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Heidergott, Bernd F.

Author ID: heidergott.bernd-f Recent zbMATH articles by "Heidergott, Bernd F."
Published as: Heidergott, Bernd; Heidergott, B.; Heidergott, Bernd F.
Documents Indexed: 68 Publications since 1991, including 3 Books
Co-Authors: 37 Co-Authors with 53 Joint Publications
960 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

48 Publications have been cited 412 times in 252 Documents Cited by Year
Max plus at work. Modeling and analysis of synchronized systems: a course on max-plus algebra and its applications. Zbl 1130.93003
Heidergott, Bernd; Oldser, Geert Jan; van der Woude, Jacob
106
2006
Taylor series expansions for stationary Markov chains. Zbl 1043.60056
Heidergott, Bernd; Hordijk, Arie
31
2003
Series expansions for finite-state Markov chains. Zbl 1124.60056
Heidergott, Bernd; Hordijk, Arie; van Uitert, Miranda
25
2007
Series expansions for continuous-time Markov processes. Zbl 1228.90145
Heidergott, Bernd; Hordijk, Arie; Leder, Nicole
18
2010
Measure-valued differentiation for stationary Markov chains. Zbl 1278.90428
Heidergott, Bernd; Hordijk, Arie; Weisshaupt, Heinz
16
2006
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters. Zbl 1458.62070
Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang; Heidergott, Bernd
16
2018
Measure-valued differentiation for Markov chains. Zbl 1149.90173
Heidergott, B.; Vázquez-Abad, F. J.
14
2008
Gradient estimation for discrete-event systems by measure-valued differentiation. Zbl 1384.90097
Heidergott, Bernd; Vázquez-Abad, Felisa J.; Pflug, Georg; Farenhorst-Yuan, Taoying
14
2010
Weak differentiability of product measures. Zbl 1228.60008
Heidergott, Bernd; Leahu, Haralambie
13
2010
Max-plus linear stochastic systems and perturbation analysis. Zbl 1133.93001
Heidergott, Bernd F.
11
2006
A measure-valued differentiation approach to sensitivities of quantiles. Zbl 1397.60012
Heidergott, Bernd; Volk-Makarewicz, Warren
11
2016
Sensitivity estimation for Gaussian systems. Zbl 1330.62332
Heidergott, Bernd; Vázquez-Abad, Felisa J.; Volk-Makarewicz, Warren
9
2008
Measure-valued differentiation for random horizon problems. Zbl 1117.60073
Heidergott, B.; Vázquez-Abad, F. J.
9
2006
Towards a (max,+) control theory for public transportation networks. Zbl 0999.93046
Heidergott, B.; de Vries, R.
8
2001
Complexity reduction in MPC for stochastic max-plus-linear discrete event systems by variability expansion. Zbl 1282.93180
van den Boom, T. J. J.; Heidergott, B.; De Schutter, B.
7
2007
Option pricing via Monte Carlo simulation. A weak derivative approach. Zbl 1017.91045
Heidergott, Bernd
7
2001
Single-run gradient estimation via measure-valued differentiation. Zbl 1365.62329
Heidergott, Bernd; Hordijk, Arie
6
2004
A critical account of perturbation analysis of Markov chains. Zbl 1359.60089
Abbas, K.; Berkhout, J.; Heidergott, B.
