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A weak derivative approach to optimization of treshold parameters in a multi-component maintenance system

Heidergott, Bernd - 1997

Persistent link: https://www.econbiz.de/10000973968

Sensitivity estimation for Gaussian systems

Heidergott, Bernd; Vázquez-Abad, Felisa J.; … - In: European journal of operational research : EJOR 187 (2008) 1, pp. 193-207

Persistent link: https://www.econbiz.de/10003769181

Weak differentiability of product measures

Heidergott, Bernd; Leahu, Haralambie - In: Mathematics of operations research 35 (2010) 1, pp. 27-51

Persistent link: https://www.econbiz.de/10003953597

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

Goverde, Rob M. P.; Heidergott, Bernd; Merlet, Glenn - In: European journal of operational research : EJOR 210 (2011) 2, pp. 249-257

Persistent link: https://www.econbiz.de/10008841221

Differentiability of product measures

Heidergott, Bernd; Leahu, Haralambie - 2008

Persistent link: https://www.econbiz.de/10003694310

Gradient estimation for a class of systems with bulk services : a problem in public transportation

Vazquez-Abad, Felisa J.; Heidergott, Bernd - 2003

This paper deals with a system where batch arrivals wait in a station until a server (a train) is available, at which moment it services all customers in waiting. This is an example of a bulk server, which has many applications in public transportation, telecommunications, computer resource...

Persistent link: https://www.econbiz.de/10011333885

Assessing the impact of jumps in an option pricing model : a gradient estimation approach

Volk-Makarewicz, Warren; Borovkova, Svetlana; … - In: European journal of operational research : EJOR 298 (2022) 2, pp. 740-751

Persistent link: https://www.econbiz.de/10013206895

Maximum likelihood estimation by Monte Carlo simulation : toward data-driven stochastic modeling

Peng, Yijie; Fu, Michael; Heidergott, Bernd; Lam, Henry - In: Operations research 68 (2020) 6, pp. 1896-1912

Persistent link: https://www.econbiz.de/10012392175

A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters

Peng, Yijie; Fu, Michael; Hu, Jian-Qiang; Heidergott, Bernd - In: Operations research 66 (2018) 2, pp. 487-499

Persistent link: https://www.econbiz.de/10011845997

A new likelihood ratio method for training artificial neural networks

Peng, Yijie; Xiao, Li; Heidergott, Bernd; Hong, L. Jeff; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 1, pp. 638-655

Persistent link: https://www.econbiz.de/10013361323