Rapport de Recherche 1998-1999
Felisa J. Vázquez-Abad
Rayonnement scientifique
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Visiting Researcher (Sabbatical) in Telecommunications, 10/98-12/99:
Department of Electrical and Electronic Engineering
The University of Melbourne, Australia
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Visiting researcher in Applied Probability, 07/98-07/99:
Department of Mathematics and Statistics
The University of Melbourne, Australia
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Visiting Professor, 03/98-06/00:
INRS-Télécommunications, Montréal.
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Web Editor of the INFORMS College on Simulation, à partir
de 1998.
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Elected Associate Editor IEEE CEB Control Society, Janvier 1999.
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Member of the Scientific Commitee for WODES 2000, Août 1999.
Invited Lectures:
- "Workshop on Weak Convergence of Stochastic Approximations
and Applications to Telecommunication Networks", Dept of Electrical and
Electronic Engineering, Melbourne University, Oct-Nov 1999.
- "On the Consistency of the Phantom RPA Estimators", TU Delft, The
Netherlands, July 21, 1999.
- ``Using Simulation Wisely: a Close Look at Rare Event
Estimation'', Dpt. Ingeniería de Sistemas y Automática,
Universidad de Valladolid, Spain, July 29, 1999.
- ``Using Simulation Wisely: a Close Look at Rare Event
Estimation'', The United Technologies Sponsored Seminar Series in Manufacturing
and Systems Engineering, Boston University, April 2nd, 1999.
- ``Accelerated Simulation via Self-Optimized Importance
Sampling'', Brown University, Providence RI, December 2, 1998.
Étudiants gradués
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Phong, Le-Quoc, maîtrise en iro, Université de Montréal,
juin 1998. Directrice de recherche.
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Bernard Kamté, maîtrise en télécom, INRS-Télécom,
Université du Québec, avril 1999. Co-directrice de recherche.
Développement des utils Web pour l'enseignement
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SimSpiders: (en cours) un tutoriel de simulation stochastique avec des
simulations interactives développé avec Yanick Champoux.
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BestNet: un site web développé pour l'enseignement du design
optimal de réseaux de télécommunciations. Projet appuyé
par l'Université de Melbourne à travers le programme de subventions
du département d'éducation par multimédia, 03/98-03/99.
Refereed Journal Papers:
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F.J.Vázquez-Abad and S. Jacobson,
"Phantom
Harmonic Gradient Estimators for Nonpreemptive Priority Queueing Systems",
submitted to INFORMS Journal on Computing.
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F.J.Vázquez-Abad and P. LeQuoc, ``Sensitivity Analysis for Ruin Probabilities'',
submitted to The Journal of the Operational
Research Society, special issue: Progress in Simulation Research.
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L'Ecuyer, P., B. Martin and F.J.Vázquez-Abad (1999)
``Functional Estimation for
a Multicomponent Age Replacement Model'',
American Journal of Mathematical and Management Sciences,
vol 19, Nos. 1 & 2, Special issue on Modern Digital Simulation, in press.
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F.J.Vázquez-Abad (1999)
``RPA Pathwise Derivative Estimation of Ruin
Probabilities'', Insurance: Mathematics and Economics, in press.
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S. Yakowitz, P. L'Ecuyer, and F.J.Vázquez-Abad, ``Global Stochastic
Optimization with Low-Dispersion Point Sets'', to appear in Operations
Research.
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F.J.Vázquez-Abad (1999) ``Strong Points of Weak Convergence: A Study
Using RPA Gradient Estimation for Automatic Learning'',
in Automatica, vol 35, No. 7: 1255--1274.
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F.J.Vázquez-Abad and L.G.Mason (1999) ``Decentralized Adaptive
Flow Control of High Speed Connectionless Data Networks'',
Operations Research, vol 47, No 6.
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F.J.Vázquez-Abad, Cassandras, C.G., Julka, V. (1998) ``Centralized
and Decentralized Asynchronous Optimization of Stochastic Discrete Event
Systems'', IEEE Transactions on Automatic Control, vol 43,
No.5: 631-655.
Refereed Conference Papers:
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F.J. Vázquez-Abad and L. Zubieta, "Generalizations of the surrogate
estimation approach for sensitivity analysis", to appear in
Proceedings of the Control Decision Conference, Phoenix, December 1999.
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F.J. Vázquez-Abad and Manuel Cepeda-Jüneman, "The Phantom
SPA Method: an Inventrory Problem Revisited", to appear in
Proceedings of the Winter Simulation Conference, Phoenix, December 1999.
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F.J. Vázquez-Abad and D. Dufresne, "Accelerated Simulation for Pricing
Asian Options", invited paper Winter Simulation Conference, Washington,
December 1998, D.J. Medeiros, E.F. Watson, J.S. Carson and
M.S. Manivannan, Editors : 1493--1500.
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F.J. Vázquez-Abad, "The Case of the Swapping and of the Disappearing
Phantoms", invited paper Proceedings of WODES98, Cagliari,
August 1998, Edited by The Institute
of Electrical Engineers, Great Brittan : 102--107.
Conference Participation:
- ``Examples of the Phantom SPA Method'',
7th INFORMS Computing Society Conference on
OR and Computing Tools for the New Millennium,
Cancún, Mexico, January 2000.
- ``Perturbation Analysis for Risk Analysis:
Application of the
Virtual RPA Method for Non-Homogeneous Poisson Processes'',
10th INFORMS Applied Probability Conference, Ulm, July 1999.