Heidergott B.

B. Heidergott

Information about the author B. Heidergott will soon be added to the site.
Found 5 papers in total
A probabilistic (max, +) approach for determining railway infrastructure capacity
A probabilistic (max, +) approach for determining railway infrastructure capacity
2003
We consider the problem of determining the capacity of a planned railway...
A differential calculus for random matrices with applications to (max, plus)-linear stochastic systems
A differential calculus for random matrices with applications to (max, plus)-linear stochastic systems
2001
We introduce the concept of weak differentiability for random matrices and thereby...
Option pricing via Monte Carlo simulation – a weak derivative approach
Option pricing via Monte Carlo simulation – a weak derivative approach
2001
Using a weak derivation approach to gradient estimation, we consider the problem of...
Analysing sojourn times in queueing networks: A structural approach
Analysing sojourn times in queueing networks: A structural approach
2000
Structural properties of generalised semi-Markov processes (GSMP) have been...
Infinitesimal perturbation analysis for queueing networks with general service time distributions
Infinitesimal perturbation analysis for queueing networks with general service time distributions
1999
We study infinitesimal perturbation analysis (IPA) for queueing networks with general...
Papers per page: