Reuven Y. Rubinstein

Publication Activity (10 Years)

Years Active: 1976-2014
Publications (10 Years): 0

Top Topics

Decision Making

Fuzzy Linear Programming

Importance Sampling

Top Venues

Math. Oper. Res.

Commun. Stat. Simul. Comput.

Publications

Zdravko I. Botev, Slava Vaisman, Reuven Y. Rubinstein, Pierre L'Ecuyer
Reliability of stochastic flow networks with continuous link capacities. WSC (2014)
Hernan P. Awad, Peter W. Glynn, Reuven Y. Rubinstein
Zero-Variance Importance Sampling Estimators for Markov Process Expectations. Math. Oper. Res. 38 (2) (2013)
Reuven Y. Rubinstein, Andrey Dolgin, Radislav Vaisman
The Splitting Method for Decision Making. Commun. Stat. Simul. Comput. 41 (6) (2012)
Dirk P. Kroese, Reuven Y. Rubinstein, Thomas Taimre
Application of the cross-entropy method to clustering and vector quantization. J. Glob. Optim. 37 (1) (2007)
Ad Ridder, Reuven Y. Rubinstein
Minimum Cross-entropy Methods for Rare-event Simulation. Simul. 83 (11) (2007)
Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor, Reuven Y. Rubinstein
A Tutorial on the Cross-Entropy Method. Ann. Oper. Res. 134 (1) (2005)
G. Alon, Dirk P. Kroese, Tal Raviv, Reuven Y. Rubinstein
Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment. Ann. Oper. Res. 134 (1) (2005)
Shie Mannor, Dori Peleg, Reuven Y. Rubinstein
The cross entropy method for classification. ICML (2005)
Dirk P. Kroese, Reuven Y. Rubinstein
Preface. Ann. Oper. Res. 134 (1) (2005)
Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein
A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks. Manag. Sci. 50 (7) (2004)
Dirk P. Kroese, Reuven Y. Rubinstein
The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails. Queueing Syst. Theory Appl. 46 (3-4) (2004)
Shie Mannor, Reuven Y. Rubinstein, Yohai Gat
The Cross Entropy Method for Fast Policy Search. ICML (2003)
Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein
Rare event simulation and combinatorial optimization using cross entropy: estimating buffer overflows in three stages using cross-entropy. WSC (2002)
Reuven Y. Rubinstein
Cross-entropy and rare events for maximal cut and partition problems. ACM Trans. Model. Comput. Simul. 12 (1) (2002)
Tito Homem-de-Mello, Reuven Y. Rubinstein
Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy. WSC (2002)
Pieter-Tjerk de Boer, Victor F. Nicola, Reuven Y. Rubinstein
Techniques for simulating difficult queueing problems: adaptive importance sampling simulation of queueing networks. WSC (2000)
Jean-Pierre Dussault, Donald Labrecque, Pierre L'Ecuyer, Reuven Y. Rubinstein
Combining the Stochastic Counterpart and Stochastic Approximation Methods. Discret. Event Dyn. Syst. 7 (1) (1997)
Stanislav Uryas'ev, Reuven Y. Rubinstein
On relaxation algorithms in computation of noncooperative equilibria. IEEE Trans. Autom. Control. 39 (6) (1994)
Reuven Y. Rubinstein, Alexander Shapiro
On Optimal Choice of Reference Parameters in the Likelihood Ratio Method. WSC (1992)
Joseph Kreimer, Reuven Y. Rubinstein
Nondifferentiable optimization via smooth approximation: General analytical approach. Ann. Oper. Res. 39 (1) (1992)
Benjamin Melamed, Reuven Y. Rubinstein
Sensitivity Analysis of Discrete Event Systems with Autocorrelated Inputs. WSC (1992)
Michael Shalmon, Reuven Y. Rubinstein
Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratio. Ann. Oper. Res. 36 (1992)
Reuven Y. Rubinstein
Sensitivity analysis of discrete event systems by the "push out" method. Ann. Oper. Res. 39 (1) (1992)
Reuven Y. Rubinstein
Decomposable score function estimators for sensitivity analysis and optimization of queueing networks. Ann. Oper. Res. 39 (1) (1992)
Reuven Y. Rubinstein
Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models. Oper. Res. 37 (1) (1989)
Reuven Y. Rubinstein, Ruth Marcus
Efficiency of Multivariate Control Variates in Monte Carlo Simulation. Oper. Res. 33 (3) (1985)
Reuven Y. Rubinstein
Smoothed Functionals in Stochastic Optimization. Math. Oper. Res. 8 (1) (1983)
Gennady Samorodnitsky, Ishay Weissman, Reuven Y. Rubinstein
An efficient mixture method. Oper. Res. Lett. 1 (5) (1982)
Reuven Y. Rubinstein, J. Har-El
About one of Tsetlin's problems of the collective behavior of stochastic automata. Inf. Sci. 11 (1) (1976)