| 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, 249-269, 1992 | 112 | 1992 |
| Global stochastic optimization with low-dispersion point sets S Yakowitz, P L'ecuyer, F Vazquez-Abad Operations Research 48 (6), 939-950, 2000 | 84 | 2000 |
| Accelerated simulation for pricing Asian options FJ Vázquez-Abad, D Dufresne 1998 Winter Simulation Conference. Proceedings (Cat. No. 98CH36274) 2, 1493-1500, 1998 | 82 | 1998 |
| Stochastic approximation methods for systems over an infinite horizon HJ Kushner, FJ Vázquez-Abad SIAM Journal on Control and Optimization 34 (2), 712-756, 1996 | 74 | 1996 |
| Measure-valued differentiation for Markov chains B Heidergott, FJ Vázquez-Abad Journal of Optimization Theory and Applications 136 (2), 187-209, 2008 | 56 | 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 | 53 | 2010 |
| 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 | 52 | 1998 |
| Estimation of the derivative of a stationary measure with respect to a control parameter FJ Vázquez-Abad, HJ Kushner Journal of Applied Probability 29 (2), 343-352, 1992 | 40 | 1992 |
| Sensitivity estimation for Gaussian systems B Heidergott, FJ Vázquez-Abad, W Volk-Makarewicz European Journal of Operational Research 187 (1), 193-207, 2008 | 32 | 2008 |
| Ghost simulation model for the optimization of an urban subway system FJ Vázquez-Abad, L Zubieta Discrete Event Dynamic Systems 15, 207-235, 2005 | 31 | 2005 |
| Measure valued differentiation for stochastic processes: The finite horizon case BF Heidergott, FJ Vázquez-Abad Eurandom, 2000 | 30 | 2000 |
| Measure valued differentiation for random horizon problems BF Heidergott, F Vázquez-Abad Markov Processes and Related Fields 12, 509-536, 2006 | 28 | 2006 |
| Gradient-based simulation optimization under probability constraints L Andrieu, G Cohen, FJ Vázquez-Abad European Journal of Operational Research 212 (2), 345-351, 2011 | 27 | 2011 |
| RPA pathwise derivative estimation of ruin probabilities FJ Vázquez-Abad Insurance: Mathematics and Economics 26 (2-3), 269-288, 2000 | 27 | 2000 |
| Stochastic programming with probability L Andrieu, G Cohen, F Vázquez-Abad arXiv preprint arXiv:0708.0281, 2007 | 26 | 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 | 25 | 2003 |
| Strong points of weak convergence: a study using RPA gradient estimation for automatic learning FJ Vázquez-Abad Automatica 35 (7), 1255-1274, 1999 | 25 | 1999 |
| Stochastic model for cognitive radio networks under jamming attacks and honeypot-based prevention S Bhunia, X Su, S Sengupta, F Vázquez-Abad Distributed Computing and Networking: 15th International Conference, ICDCN …, 2014 | 23 | 2014 |
| Cr-honeynet: A learning & decoy based sustenance mechanism against jamming attack in crn S Bhunia, S Sengupta, F Vázquez-Abad 2014 IEEE Military Communications Conference, 1173-1180, 2014 | 21 | 2014 |
| CR-Honeynet: A cognitive radio learning and decoy-based sustenance mechanism to avoid intelligent jammer S Bhunia, E Miles, S Sengupta, F Vázquez-Abad IEEE Transactions on Cognitive Communications and Networking 4 (3), 567-581, 2018 | 20 | 2018 |
Pierre L'EcuyerProfessor, DIRO, University of MontrealVerified email at iro.umontreal.ca
