Bernd Heidergott
Personal Details
First Name: | Bernd |
Middle Name: | |
Last Name: | Heidergott |
Suffix: | |
RePEc Short-ID: | phe267 |
| |
http://staff.feweb.vu.nl/bheidergott/ | |
Affiliation
Tinbergen Instituut
Amsterdam, Netherlandshttp://www.tinbergen.nl/
RePEc:edi:tinbenl (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Goverde, Rob M.P. & Heidergott, Bernd & Merlet, Glenn, 2011. "A coupling approach to estimating the Lyapunov exponent of stochastic max-plus linear systems," European Journal of Operational Research, Elsevier, vol. 210(2), pages 249-257, April.
- Heidergott, Bernd & Vazquez-Abad, Felisa J. & Volk-Makarewicz, Warren, 2008. "Sensitivity estimation for Gaussian systems," European Journal of Operational Research, Elsevier, vol. 187(1), pages 193-207, May.
- de Kort, A. F. & Heidergott, B. & Ayhan, H., 2003. "A probabilistic (max, +) approach for determining railway infrastructure capacity," European Journal of Operational Research, Elsevier, vol. 148(3), pages 644-661, August.
- Heidergott, Bernd, 1999. "Optimisation of a single-component maintenance system: A smoothed perturbation analysis approach," European Journal of Operational Research, Elsevier, vol. 119(1), pages 181-190, November.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Heidergott, Bernd & Vazquez-Abad, Felisa J. & Volk-Makarewicz, Warren, 2008.
"Sensitivity estimation for Gaussian systems,"
European Journal of Operational Research, Elsevier, vol. 187(1), pages 193-207, May.
Cited by:
- Koch, Erwan & Robert, Christian Y., 2022. "Stochastic derivative estimation for max-stable random fields," European Journal of Operational Research, Elsevier, vol. 302(2), pages 575-588.
- Zhenyu Cui & Michael C. Fu & Jian-Qiang Hu & Yanchu Liu & Yijie Peng & Lingjiong Zhu, 2020. "On the Variance of Single-Run Unbiased Stochastic Derivative Estimators," INFORMS Journal on Computing, INFORMS, vol. 32(2), pages 390-407, April.
- Bernd Heidergott & Warren Volk-Makarewicz, 2013. "A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles," Tinbergen Institute Discussion Papers 13-082/III, Tinbergen Institute.
- Kloeden Peter E. & Sanz-Chacón Carlos, 2011. "Efficient price sensitivity estimation of financial derivatives by weak derivatives," Monte Carlo Methods and Applications, De Gruyter, vol. 17(1), pages 47-75, January.
- Georg Ch. Pflug & Philipp Thoma, 2016. "Efficient calculation of the Greeks for exponential Lévy processes: an application of measure valued differentiation," Quantitative Finance, Taylor & Francis Journals, vol. 16(2), pages 247-257, February.
- Jiun Hong Chan and Mark Joshi, 2012. "Optimal Limit Methods for Computing Sensitivities of," Department of Economics - Working Papers Series 1142, The University of Melbourne.
- de Kort, A. F. & Heidergott, B. & Ayhan, H., 2003.
"A probabilistic (max, +) approach for determining railway infrastructure capacity,"
European Journal of Operational Research, Elsevier, vol. 148(3), pages 644-661, August.
Cited by:
- Burdett, R.L. & Kozan, E., 2006. "Techniques for absolute capacity determination in railways," Transportation Research Part B: Methodological, Elsevier, vol. 40(8), pages 616-632, September.
- Li, Feng & Gao, Ziyou & Wang, David Z.W. & Liu, Ronghui & Tang, Tao & Wu, Jianjun & Yang, Lixing, 2017. "A subjective capacity evaluation model for single-track railway system with δ-balanced traffic and λ-tolerance level," Transportation Research Part B: Methodological, Elsevier, vol. 105(C), pages 43-66.
- Masoud Yaghini & Mohammadreza Sarmadi & Nariman Nikoo & Mohsen Momeni, 2014. "Capacity Consumption Analysis Using Heuristic Solution Method for Under Construction Railway Routes," Networks and Spatial Economics, Springer, vol. 14(3), pages 317-333, December.
- Mussone, Lorenzo & Wolfler Calvo, Roberto, 2013. "An analytical approach to calculate the capacity of a railway system," European Journal of Operational Research, Elsevier, vol. 228(1), pages 11-23.
- Delorme, Xavier & Gandibleux, Xavier & Rodriguez, Joaquín, 2009. "Stability evaluation of a railway timetable at station level," European Journal of Operational Research, Elsevier, vol. 195(3), pages 780-790, June.
- Sparing, Daniel & Goverde, Rob M.P., 2017. "A cycle time optimization model for generating stable periodic railway timetables," Transportation Research Part B: Methodological, Elsevier, vol. 98(C), pages 198-223.
- Heidergott, Bernd, 1999.
"Optimisation of a single-component maintenance system: A smoothed perturbation analysis approach,"
European Journal of Operational Research, Elsevier, vol. 119(1), pages 181-190, November.
Cited by:
- Zhenyu Cui & Michael C. Fu & Jian-Qiang Hu & Yanchu Liu & Yijie Peng & Lingjiong Zhu, 2020. "On the Variance of Single-Run Unbiased Stochastic Derivative Estimators," INFORMS Journal on Computing, INFORMS, vol. 32(2), pages 390-407, April.
- Michael C. Fu, 2008. "What you should know about simulation and derivatives," Naval Research Logistics (NRL), John Wiley & Sons, vol. 55(8), pages 723-736, December.
- Xia, Li & Cao, Xi-Ren, 2012. "Performance optimization of queueing systems with perturbation realization," European Journal of Operational Research, Elsevier, vol. 218(2), pages 293-304.
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