6
2016
Optimal balanced control for call centers. Zbl 1260.90116
Bhulai, Sandjai; Farenhorst-Yuan, Taoying; Heidergott, Bernd; Van Der Laan, Dinard
6
2012
Gradient estimation for multicomponent maintenance systems with age-replacement policy. Zbl 1231.90151
Heidergott, Bernd; Farenhorst-Yuan, Taoying
5
2010
A functional approximation for the M/G/1/N queue. Zbl 1266.93135
Abbas, Karim; Heidergott, Bernd; Aïssani, Djamil
5
2013
A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems. Zbl 1210.90051
Goverde, Rob M. P.; Heidergott, Bernd; Merlet, Glenn
4
2011
Optimisation of a single-component maintenance system: A smoothed perturbation analysis approach. Zbl 0934.90027
Heidergott, Bernd
4
1999
A characterisation of (max,+)-linear queueing systems. Zbl 0960.90014
Heidergott, Bernd
4
2000
Perturbation analysis of inhomogeneous finite Markov chains. Zbl 1337.60181
Heidergott, Bernd; Leahu, Haralambie; Löpker, Andreas; Pflug, Georg
4
2016
A probabilistic \((\max,+)\) approach for determining railway infrastructure capacity. Zbl 1036.90504
de Kort, A. F.; Heidergott, B.; Ayhan, H.
4
2003
Derivatives of Markov kernels and their Jordan decomposition. Zbl 1159.60027
Heidergott, Bernd; Hordijk, Arie; Weisshaupt, Heinz
4
2008
Sensitivity analysis of ranked data: from order statistics to quantiles. Zbl 1327.93146
Volk-Makarewicz, Warren; Heidergott, Bernd
4
2015
Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling. Zbl 1460.62035
Peng, Yijie; Fu, Michael C.; Heidergott, Bernd; Lam, Henry
4
2020
Perturbation analysis of waiting times in the G/G/1 queue. Zbl 1278.60139
Leahu, Haralambie; Heidergott, Bernd; Hordijk, Arie
4
2013
Analysis of Jackson networks with infinite supply and unreliable nodes. Zbl 1396.90011
Sommer, Jennifer; Berkhout, Joost; Daduna, Hans; Heidergott, Bernd
4
2017
The zero utility principle for scale families of risk distributions. Zbl 0860.62080
Pfeifer, Dietmar; Heidergott, Bernd
3
1996
Analysis of Markov influence graphs. Zbl 1456.62169
Berkhout, Joost; Heidergott, Bernd F.
3
2019
An approximation approach for the deviation matrix of continuous-time Markov processes with application to Markov decision theory. Zbl 1228.90146
Leder, Nicole; Heidergott, Bernd; Hordijk, Arie
2
2010
A weak derivative approach to optimization of threshold parameters in a multicomponent maintenance system. Zbl 0994.90056
Heidergott, Bernd
2
2001
Strong bounds on perturbations. Zbl 1170.93025
Heidergott, Bernd; Hordijk, Arie; Leahu, Haralambie
2
2009
Measure-valued differentiation for the cycle cost performance in the G/G/1 queue in the presence of heavy-tailed distributions. Zbl 1196.60153
Heidergott, B.; Hordijk, A.
2
2009
A smoothed perturbation analysis of Parisian options. Zbl 1360.91140
Heidergott, Bernd; Leahu, Haralambie; Volk-Makarewicz, Warren M.
2
2015
A note on the relation between weak derivatives and perturbation realization. Zbl 1364.60092
Heidergott, Bernd; Cao, Xi-Ren
2
2002
Weak differentiation and gradient estimation for discrete event driven processes. Zbl 1038.93057
Heidergott, B.; Vázquez-Abad, F.
2
2000
The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain. Zbl 1415.60090
Berkhout, Joost; Heidergott, Bernd F.
2
2019
Customer-oriented finite perturbation analysis for queueing networks. Zbl 0974.60085
Heidergott, Bernd
1
2000
Sensitivity analysis of a manufacturing workstation using perturbation analysis techniques. Zbl 0914.90136
Heidergott, B.
1
1995
Ranking nodes in general networks: a Markov multi-chain approach. Zbl 1384.93138
Berkhout, Joost; Heidergott, Bernd F.
1
2018
A differential calculus for random matrices with applications to \((\max,+)\)-linear stochastic systems. Zbl 1082.93604
Heidergott, Bernd
1
2001
Nonergodic Jackson networks with infinite supply – local stabilization and local equilibrium analysis. Zbl 1356.60159
Sommer, Jennifer; Daduna, Hans; Heidergott, Bernd
1
2016
A neural network approach to performance analysis of tandem lines: the value of analytical knowledge. Zbl 07706547
Dieleman, N. A.; Berkhout, J.; Heidergott, B.
1
2023
A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue. Zbl 1197.93110
Heidergott, Bernd; Farenhorst-Yuan, Taoying; Vázquez-Abad, Felisa
1
2010
A neural network approach to performance analysis of tandem lines: the value of analytical knowledge. Zbl 07706547
Dieleman, N. A.; Berkhout, J.; Heidergott, B.
1
2023
Maximum likelihood estimation by Monte Carlo simulation: toward data-driven stochastic modeling. Zbl 1460.62035
Peng, Yijie; Fu, Michael C.; Heidergott, Bernd; Lam, Henry
4
2020
Analysis of Markov influence graphs. Zbl 1456.62169
Berkhout, Joost; Heidergott, Bernd F.
3
2019
The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain. Zbl 1415.60090
Berkhout, Joost; Heidergott, Bernd F.
2
2019
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters. Zbl 1458.62070
Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang; Heidergott, Bernd
16
2018
Ranking nodes in general networks: a Markov multi-chain approach. Zbl 1384.93138
Berkhout, Joost; Heidergott, Bernd F.
1
2018
Analysis of Jackson networks with infinite supply and unreliable nodes. Zbl 1396.90011
Sommer, Jennifer; Berkhout, Joost; Daduna, Hans; Heidergott, Bernd
4
2017
A measure-valued differentiation approach to sensitivities of quantiles. Zbl 1397.60012
Heidergott, Bernd; Volk-Makarewicz, Warren
11
2016
A critical account of perturbation analysis of Markov chains. Zbl 1359.60089
Abbas, K.; Berkhout, J.; Heidergott, B.
6
2016
Perturbation analysis of inhomogeneous finite Markov chains. Zbl 1337.60181
Heidergott, Bernd; Leahu, Haralambie; Löpker, Andreas; Pflug, Georg
4
2016
Nonergodic Jackson networks with infinite supply – local stabilization and local equilibrium analysis. Zbl 1356.60159
Sommer, Jennifer; Daduna, Hans; Heidergott, Bernd
1
2016
Sensitivity analysis of ranked data: from order statistics to quantiles. Zbl 1327.93146
Volk-Makarewicz, Warren; Heidergott, Bernd
4
2015
A smoothed perturbation analysis of Parisian options. Zbl 1360.91140
Heidergott, Bernd; Leahu, Haralambie; Volk-Makarewicz, Warren M.
2
2015
A functional approximation for the M/G/1/N queue. Zbl 1266.93135
Abbas, Karim; Heidergott, Bernd; Aïssani, Djamil
5
2013
Perturbation analysis of waiting times in the G/G/1 queue. Zbl 1278.60139
Leahu, Haralambie; Heidergott, Bernd; Hordijk, Arie
4
2013
Optimal balanced control for call centers. Zbl 1260.90116
Bhulai, Sandjai; Farenhorst-Yuan, Taoying; Heidergott, Bernd; Van Der Laan, Dinard
6
2012
A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems. Zbl 1210.90051
Goverde, Rob M. P.; Heidergott, Bernd; Merlet, Glenn
4
2011
Series expansions for continuous-time Markov processes. Zbl 1228.90145
Heidergott, Bernd; Hordijk, Arie; Leder, Nicole
18
2010
Gradient estimation for discrete-event systems by measure-valued differentiation. Zbl 1384.90097
Heidergott, Bernd; Vázquez-Abad, Felisa J.; Pflug, Georg; Farenhorst-Yuan, Taoying
14
2010
Weak differentiability of product measures. Zbl 1228.60008
Heidergott, Bernd; Leahu, Haralambie
13
2010
Gradient estimation for multicomponent maintenance systems with age-replacement policy. Zbl 1231.90151
Heidergott, Bernd; Farenhorst-Yuan, Taoying
5
2010
An approximation approach for the deviation matrix of continuous-time Markov processes with application to Markov decision theory. Zbl 1228.90146
Leder, Nicole; Heidergott, Bernd; Hordijk, Arie
2
2010
A perturbation analysis approach to phantom estimators for waiting times in the \(G/G/1\) queue. Zbl 1197.93110
Heidergott, Bernd; Farenhorst-Yuan, Taoying; Vázquez-Abad, Felisa
1
2010
Strong bounds on perturbations. Zbl 1170.93025
Heidergott, Bernd; Hordijk, Arie; Leahu, Haralambie
2
2009
Measure-valued differentiation for the cycle cost performance in the G/G/1 queue in the presence of heavy-tailed distributions. Zbl 1196.60153
Heidergott, B.; Hordijk, A.
