All Stories

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

    Article • Journal of Applied Probability, December 2016, Cambridge University Press

    prof. Bernd Heidergott

  2. Perturbation analysis of inhomogeneous finite Markov chains

    Article • Advances in Applied Probability, March 2016, Cambridge University Press

    prof. Bernd Heidergott

  3. Sensitivites of quantiles via measure-valued dif. which in some case yields single-run estimators.

    Article • Mathematics of Operations Research, February 2016, INFORMS

    prof. Bernd Heidergott

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

    Article • Asia-Pacific Journal of Operational Research, June 2015, World Scientific Pub Co Pte Lt

    prof. Bernd Heidergott

  5. A Smoothed Perturbation Analysis of Parisian Options

    Article • IEEE Transactions on Automatic Control, February 2015, Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

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

    Article • Procedia Computer Science, January 2015, Elsevier

    prof. Bernd Heidergott

  7. Sensitivity analysis of ranked data: from order statistics to quantiles

    Article • Discrete Event Dynamic Systems, June 2014, Springer Science + Business Media

    prof. Bernd Heidergott

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

    Article • IFAC Proceedings Volumes, January 2014, Elsevier

    prof. Bernd Heidergott

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

    Article • IFAC Proceedings Volumes, January 2014, Elsevier

    prof. Bernd Heidergott

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

    Article • January 2013, Springer Science + Business Media

    prof. Bernd Heidergott

  11. Optimal balanced control for call centers

    Article • Annals of Operations Research, September 2012, Springer Science + Business Media

    prof. Bernd Heidergott

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

    Article • Discrete Event Dynamic Systems, August 2012, Springer Science + Business Media

    prof. Bernd Heidergott

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

    Article • Discrete Event Dynamic Systems, April 2012, Springer Science + Business Media

    prof. Bernd Heidergott

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

    Article • European Journal of Operational Research, April 2011, Elsevier

    prof. Bernd Heidergott

  15. Markov Chains

    Article • January 2011, Springer Science + Business Media

    prof. Bernd Heidergott

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

    Article • Operations Research, August 2010, INFORMS

    prof. Bernd Heidergott

  17. Series Expansions for Continuous-Time Markov Processes

    Article • Operations Research, June 2010, INFORMS

    prof. Bernd Heidergott

  18. Gradient Estimation for Multicomponent Maintenance Systems with Age-Replacement Policy

    Article • Operations Research, June 2010, INFORMS

    prof. Bernd Heidergott

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

    Article • Procedia Computer Science, May 2010, Elsevier

    prof. Bernd Heidergott

  20. Weak Differentiability of Product Measures

    Article • Mathematics of Operations Research, February 2010, INFORMS

    prof. Bernd Heidergott

  21. Gradient Estimation for Quantiles of Stationary Waiting Times

    Article • IFAC Proceedings Volumes, January 2010, Elsevier

    prof. Bernd Heidergott

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

    Article • ACM Transactions on Modeling and Computer Simulation, January 2010, ACM (Association for Computing Machinery)

    prof. Bernd Heidergott

  23. Gradient estimation for a class of systems with bulk services

    Article • ACM Transactions on Modeling and Computer Simulation, June 2009, ACM (Association for Computing Machinery)

    prof. Bernd Heidergott

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

    Article • Discrete Event Dynamic Systems, February 2009, Springer Science + Business Media

    prof. Bernd Heidergott

  25. Quantile Sensitivity Estimation

    Article • January 2009, Springer Science + Business Media

    prof. Bernd Heidergott

  26. Strong bounds on perturbations

    Article • Mathematical Methods of Operations Research, July 2008, Springer Science + Business Media

    prof. Bernd Heidergott

  27. Sensitivity estimation for Gaussian systems

    Article • European Journal of Operational Research, May 2008, Elsevier

    prof. Bernd Heidergott

  28. Perturbation analysis of Markov chains

    Article • January 2008, Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

  29. Stochastic optimization for control of maintenance systems

    Article • January 2008, Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

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

    Article • January 2008, Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

  31. Derivatives of Markov Kernels and Their Jordan Decomposition

    Article • Journal of Applied Analysis, January 2008, De Gruyter

    prof. Bernd Heidergott

  32. A Note on Gradient Estimation for Maintenance Systems

    Article • IEEE Transactions on Automatic Control, November 2007, Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

