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Felisa J. Vázquez-Abad · Study
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Author
Felisa J. Vázquez-Abad
7 works
· latest 2010
· 3 institutions
cluster: provisional
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7
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7
Citations
361
Works here
7
92
96
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Most cited in this library
On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
1992 · 85 citations
Global Stochastic Optimization with Low-Dispersion Point Sets
2000 · 67 citations
Accelerated simulation for pricing Asian options
1998 · 52 citations
Stochastic Approximation Methods for Systems over an Infinite Horizon
1996 · 50 citations
Gradient estimation for discrete-event systems by measure-valued differentiation
2010 · 40 citations
Works
7 shown
Gradient estimation for discrete-event systems by measure-valued differentiation
ACM Transactions on Modeling and Computer Simulation
·
2010
·
4 authors
40
citations
Accelerated simulation for pricing Asian options
Winter Simulation Conference
·
2002
·
2 authors
·
other
29
citations
Global Stochastic Optimization with Low-Dispersion Point Sets
Operations Research
·
2000
·
3 authors
67
citations
Accelerated simulation for pricing Asian options
·
1998
·
2 authors
52
citations
Centralized and decentralized asynchronous optimization of stochastic discrete-event systems
IEEE Transactions on Automatic Control
·
1998
·
3 authors
38
citations
Stochastic Approximation Methods for Systems over an Infinite Horizon
SIAM Journal on Control and Optimization
·
1996
·
2 authors
50
citations
On the pathwise computation of derivatives with respect to the rate of a point process: The phantom RPA method
Queueing Systems
·
1992
·
2 authors
85
citations