2
2009
Measure-valued differentiation for Markov chains. Zbl 1149.90173
Heidergott, B.; Vázquez-Abad, F. J.
14
2008
Sensitivity estimation for Gaussian systems. Zbl 1330.62332
Heidergott, Bernd; Vázquez-Abad, Felisa J.; Volk-Makarewicz, Warren
9
2008
Derivatives of Markov kernels and their Jordan decomposition. Zbl 1159.60027
Heidergott, Bernd; Hordijk, Arie; Weisshaupt, Heinz
4
2008
Series expansions for finite-state Markov chains. Zbl 1124.60056
Heidergott, Bernd; Hordijk, Arie; van Uitert, Miranda
25
2007
Complexity reduction in MPC for stochastic max-plus-linear discrete event systems by variability expansion. Zbl 1282.93180
van den Boom, T. J. J.; Heidergott, B.; De Schutter, B.
7
2007
Max plus at work. Modeling and analysis of synchronized systems: a course on max-plus algebra and its applications. Zbl 1130.93003
Heidergott, Bernd; Oldser, Geert Jan; van der Woude, Jacob
106
2006
Measure-valued differentiation for stationary Markov chains. Zbl 1278.90428
Heidergott, Bernd; Hordijk, Arie; Weisshaupt, Heinz
16
2006
Max-plus linear stochastic systems and perturbation analysis. Zbl 1133.93001
Heidergott, Bernd F.
11
2006
Measure-valued differentiation for random horizon problems. Zbl 1117.60073
Heidergott, B.; Vázquez-Abad, F. J.
9
2006
Single-run gradient estimation via measure-valued differentiation. Zbl 1365.62329
Heidergott, Bernd; Hordijk, Arie
6
2004
Taylor series expansions for stationary Markov chains. Zbl 1043.60056
Heidergott, Bernd; Hordijk, Arie
31
2003
A probabilistic \((\max,+)\) approach for determining railway infrastructure capacity. Zbl 1036.90504
de Kort, A. F.; Heidergott, B.; Ayhan, H.
4
2003
A note on the relation between weak derivatives and perturbation realization. Zbl 1364.60092
Heidergott, Bernd; Cao, Xi-Ren
2
2002
Towards a (max,+) control theory for public transportation networks. Zbl 0999.93046
Heidergott, B.; de Vries, R.
8
2001
Option pricing via Monte Carlo simulation. A weak derivative approach. Zbl 1017.91045
Heidergott, Bernd
7
2001
A weak derivative approach to optimization of threshold parameters in a multicomponent maintenance system. Zbl 0994.90056
Heidergott, Bernd
2
2001
A differential calculus for random matrices with applications to \((\max,+)\)-linear stochastic systems. Zbl 1082.93604
Heidergott, Bernd
1
2001
A characterisation of (max,+)-linear queueing systems. Zbl 0960.90014
Heidergott, Bernd
4
2000
Weak differentiation and gradient estimation for discrete event driven processes. Zbl 1038.93057
Heidergott, B.; Vázquez-Abad, F.
