Concepedia
Statistics
Publications
16
Citations
485
H-Index
14
Active since
1991
Affiliations
Université de Montréal(Current)
The University of Melbourne
Tinbergen Institute
ARC Centre of Excellence for Transformative Meta-Optical Systems
Institut National de la Recherche Scientifique
Felisa J. Vázquez-Abad is an author at Université de Montréal specializing in stochastic processes, business, and mathematics.
Publications per year
1991–2018
Global Stochastic Optimization with Low-Dispersion Point Sets
Sidney Yakowitz, Pierre L’Ecuyer, Felisa J. Vázquez-Abad · Operations Research · 2000 · 70 citations
Natural Sciences, Mathematics, Optimization +13
Accelerated simulation for pricing Asian options
Felisa J. Vázquez-Abad, Daniel Dufresne · NCSU Libraries Repository (North Carolina State University Libraries) · 1998 · 55 citations
Business, Finance, Financial Econometrics +16
Stochastic Approximation Methods for Systems over an Infinite Horizon
Harold J. Kushner, Felisa J. Vázquez-Abad · SIAM Journal on Control and Optimization · 1996 · 50 citations
Natural Sciences, Industrial Engineering, Mathematics +16
Gradient estimation for discrete-event systems by measure-valued differentiation
Bernd Heidergott, Felisa J. Vázquez-Abad, Georg Ch. Pflug et al. · ACM Transactions on Modeling and Computer Simulation · 2010 · 44 citations
Engineering, Systems Engineering, Derivatives +16
Centralized and decentralized asynchronous optimization of stochastic discrete-event systems
Felisa J. Vázquez-Abad, Christos G. Cassandras, V. Julka · IEEE Transactions on Automatic Control · 1998 · 38 citations
Computing, Industrial Engineering, Distributed Systems +16
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