Reuven Y. Rubinstein - researchr alias

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2014

Reliability of stochastic flow networks with continuous link capacitiesZdravko I. Botev, Slava Vaisman, Reuven Y. Rubinstein, Pierre L'Ecuyer. wsc 2014: 543-552 [doi]

2013

Zero-Variance Importance Sampling Estimators for Markov Process ExpectationsHernan P. Awad, Peter W. Glynn, Reuven Y. Rubinstein. mor, 38(2):358-388, 2013. [doi]

2012

The Splitting Method for Decision MakingReuven Y. Rubinstein, Andrey Dolgin, Radislav Vaisman. cssc, 41(6):905-921, 2012. [doi]

2007

Application of the cross-entropy method to clustering and vector quantizationDirk P. Kroese, Reuven Y. Rubinstein, Thomas Taimre. jgo, 37(1):137-157, 2007. [doi]

Minimum Cross-entropy Methods for Rare-event SimulationAd Ridder, Reuven Y. Rubinstein. simulation, 83(11):769-784, 2007. [doi]

2005

Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based EnvironmentG. Alon, Dirk P. Kroese, T. Raviv, Reuven Y. Rubinstein. anor, 134(1):137-151, 2005. [doi]

A Tutorial on the Cross-Entropy MethodPieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor, Reuven Y. Rubinstein. anor, 134(1):19-67, 2005. [doi]

PrefaceDirk P. Kroese, Reuven Y. Rubinstein. anor, 134(1):17-18, 2005. [doi]

The cross entropy method for classificationShie Mannor, Dori Peleg, Reuven Y. Rubinstein. icml 2005: 561-568 [doi]

2004

A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing NetworksP. T. de Boer, Dirk P. Kroese, Reuven Y. Rubinstein. mansci, 50(7):883-895, 2004. [doi]

The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy TailsDirk P. Kroese, Reuven Y. Rubinstein. questa, 46(3-4):317-351, 2004. [doi]

2003

The Cross Entropy Method for Fast Policy SearchShie Mannor, Reuven Y. Rubinstein, Yohai Gat. icml 2003: 512-519

2002

Rare event simulation and combinatorial optimization using cross entropy: estimating buffer overflows in three stages using cross-entropyPieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein. wsc 2002: 301-309 [doi]

Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropyTito Homem-de-Mello, Reuven Y. Rubinstein. wsc 2002: 310-319 [doi]

Cross-entropy and rare events for maximal cut and partition problemsReuven Y. Rubinstein. tomacs, 12(1):27-53, 2002. [doi]

2000

Techniques for simulating difficult queueing problems: adaptive importance sampling simulation of queueing networksPieter-Tjerk de Boer, Victor F. Nicola, Reuven Y. Rubinstein. wsc 2000: 646-655 [doi]

1997

Combining the Stochastic Counterpart and Stochastic Approximation MethodsJean-Pierre Dussault, Donald Labrecque, Pierre L'Ecuyer, Reuven Y. Rubinstein. deds, 7(1):5-28, 1997. [doi]

1994

On relaxation algorithms in computation of noncooperative equilibriaStanislav Uryas'ev, Reuven Y. Rubinstein. tac, 39(6):1263-1267, 1994. [doi]

1992

Nondifferentiable optimization via smooth approximation: General analytical approachJoseph Kreimer, Reuven Y. Rubinstein. anor, 39(1):97-119, 1992. [doi]

Sensitivity Analysis of Discrete Event Systems with Autocorrelated InputsBenjamin Melamed, Reuven Y. Rubinstein. wsc 1992: 521-528 [doi]

On Optimal Choice of Reference Parameters in the Likelihood Ratio MethodReuven Y. Rubinstein, Alexander Shapiro. wsc 1992: 515-520 [doi]

Sensitivity analysis of discrete event systems by the "push out" methodReuven Y. Rubinstein. anor, 39(1):229-250, 1992. [doi]

Decomposable score function estimators for sensitivity analysis and optimization of queueing networksReuven Y. Rubinstein. anor, 39(1):195-227, 1992. [doi]

Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratioMichael Shalmon, Reuven Y. Rubinstein. anor, 36:383-396, 1992. [doi]

1989

Sensitivity Analysis and Performance Extrapolation for Computer Simulation ModelsReuven Y. Rubinstein. ior, 37(1):72-81, 1989. [doi]

1985

Efficiency of Multivariate Control Variates in Monte Carlo SimulationReuven Y. Rubinstein, Ruth Marcus. ior, 33(3):661-677, 1985. [doi]

1983

Smoothed Functionals in Stochastic OptimizationReuven Y. Rubinstein. mor, 8(1):26-33, 1983. [doi]

1982

An efficient mixture methodGennady Samorodnitsky, Ishay Weissman, Reuven Y. Rubinstein. orl, 1(5):198-200, 1982. [doi]

1981

Simulation and the Monte Carlo methodReuven Y. Rubinstein. Wiley series in probability and mathematical statistics, Wiley, 1981. [doi]

1976

About one of Tsetlin's problems of the collective behavior of stochastic automataReuven Y. Rubinstein, J. Har-El. isci, 11(1):49-54, 1976. [doi]

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