2
2000
Customer-oriented finite perturbation analysis for queueing networks. Zbl 0974.60085
Heidergott, Bernd
1
2000
Optimisation of a single-component maintenance system: A smoothed perturbation analysis approach. Zbl 0934.90027
Heidergott, Bernd
4
1999
The zero utility principle for scale families of risk distributions. Zbl 0860.62080
Pfeifer, Dietmar; Heidergott, Bernd
3
1996
Sensitivity analysis of a manufacturing workstation using perturbation analysis techniques. Zbl 0914.90136
Heidergott, B.
1
1995
all top 5

Cited by 348 Authors

27 Heidergott, Bernd F.
17 Aissani, Djamil
14 Krivulin, Nikolai K.
11 Fu, Michael C.
11 Peng, Yijie
10 Abbas, Karim
7 De Schutter, Bart
7 Tao, Yuegang
6 Berkhout, Joost
6 Hardouin, Laurent
6 Hordijk, Arie
6 van den Boom, Ton J. J.
5 Butkovič, Peter
5 Merlet, Glenn
5 Raisch, Jörg
5 Shitov, Yaroslav Nikolaevich
5 Vázquez-Abad, Felisa J.
5 Wang, Cailu
5 Xia, Li
4 Adzkiya, Dieky
4 Cottenceau, Bertrand
4 Lam, Henry
3 Boutin, Olivier
3 Cui, Zhenyu
3 Glynn, Peter W.
3 Gursoy, Buket Benek
3 Hürlimann, Werner
3 Leahu, Haralambie
3 Liu, Yuanyuan
3 Liu, Yue
3 Mason, Oliver
3 Patel, Ebrahim L.
3 Subiono, S.
3 van der Laan, Dinard
3 Volk-Makarewicz, Warren M.
3 Zhang, Peng
2 Abate, Alessandro
2 Anselmi, Jonatha
2 Avrachenkov, Konstantin Evgen’evich
2 Bachi, Katia
2 Benouaret, Zina
2 Boimond, Jean-Louis
2 Boualem, Mohamed
2 Bouallouche-Medjkoune, Louiza
2 Brunsch, Thomas
2 Cao, Xi-Ren
2 Daduna, Hans
2 Djellab, Natalia V.
2 Fahim, Kistosil
2 Farenhorst-Yuan, Taoying
2 Flynn, Thomas
2 Gaubert, Stéphane
2 Guterman, Alexander Èmilevich
2 Hernández-Lerma, Onésimo
2 Hong, Hoon
2 Hong, Liu Jeff
2 Horvath, Charles D.
2 Jia, Qing-Shan
2 Johnson, Marianne
2 Kersbergen, Bart
2 Komenda, Jan
2 Kreĭnes, Elena M.
2 Lahaye, Sébastien
2 L’Ecuyer, Pierre
2 Lei, Lei
2 Makis, Viliam
2 Maragos, Petros
2 Mendoza-Palacios, Saul
2 Mouhoubi, Zahir
2 Mufid, Muhammad Syifa’ul
2 Nishida, Yuki
2 Niv, Adi
2 Ouazine, Sofiane
2 Peláez-Moreno, Carmen
2 Pflug, Georg Ch.
2 Puchhammer, Florian
2 Razumchik, Rostislav V.
2 Sendra, Juan Rafael
2 Seo, Dong-Won
2 Sommer, Jennifer
2 Sorokin, Vladimir N.
2 Valverde-Albacete, Francisco José
2 Wang, Xiaoqun
2 Watanabe, Sennosuke
2 Watanabe, Yoshihide
2 Weisshaupt, Heinz
2 Yao, Jingjing
2 Yin, Yingxuan
2 Zhu, Dan
2 Zhu, Lingjiong
1 Abbou, Abderrahmane
1 Adel-Aissanou, Karima
1 Adjabi, Smail
1 Allamigeon, Xavier
1 Altafini, Diego
1 Altman, Eitan
1 Aminu, Abdulhadi
1 Andrieu, Laetitia
1 Babuška, Robert
1 Bareche, Aïcha
...and 248 more Authors
all top 5

Cited in 101 Serials

24 Discrete Event Dynamic Systems
16 Linear Algebra and its Applications
12 European Journal of Operational Research
9 Vestnik St. Petersburg University. Mathematics
8 INFORMS Journal on Computing
7 Advances in Applied Probability
6 Automatica
5 Kybernetika
5 Operations Research
5 Annals of Operations Research
5 Stochastic Models
4 International Journal of Control
4 Operations Research Letters
4 SIAM Journal on Matrix Analysis and Applications
4 Mathematical Problems in Engineering
