G/G/1 Queue

Yijie Peng, B. Heidergott, Nanne Dieleman, 2019, Journal of Systems Science and Systems Engineering.

Perturbation analysis of inhomogeneous finite Markov chains

G. Pflug, B. Heidergott, H. Leahu, 2016, Advances in Applied Probability.

Taylor series expansions for stationary Markov chains

A. Hordijk, B. Heidergott, 2003, Advances in Applied Probability.

Measure valued differentiation for random horizon problems

F. Vázquez-Abad, B. Heidergott, 2006 .

Perturbation Analysis of Inhomogeneous Markov Processes

G. Pflug, B. Heidergott, H. Leahu, 2012 .

A Taylor series expansion approach to the functional approximation of finite queues

B. Heidergott, Karim Abbas, D. Aïssani, 2011 .

Weak Differentiation and Gradient Estimation for Discrete Event Driven Processes

F. Vázquez-Abad, B. Heidergott, 2000 .

Infinitestimal Perturbation Analysis for discrete event systems with discrete lifetime distributions

B. Heidergott, 1994 .

Robust power series algorithm for epistemic uncertainty propagation in Markov chain models

B. Heidergott, Karim Abbas, Katia Bachi, 2020, Stochastic Models.

A Critical Account of Perturbation Analysis of Markovian Systems

B. Heidergott, Karim Abbas, J. Berkhout, 2015 .

Series Expansions of Generalized Matrix Products

B. Heidergott, H. Leahu, Haralambie Leahu, 2005, Proceedings of the 44th IEEE Conference on Decision and Control.

Expansions of Generalized Matrix Products

B. Heidergott, H. Leahu, 2005 .

Analysis of Markov In fl uence Graphs

B. Heidergott, J. Berkhout, 2019 .

Robustness analysis of generalized Jackson network

Sandra Paterlini, Massimiliano Caporin, Giovanni Bonaccolto, 2019, Computational Management Science.

A fast approximation algorithm for the Lyapunov exponent of stochastic max-plus systems

B. Heidergott, R. Goverde, G. Merlet, 2008, 2008 9th International Workshop on Discrete Event Systems.

Proceedings of the 8th International Workshop On Discrete Event Systems

Arie Hordijk, Bernd Heidergott, Haralambie Leahu, 2006 .

Gradient estimation for smooth stopping criteria

B. Heidergott, Yijie Peng, 2022, Advances in Applied Probability.

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

B. Heidergott, Karim Abbas, D. Aïssani, 2013, Discret. Event Dyn. Syst..

Sensitivity analysis of ranked data: from order statistics to quantiles

B. Heidergott, Warren Volk-Makarewicz, 2014, Discrete Event Dynamic Systems.

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

B. Heidergott, J. Berkhout, 2017, Discrete Event Dynamic Systems.

Wisdom of Crowds in Social Networks with Structural Shocks Working Paper April 2015

B. Heidergott, Ines Lindner, Jia Huang, 2015 .

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

A. Hordijk, B. Heidergott, H. Leahu, 2012, Discrete Event Dynamic Systems.

Bounds On Perturbation For DES

A. Hordijk, B. Heidergott, H. Leahu, 2006, 2006 8th International Workshop on Discrete Event Systems.

Analysis of Jackson networks with infinite supply and unreliable nodes

B. Heidergott, J. Berkhout, H. Daduna, 2017, Queueing Systems.

Measure-valued differentiation for the cycle cost performance in the G/G/1 queue in the presence of heavy-tailed distributions

A. Hordijk, B. Heidergott, 2009 .

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

B. Heidergott, J. Berkhout, 2018, Journal of Scientific Computing.

An ergodic theorem for stochastic max-plus linear systems

G. Olsder, B. Heidergott, J. Woude, 2004 .

2 Markov Chains and Measure-Valued Differentiation 2 . 1 Basic Notations and Definitions

B. Heidergott, 2006 .

A New Likelihood Ratio Method for Training Artificial Neural Networks

B. Heidergott, H. Lam, Yijie Peng, 2021, INFORMS J. Comput..

Customer-Oriented Finite Perturbation Analysis for Queueing Networks

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

Sensitivity analysis of a manufacturing workstation using perturbation analysis techniques

Bernd Heidergott, B. Heidergott, 1995 .

Series Expansions for Continuous-Time Markov Processes

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

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..

Markov Chains

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

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 .

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..

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 .

Efficient learning for decomposing and optimizing random networks

Yijie Peng, B. Heidergott, C.-H. Chen, 2022, Fundamental Research.

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

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

Robustness analysis of generalized Jackson network

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

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

B. De Schutter, T.J.J. van den Boom, B. Schutter, 2002, Proceedings of the 41st IEEE Conference on Decision and Control, 2002..

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

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

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 Smoothed Perturbation Analysis Approach to Parisian Options

B. Heidergott, Warren Volk-Makarewicz, H. Leahu, 2013 .

Max Plus at Work-Modelling and Analysis of Synchronized Systems

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

Quantile Sensitivity Estimation

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

Naïve Learning in Social Networks with Random Communication

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

Sensitivity estimation for Gaussian systems

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

Analysis of Markov Influence Graphs

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

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..

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

Emile van Krieken, B. Heidergott, Kim van den Houten, 2022, 2022 Winter Simulation Conference (WSC).

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

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

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

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

Stochastic Gradient Estimation for Artificial Neural Networks

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

Sensitivity analysis of ranked data: from order statistics to quantiles

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