Reuven Y. Rubinstein

30 papers A* 2Misc 6Journal 21
YearRankTypeTitle / Venue / Authors
2014 Misc conf
Reliability of stochastic flow networks with continuous link capacities.
WSC
Zdravko I. Botev, Slava Vaisman, Reuven Y. Rubinstein, Pierre L'Ecuyer
2013 J jnl
Zero-Variance Importance Sampling Estimators for Markov Process Expectations.
Math. Oper. Res.
Hernan P. Awad, Peter W. Glynn, Reuven Y. Rubinstein
2012 J jnl
The Splitting Method for Decision Making.
Commun. Stat. Simul. Comput.
Reuven Y. Rubinstein, Andrey Dolgin, Radislav Vaisman
2007 J jnl
Application of the cross-entropy method to clustering and vector quantization.
J. Glob. Optim.
Dirk P. Kroese, Reuven Y. Rubinstein, Thomas Taimre
2007 J jnl
Minimum Cross-entropy Methods for Rare-event Simulation.
Simul.
Ad Ridder, Reuven Y. Rubinstein
2005 J jnl
A Tutorial on the Cross-Entropy Method.
Ann. Oper. Res.
Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor, Reuven Y. Rubinstein
2005 J jnl
Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment.
Ann. Oper. Res.
G. Alon, Dirk P. Kroese, Tal Raviv, Reuven Y. Rubinstein
2005 J jnl
Preface.
Ann. Oper. Res.
Dirk P. Kroese, Reuven Y. Rubinstein
2005 A* conf
The cross entropy method for classification.
ICML
Shie Mannor, Dori Peleg, Reuven Y. Rubinstein
2004 J jnl
A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks.
Manag. Sci.
Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein
2004 J jnl
The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails.
Queueing Syst. Theory Appl.
Dirk P. Kroese, Reuven Y. Rubinstein
2003 A* conf
The Cross Entropy Method for Fast Policy Search.
ICML
Shie Mannor, Reuven Y. Rubinstein, Yohai Gat
2002 J jnl
Cross-entropy and rare events for maximal cut and partition problems.
ACM Trans. Model. Comput. Simul.
Reuven Y. Rubinstein
2002 Misc conf
Rare event simulation and combinatorial optimization using cross entropy: estimating buffer overflows in three stages using cross-entropy.
WSC
Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein
2002 Misc conf
Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy.
WSC
Tito Homem-de-Mello, Reuven Y. Rubinstein
2000 Misc conf
Techniques for simulating difficult queueing problems: adaptive importance sampling simulation of queueing networks.
WSC
Pieter-Tjerk de Boer, Victor F. Nicola, Reuven Y. Rubinstein
1997 J jnl
Combining the Stochastic Counterpart and Stochastic Approximation Methods.
Discret. Event Dyn. Syst.
Jean-Pierre Dussault, Donald Labrecque, Pierre L'Ecuyer, Reuven Y. Rubinstein
1994 J jnl
On relaxation algorithms in computation of noncooperative equilibria.
IEEE Trans. Autom. Control.
Stanislav Uryasev, Reuven Y. Rubinstein
1992 J jnl
Decomposable score function estimators for sensitivity analysis and optimization of queueing networks.
Ann. Oper. Res.
Reuven Y. Rubinstein
1992 J jnl
Error analysis for regenerative queueing estimators with special reference to gradient estimators via likelihood ratio.
Ann. Oper. Res.
Michael Shalmon, Reuven Y. Rubinstein
1992 J jnl
Nondifferentiable optimization via smooth approximation: General analytical approach.
Ann. Oper. Res.
Joseph Kreimer, Reuven Y. Rubinstein
1992 Misc conf
On Optimal Choice of Reference Parameters in the Likelihood Ratio Method.
WSC
Reuven Y. Rubinstein, Alexander Shapiro
1992 Misc conf
Sensitivity Analysis of Discrete Event Systems with Autocorrelated Inputs.
WSC
Benjamin Melamed, Reuven Y. Rubinstein
1992 J jnl
Sensitivity analysis of discrete event systems by the "push out" method.
Ann. Oper. Res.
Reuven Y. Rubinstein
1989 J jnl
Sensitivity Analysis and Performance Extrapolation for Computer Simulation Models.
Oper. Res.
Reuven Y. Rubinstein
1985 J jnl
Efficiency of Multivariate Control Variates in Monte Carlo Simulation.
Oper. Res.
Reuven Y. Rubinstein, Ruth Marcus
1983 J jnl
Smoothed Functionals in Stochastic Optimization.
Math. Oper. Res.
Reuven Y. Rubinstein
1982 J jnl
An efficient mixture method.
Oper. Res. Lett.
Gennady Samorodnitsky, Ishay Weissman, Reuven Y. Rubinstein
1981 — book
Simulation and the Monte Carlo method.
Reuven Y. Rubinstein
1976 J jnl
About one of Tsetlin's problems of the collective behavior of stochastic automata.
Inf. Sci.
Reuven Y. Rubinstein, J. Har-El