  33. Measure-Valued Differentiation for Markov Chains

    Article • Journal of Optimization Theory and Applications, October 2007, Springer Science + Business Media

    prof. Bernd Heidergott

  34. SERIES EXPANSIONS FOR FINITE-STATE MARKOV CHAINS

    Article • Probability in the Engineering and Informational Sciences, July 2007, Cambridge University Press

    prof. Bernd Heidergott

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

    Article • Automatica, June 2007, Elsevier

    prof. Bernd Heidergott

  36. Measure-Valued Differentiation for Stationary Markov Chains

    Article • Mathematics of Operations Research, February 2006, INFORMS

    prof. Bernd Heidergott

  37. Bounds On Perturbation For DES

    Article • January 2006, Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

  38. Asymptotic growth rate of stochastic max-plus systems that with a positive probability have a sunflower-like support

    Article • January 2006, Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

  39. Max Plus at Work

    Article • January 2005, De Gruyter

    prof. Bernd Heidergott

  40. Correction: Taylor series expansions for stationary Markov chains

    Article • Advances in Applied Probability, December 2004, Cambridge University Press

    prof. Bernd Heidergott

  41. Single-Run Gradient Estimation Via Measure-Valued Differentiation

    Article • IEEE Transactions on Automatic Control, October 2004, Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

  42. A Paradigm for Derivatives of Positive Systems

    Article • April 2004, Springer Science + Business Media

    prof. Bernd Heidergott

  43. Taylor series expansions for stationary Markov chains

    Article • Advances in Applied Probability, December 2003, Cambridge University Press

    prof. Bernd Heidergott

  44. Taylor series expansions for stationary Markov chains

    Article • Advances in Applied Probability, December 2003, Cambridge University Press

    prof. Bernd Heidergott

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

    Article • European Journal of Operational Research, August 2003, Elsevier

    prof. Bernd Heidergott

  46. A note on the relation between weak derivatives and perturbation realization

    Article • IEEE Transactions on Automatic Control, July 2002, Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

  47. A note on the relation between weak derivatives and perturbation realization

    Article • IEEE Transactions on Automatic Control, January 2002, Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

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

    Article • Mathematics of Operations Research, November 2001, INFORMS

    prof. Bernd Heidergott

  49. OPTION PRICING VIA MONTE CARLO SIMULATIONA WEAK DERIVATIVE APPROACH

    Article • Probability in the Engineering and Informational Sciences, July 2001, Cambridge University Press

    prof. Bernd Heidergott

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

    Article • Journal of Applied Probability, June 2001, Cambridge University Press

    prof. Bernd Heidergott

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

    Article • June 2001, Cambridge University Press

    prof. Bernd Heidergott

  52. Analysing sojourn times in queueing networks: A structural approach

    Article • Mathematical Methods of Operations Research, September 2000, Springer Science + Business Media

    prof. Bernd Heidergott

  53. Weak Differentiation and Gradient Estimation for Discrete Event Driven Processes

    Article • January 2000, Springer Science + Business Media

    prof. Bernd Heidergott

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

    Article • European Journal of Operational Research, November 1999, Elsevier

    prof. Bernd Heidergott

  55. The zero utility principle for scale families of risk distributions

    Article • Blätter der DGVFM, October 1996, Springer Science + Business Media

    prof. Bernd Heidergott

  56. Sensitivity analysis of a manufacturing workstation using perturbation analysis techniques

    Article • International Journal of Production Research, March 1995, Taylor & Francis

    prof. Bernd Heidergott

  57. Simultaneous Events in General Queueing Systems and their Impact on Perturbation Analysis Derivative Estimation

    Article • January 1993, Springer Science + Business Media

    prof. Bernd Heidergott

  58. Series Expansions for Finite-State Markov Chains

    Article • SSRN Electronic Journal, Elsevier

    prof. Bernd Heidergott

  59. Optimal Balanced Control for Call Centers

    Article • SSRN Electronic Journal, Elsevier

    prof. Bernd Heidergott

  60. Gradient Estimation for a Class of Systems with Bulk Services: A Problem in Public Transportation

    Article • SSRN Electronic Journal, Elsevier

    prof. Bernd Heidergott

  61. Infinitestimal Perturbation Analysis for discrete event systems with discrete lifetime distributions

    Article • Springer Science + Business Media

    prof. Bernd Heidergott

  62. Series Expansions of Generalized Matrix Products

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

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

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott

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

    Article • Institute of Electrical & Electronics Engineers (IEEE)

    prof. Bernd Heidergott