Reuven Y. Rubinstein

According to our database1, Reuven Y. Rubinstein authored at least 29 papers between 1976 and 2014.

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Bibliography

2014
Reliability of stochastic flow networks with continuous link capacities.
Proceedings of the 2014 Winter Simulation Conference, 2014

2013
Zero-Variance Importance Sampling Estimators for Markov Process Expectations.
Math. Oper. Res., 2013

2012
The Splitting Method for Decision Making.
Commun. Stat. Simul. Comput., 2012

2007
Minimum Cross-entropy Methods for Rare-event Simulation.
Simul., 2007

Application of the cross-entropy method to clustering and vector quantization.
J. Glob. Optim., 2007

2005
Preface.
Ann. Oper. Res., 2005

A Tutorial on the Cross-Entropy Method.
Ann. Oper. Res., 2005

Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment.
Ann. Oper. Res., 2005

The cross entropy method for classification.
Proceedings of the Machine Learning, 2005

2004
The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails.
Queueing Syst. Theory Appl., 2004

A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks.
Manag. Sci., 2004

2003
The Cross Entropy Method for Fast Policy Search.
Proceedings of the Machine Learning, 2003

2002
Cross-entropy and rare events for maximal cut and partition problems.
ACM Trans. Model. Comput. Simul., 2002

Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy.
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.
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.
Proceedings of the 32nd conference on Winter simulation, WSC 2000, 2000

1997
Combining the Stochastic Counterpart and Stochastic Approximation Methods.
Discret. Event Dyn. Syst., 1997

1992
Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratio.
Ann. Oper. Res., 1992

Sensitivity analysis of discrete event systems by the "push out" method.
Ann. Oper. Res., 1992

Decomposable score function estimators for sensitivity analysis and optimization of queueing networks.
Ann. Oper. Res., 1992

Nondifferentiable optimization via smooth approximation: General analytical approach.
Ann. Oper. Res., 1992

On Optimal Choice of Reference Parameters in the Likelihood Ratio Method.
Proceedings of the 24th Winter Simulation Conference, 1992

Sensitivity Analysis of Discrete Event Systems with Autocorrelated Inputs.
Proceedings of the 24th Winter Simulation Conference, 1992

1989
Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models.
Oper. Res., 1989

1985
Efficiency of Multivariate Control Variates in Monte Carlo Simulation.
Oper. Res., 1985

1983
Smoothed Functionals in Stochastic Optimization.
Math. Oper. Res., 1983

1982
An efficient mixture method.
Oper. Res. Lett., 1982

1981
Simulation and the Monte Carlo method.
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.
Inf. Sci., 1976


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