Felisa Vázquez-Abad
Felisa Vázquez-Abad
Professor of Computer Science
Verified email at hunter.cuny.edu
Cited by
Cited by
On the pathwise computation of derivatives with respect to the rate of a point process: the phantom RPA method
P Brémaud, FJ Vázquez-Abad
Queueing Systems 10 (3), 249-269, 1992
Weight agnostic neural networks
A Gaier, D Ha
Advances in Neural Information Processing Systems, 5364-5378, 2019
Global stochastic optimization with low-dispersion point sets
S Yakowitz, P L'ecuyer, F Vázquez-Abad
Operations Research 48 (6), 939-950, 2000
Accelerated simulation for pricing Asian options
FJ Vázquez-Abad, D Dufresne
1998 Winter Simulation Conference. Proceedings (Cat. No. 98CH36274) 2, 1493-1500, 1998
Stochastic approximation methods for systems over an infinite horizon
HJ Kushner, FJ Vazquez-Abad
SIAM Journal on Control and Optimization 34 (2), 712-756, 1996
Centralized and decentralized asynchronous optimization of stochastic discrete-event systems
FJ Vazquez-Abad, CG Cassandras, V Julka
IEEE Transactions on automatic Control 43 (5), 631-655, 1998
Estimation of the derivative of a stationary measure with respect to a control parameter
FJ Vázquez-Abad, HJ Kushner
Journal of Applied Probability, 343-352, 1992
Measure-valued differentiation for Markov chains
B Heidergott, FJ Vázquez-Abad
Journal of Optimization Theory and Applications 136 (2), 187-209, 2008
Gradient estimation for discrete-event systems by measure-valued differentiation
B Heidergott, FJ Vázquez--Abad, G Pflug, T Farenhorst-Yuan
ACM Transactions on Modeling and Computer Simulation (TOMACS) 20 (1), 1-28, 2010
Ghost simulation model for the optimization of an urban subway system
FJ Vázquez-Abad, L Zubieta
Discrete Event Dynamic Systems 15 (3), 207-235, 2005
Measure-valued differentiation for random horizon problems
B Heidergott, F Vázquez-Abad
Markov Processes and Related Fields 12 (3), 509-536, 2006
RPA pathwise derivative estimation of ruin probabilities
FJ Vázquez-Abad
Insurance: Mathematics and Economics 26 (2-3), 269-288, 2000
Measure valued differentiation for stochastic processes: The finite horizon case
B Heidergott, FJ Vázquez-Abad
Eurandom, 2000
Strong points of weak convergence: a study using RPA gradient estimation for automatic learning
FJ Vázquez-Abad
Automatica 35 (7), 1255-1274, 1999
Sensitivity estimation for Gaussian systems
B Heidergott, FJ Vázquez-Abad, W Volk-Makarewicz
European Journal of Operational Research 187 (1), 193-207, 2008
Stochastic model for cognitive radio networks under jamming attacks and honeypot-based prevention
S Bhunia, X Su, S Sengupta, F Vázquez-Abad
International Conference on Distributed Computing and Networking, 438-452, 2014
Stochastic programming with probability
L Andrieu, G Cohen, F Vázquez-Abad
arXiv preprint arXiv:0708.0281, 2007
Implementation of gradient estimation to a constrained Markov decision problem
V Krishnamurthy, K Martin, FV Abad
42nd IEEE International Conference on Decision and Control (IEEE Cat. No …, 2003
Comparing alternative methods for derivative estimation when IPA does not apply directly
FJ Vasques-Abad, P L'Ecuyer
Institute of Electrical and Electronics Engineers (IEEE), 1991
Gradient-based simulation optimization under probability constraints
L Andrieu, G Cohen, FJ Vázquez-Abad
European journal of operational research 212 (2), 345-351, 2011
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