Reuven Y. Rubinstein

According to our database, Reuven Y. Rubinstein authored at least 30 papers between 1976 and 2014.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2014

Reliability of stochastic flow networks with continuous link capacities.

Zdravko I. Botev, Slava Vaisman, Reuven Y. Rubinstein, Pierre L'Ecuyer

Proceedings of the 2014 Winter Simulation Conference, 2014

2013

Zero-Variance Importance Sampling Estimators for Markov Process Expectations.

Hernan P. Awad, Peter W. Glynn, Reuven Y. Rubinstein

Math. Oper. Res., 2013

2012

The Splitting Method for Decision Making.

Reuven Y. Rubinstein, Andrey Dolgin, Radislav Vaisman

Commun. Stat. Simul. Comput., 2012

2007

Minimum Cross-entropy Methods for Rare-event Simulation.

Ad Ridder, Reuven Y. Rubinstein

Simul., 2007

Application of the cross-entropy method to clustering and vector quantization.

Dirk P. Kroese, Reuven Y. Rubinstein, Thomas Taimre

J. Glob. Optim., 2007

2005

Preface.

Dirk P. Kroese, Reuven Y. Rubinstein

Ann. Oper. Res., 2005

A Tutorial on the Cross-Entropy Method.

Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor, Reuven Y. Rubinstein

Ann. Oper. Res., 2005

Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment.

G. Alon, Dirk P. Kroese, Tal Raviv, Reuven Y. Rubinstein

Ann. Oper. Res., 2005

The cross entropy method for classification.

Shie Mannor, Dori Peleg, Reuven Y. Rubinstein

Proceedings of the Machine Learning, 2005

2004

The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails.

Dirk P. Kroese, Reuven Y. Rubinstein

Queueing Syst. Theory Appl., 2004

A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks.

Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein

Manag. Sci., 2004

2003

The Cross Entropy Method for Fast Policy Search.

Shie Mannor, Reuven Y. Rubinstein, Yohai Gat

Proceedings of the Machine Learning, 2003

2002

Cross-entropy and rare events for maximal cut and partition problems.

Reuven Y. Rubinstein

ACM Trans. Model. Comput. Simul., 2002

Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy.

Tito Homem-de-Mello, Reuven Y. Rubinstein

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Rare event simulation and combinatorial optimization using cross entropy: estimating buffer overflows in three stages using cross-entropy.

Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

2000

Techniques for simulating difficult queueing problems: adaptive importance sampling simulation of queueing networks.

Pieter-Tjerk de Boer, Victor F. Nicola, Reuven Y. Rubinstein

Proceedings of the 32nd conference on Winter simulation, 2000

1997

Combining the Stochastic Counterpart and Stochastic Approximation Methods.

Jean-Pierre Dussault, Donald Labrecque, Pierre L'Ecuyer, Reuven Y. Rubinstein

Discret. Event Dyn. Syst., 1997

1994

On relaxation algorithms in computation of noncooperative equilibria.

Stanislav Uryasev, Reuven Y. Rubinstein

IEEE Trans. Autom. Control., 1994

1992

Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratio.

Michael Shalmon, Reuven Y. Rubinstein

Ann. Oper. Res., 1992

Sensitivity analysis of discrete event systems by the "push out" method.

Reuven Y. Rubinstein

Ann. Oper. Res., 1992

Decomposable score function estimators for sensitivity analysis and optimization of queueing networks.

Reuven Y. Rubinstein

Ann. Oper. Res., 1992

Nondifferentiable optimization via smooth approximation: General analytical approach.

Joseph Kreimer, Reuven Y. Rubinstein

Ann. Oper. Res., 1992

On Optimal Choice of Reference Parameters in the Likelihood Ratio Method.

Reuven Y. Rubinstein, Alexander Shapiro

Proceedings of the 24th Winter Simulation Conference, 1992

Sensitivity Analysis of Discrete Event Systems with Autocorrelated Inputs.

Benjamin Melamed, Reuven Y. Rubinstein

Proceedings of the 24th Winter Simulation Conference, 1992

1989

Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models.

Reuven Y. Rubinstein

Oper. Res., 1989

1985

Efficiency of Multivariate Control Variates in Monte Carlo Simulation.

Reuven Y. Rubinstein, Ruth Marcus

Oper. Res., 1985

1983

Smoothed Functionals in Stochastic Optimization.

Reuven Y. Rubinstein

Math. Oper. Res., 1983

1982

An efficient mixture method.

Gennady Samorodnitsky, Ishay Weissman, Reuven Y. Rubinstein

Oper. Res. Lett., 1982

1981

Simulation and the Monte Carlo method.

Reuven Y. Rubinstein

Wiley series in probability and mathematical statistics, Wiley, ISBN: 0471089176, 1981

1976

About one of Tsetlin's problems of the collective behavior of stochastic automata.

Reuven Y. Rubinstein, J. Har-El

Inf. Sci., 1976