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, Netherlands
http://www.tinbergen.nl/
RePEc:edi:tinbenl (more details at EDIRC)

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

1. 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:

   1. 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.
   2. 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.
   3. 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.
   4. 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.
   5. 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.
   6. 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.

2. 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:

   1. 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.
   2. 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.
   3. 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.
   4. 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.
   5. 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.
   6. 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.

3. 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:

   1. 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.
   2. 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.
   3. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Bernd Heidergott should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.