E-LIB Suche - Ergebnisse für: Heidergott, Bernd

1

Perturbation and Inverse Problems of Stochastic Matrices:

Berkhout, Joost ; Heidergott, Bernd ; Van Dooren, Paul
SIAM Journal on Matrix Analysis and Applications. 45 (2024) 1 - p. 553-584 , 2024

Link: https://doi.org/10.1137/..

2

Assessing the impact of jumps in an option pricing model: A..:

Volk-Makarewicz, Warren ; Borovkova, Svetlana ; Heidergott, Bernd
European Journal of Operational Research. 298 (2022) 2 - p. 740-751 , 2022

Link: https://doi.org/10.1016/..

3

Gradient estimation for smooth stopping criteria:

Heidergott, Bernd ; Peng, Yijie
Advances in Applied Probability. 55 (2022) 1 - p. 29-55 , 2022

Link: https://doi.org/10.1017/..

4

Analysis of Measure-Valued Derivatives in a Reinforcement L..:

, In: 2022 Winter Simulation Conference (WSC),

van den Houten, Kim ; van Krieken, Emile ; Heidergott, Bernd - p. 2736-2747 , 2022

Link: https://doi.org/10.1109/..

5

A New Likelihood Ratio Method for Training Artificial Neura..:

Peng, Yijie ; Xiao, Li ; Heidergott, Bernd..
INFORMS Journal on Computing. 34 (2022) 1 - p. 638-655 , 2022

Link: https://doi.org/10.1287/..

6

Naïve learning in social networks with random communication:

Huang, Jia-Ping ; Heidergott, Bernd ; Lindner, Ines
Social Networks. 58 (2019) - p. 1-11 , 2019

Link: https://doi.org/10.1016/..

7

Robust power series algorithm for epistemic uncertainty pro..:

Bachi, Katia ; Abbas, Karim ; Heidergott, Bernd
Stochastic Models. 36 (2019) 1 - p. 20-47 , 2019

Link: https://doi.org/10.1080/..

8

Robustness analysis of generalized Jackson network:

Berkhout, Joost ; Heidergott, Bernd ; Sommer, Jennifer.
Computational Management Science. 16 (2019) 4 - p. 697-714 , 2019

Link: https://doi.org/10.1007/..

9

A New Unbiased Stochastic Derivative Estimator for Disconti..:

Peng, Yijie ; Fu, Michael C. ; Hu, Jian-Qiang.
Operations Research. 66 (2018) 2 - p. 487-499 , 2018

Link: https://www.jstor.org/st..

10

Analysis of Jackson networks with infinite supply and unrel..:

Sommer, Jennifer ; Berkhout, Joost ; Daduna, Hans.
Queueing Systems. 87 (2017) 1-2 - p. 181-207 , 2017

Link: https://doi.org/10.1007/..

11

NONERGODIC JACKSON NETWORKS WITH INFINITE SUPPLY—LOCAL STAB..:

SOMMER, JENNIFER ; DADUNA, HANS ; HEIDERGOTT, BERND
Journal of Applied Probability. 53 (2016) 4 - p. 1125-1142 , 2016

Link: https://www.jstor.org/st..

12

Perturbation analysis of inhomogeneous finite Markov chains:

Heidergott, Bernd ; Leahu, Haralambie ; Löpker, Andreas.
Advances in Applied Probability. 48 (2016) 1 - p. 255-273 , 2016

Link: https://doi.org/10.1017/..

13

Nonergodic Jackson networks with infinite supply–local stab..:

Sommer, Jennifer ; Daduna, Hans ; Heidergott, Bernd
Journal of Applied Probability. 53 (2016) 4 - p. 1125-1142 , 2016

Link: https://doi.org/10.1017/..

14

A Measure-Valued Differentiation Approach to Sensitivities ..:

Heidergott, Bernd ; Volk-Makarewicz, Warren
Mathematics of Operations Research. 41 (2016) 1 - p. 293-317 , 2016

Link: http://www.jstor.org/sta..

15

PERTURBATION ANALYSIS OF INHOMOGENEOUS FINITE MARKOV CHAINS:

HEIDERGOTT, BERND ; LEAHU, HARALAMBIE ; LÖPKER, ANDREAS.
Advances in Applied Probability. 48 (2016) 1 - p. 255-273 , 2016

Link: http://www.jstor.org/sta..