4 Probability in the Engineering and Informational Sciences
3 Journal of Optimization Theory and Applications
3 Queueing Systems
3 Quantitative Finance
3 Computational Management Science
2 Computers & Mathematics with Applications
2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
2 Fuzzy Sets and Systems
2 Journal of Algebra
2 Journal of Applied Probability
2 Journal of Computational and Applied Mathematics
2 Mathematics of Operations Research
2 Naval Research Logistics
2 Semigroup Forum
2 Insurance Mathematics & Economics
2 Computers & Operations Research
2 Asia-Pacific Journal of Operational Research
2 Mathematical and Computer Modelling
2 MCSS. Mathematics of Control, Signals, and Systems
2 Journal of Scientific Computing
2 The Annals of Applied Probability
2 Applications of Mathematics
2 Applied Mathematical Modelling
2 Monte Carlo Methods and Applications
2 Mathematical Methods of Operations Research
2 Discrete Dynamics in Nature and Society
2 Methodology and Computing in Applied Probability
2 Journal of Algebra and its Applications
2 Journal of Industrial and Management Optimization
2 Asian Journal of Control
2 Stochastic Systems
1 Communications in Algebra
1 Communications in Mathematical Physics
1 Discrete Applied Mathematics
1 Linear and Multilinear Algebra
1 Mathematical Methods in the Applied Sciences
1 Mathematical Notes
1 Periodica Mathematica Hungarica
1 Advances in Mathematics
1 Computing
1 Information Sciences
1 Journal of Combinatorial Theory. Series A
1 Journal of Computer and System Sciences
1 Journal of Differential Equations
1 Journal of Econometrics
1 Le Matematiche
1 Mathematics and Computers in Simulation
1 SIAM Journal on Control and Optimization
1 Theoretical Computer Science
1 Systems & Control Letters
1 Statistics & Probability Letters
1 Stochastic Analysis and Applications
1 Optimization
1 Journal of Symbolic Computation
1 Journal of Automated Reasoning
1 Journal of Economic Dynamics & Control
1 International Journal of Algebra and Computation
1 Automation and Remote Control
1 Communications in Statistics. Simulation and Computation
1 International Journal of Robust and Nonlinear Control
1 Cybernetics and Systems Analysis
1 Topological Methods in Nonlinear Analysis
1 Applied Mathematical Finance
1 Bernoulli
1 ACM Transactions on Modeling and Computer Simulation
1 Journal of Applied Analysis
1 European Journal of Control
1 Doklady Mathematics
1 Soft Computing
1 Lobachevskii Journal of Mathematics
1 Scandinavian Actuarial Journal
1 Discrete and Continuous Dynamical Systems. Series B
1 Journal of Applied Mathematics
1 Natural Computing
1 SIAM Journal on Applied Dynamical Systems
1 Journal of Statistical Mechanics: Theory and Experiment
1 Networks and Spatial Economics
1 Journal of Fixed Point Theory and Applications
1 RIMS Kôkyûroku Bessatsu
1 Foundations and Trends in Machine Learning
1 Science China. Mathematics
1 Journal of Theoretical Biology
1 JSIAM Letters
1 Special Matrices
1 Journal of Logical and Algebraic Methods in Programming
...and 1 more Serials

Citations by Year