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RPA pathwise derivative estimation of ruin probabilities
Vázquez-Abad, Felisa J. - In: Insurance / Mathematics & economics 26 (2000) 2-3, pp. 269-288
Persistent link: https://www.econbiz.de/10006905185
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FUNCTIONAL ESTIMATION FOR A MULTICOMPONENT AGE REPLACEMENT MODEL
L'Ecuyer, Pierre; Martin, Benoit; Vázquez-Abad, Felisa J. - In: American journal of mathematical and management sciences 19 (1999) 1-2, pp. 135-156
Persistent link: https://www.econbiz.de/10006841535
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ARTICLES - Decentralized Adaptive Flow Control of High-Speed Connectionless Data Networks
Vázquez-Abad, Felisa J.; Mason, Lorne G. - In: Operations research : the journal of the Operations … 47 (1999) 6, pp. 928-942
Persistent link: https://www.econbiz.de/10006419401
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Sensitivity estimation for Gaussian systems
Heidergott, Bernd; Vázquez-Abad, Felisa J.; … - In: European journal of operational research : EJOR 187 (2008) 1, pp. 193-207
Persistent link: https://www.econbiz.de/10007895379
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Phantom Harmonic Gradient Estimators for Nonpreemptive Priority Queueing Systems
Vázquez-Abad, Felisa J.; Jacobson, Sheldon H. - In: INFORMS journal on computing : JOC 13 (2001) 4, pp. 345-359
Persistent link: https://www.econbiz.de/10007111431
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Dynamic consistency for stochastic optimal control problems
Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; … - 2012
Persistent link: https://www.econbiz.de/10010030792