Curriculum Vitae

Reuven Rubinstein


The Faculty of Industrial Engineering and Management,

Technion, Israel Institute of Technology

Haifa, 32000 Israel

(04)-8294558


ierrr01@ie.technion.ac.il


PERSONAL DATA

Citizenship: Israel, Id. no. 14925747
Birth: August 25, 1938, Lithuania
Family status: Married, two children
Office phone: (972)(4) 8294458
Home phone: (972)(4) 8246486

EDUCATION

1960 - M.Sc. (Cum Laude),Electrical Engineering, Kaunas Polytechnical Institute, Lithuania, Kaunas
1969 - Ph.D. Operations Research, Rigas Polytechnical Institute, Latvija, Riga

ACADEMIC APPOINTMENTS

1998--present Chair in Industrial Engineering and Management, Technion---Israel Institute of Technology, Haifa
1992--present Full Professor, Faculty of Industrial Engineering and Management, Technion---Israel Institute of Technology, Haifa
1978--1992 Associate Professor, Faculty of Industrial Engineering and Management, Technion---Israel Institute of Technology, Haifa
1973--1978 Senior Lecturer, Faculty of Industrial Engineering and Management, Technion---Israel Institute of Technology, Haifa

KEYNOTE SPEAKER

1995: EURO XIV, European Conference on Operations Research, Jerusalem, Israel.
Subject: Sensitivity Analysis of Computer Simulation Models by Score Function Method.
1999: Conference on Stochastic Modeling and Simulation, Riga, Latvia
Subject: The Cross-Entropy Method for Stochastic Optimization.
2003: INFORMS Conference, Istanbul, Turkey
Subject: Estimation of Rare Events with Heavy Tails.
2007: INFORMS Conference at Seattle Washington, US
Subject: The Cross-Entropy Methods in Counting and Combinatorial Optimization.
2008: Simulation Conference at San Petersburg
Subject: The Cross-entropy and Splitting Methods.

HONORS AND AWARDS

1964: Silver medal from the All-Union Industrial Exhibition on computer-aided design.
1977: Oded Levin's prize for the best research work in Operations Research in Israel, given by ORSIS (Operational Research Society in Israel).
2010: Lifetime Professional Achievement Award (LPAA) from INFORMS (Institute for Operations Research and Management Science) Simulation Society.
2011: Lifetime Achievement Award (LAA) from ORSIS (Operations Research Soci- ety of Israel).
2008: Conference dedicated to Reuven Rubinstein's 70th birthday entitled Efficient Monte Carlo, Sandbjerg, Denmark.
2011: Special Volume (volume No 189) of Annals of Operations Research dedicated to Reuven Rubinstein's 70-th birthday.

SCIENTIFIC SOCIETIES

ADMINISTRATIVE POSITIONS

1979--1981: Head of Operations Research Area
1988--1991: Head of Operations Research Area

EDITING OF INTERNATIONAL JOURNALS

VISITING APPOINTMENTS

1997-1998 (Nov.-Febr.) Visiting Professor, The Institute of Statistical Mathematics, Tokyo, Japan
1996 (February) Taiwan Academy of Sciences, Taipe
1995 (August) Visiting Professor, Lund University, Sweden
1994 (Aug.--Sept.) Visiting Fellow, Tilburg University, The Netherlands
1993 (Sept.--Oct. ) Visiting Fellow, Tilburg University, The Netherlands
1992 (July--Aug.) Visiting Professor, EPFL, Lausanne, Switzerland
1991 (July--Sept.) Visiting Professor, EPFL, Lausanne, Switzerland
1990 (Feb.) Visiting Professor, University of South Africa (UNISA), South Africa
1989 (April) Visiting Professor, Institute of Electronic Systems, Aalborg University, Denmark
1989 (August) Visiting Scientist, AT&T, Bell Laboratories, Holmdell, NJ, USA
1987 (July--Aug.) Visiting Professor, University of Auckland, New Zealand
1986--1987 Distinguished Visiting Professor of Operations Research, The George Washington University, Washington, DC 20052, U.S.A.
1986 (August) Visiting Professor, Department of Statistics, University of Toronto, Canada
1985--1986 Visiting Professor, Division of Applied Sciences, Harvard University, Cambridge, MA 02l38, U.S.A.
1985 (Feb.) Visiting Professor, University of Milano, Italy
1984 (July) Visiting Professor, Department of Statistics, University of Waterloo, Canada
1982 Visiting Professor, University of Arizona, Tucson, Arizona, U.S.A. semester)
1981 (July--Sept.) Visiting scientist, National Research Institute of Mathematical Sciences, Pretoria, South Africa
1978--1979 Associated Visiting Professor, Department of Business Administration, University of Illinois, Urbana, U.S.A.

GRANTS

1991 -- 1994Israel Electric Corporation -- $30,000
1995 -- 1996Israel Electric Corporation --- $37,000
1997 -- 1998Motorola, USA -- $175,000
1999 -- 2001ECI, Israel -- $77,000
2002 -- 2006Israeli Academy of Sciences -- $192,000
2003 -- 2007BSF (with Peter Glynn from Stanford University) -- $120,000
2004 -- 2005Israel Electric Corporation -- $65,000
2007 -- 2011BSF (with Peter Glynn from Stanford University) -- $106,000
2010 -- 2013Israeli Academy of Sciences -- $150,000

CONSULTING

1999- ECI, Israel Telecom
1997-1998 Motorola, U.S.A.
1992 (Feb.) NEC, U.S.A., Research Laboratories, Princeton, NJ, U.S.A.
1990 (July--Sept.) AT&T, Bell Labs., Holmdell, NJ, U.S.A.
1989 (July) AT&T, Bell Labs., Holmdell, NJ, U.S.A.
1980 (July--Aug.) IBM Thomas J. Watson Research Center, New York, U.S.A.

PUBLICATIONS

[a] Refereed journal papers

    [1] Published

  1. Rubinstein, Y., ``Convergence of Random Search Algorithms", {\it Automatic Control}, Automatic Control, Vol. 3, No. 1, pp. 46--49, 1969.
  2. Rastrigin, L.A. and Rubinstein, Y., ``The Comparison of Random Search and Stochastic Approximation while Solving the Problem of Optimization", Automatic Control, Vol. 2, No. 5, pp. 23--29, 1969.
  3. Rubinstein, Y., ``Certain Properties of the Optimal-Trial Random Search Algorithms (case without noise)", Automatic Control, Vol.4, No.6, pp.92--96, 1970.
  4. Rubinstein, Y., ``Piece-Wise-Linear Representation of Function Optimized in Situation of Noise", Automatic Control, Vol.2, No.5, pp.36--42, 1968.
  5. Rubinstein, Y., ``Efficiency of the Random Search Algorithms", Automatic Control, Vol.5, No.2, pp.80--84, 1971.
  6. Rubinstein, Y., ``Stopping of Search Algorithms", Automatic Control, Vol.5, No.3, pp.38--41, 1971.
  7. Rubinstein, Y., ``Convergence of the Random Search Algorithms to the Neighborhood of Extremum", Automatic Control, Vol.6, No.3, pp.32--35, 1972.
  8. Rubinstein, Y.and Kaladze, V., ``The Polar Modification of the Random Search", Automatic Control, Vol.6, No.2, pp.58--60, 1972.
  9. Kaladze, V., Moroz, P.and Rubinstein, Y., ``Effectiveness of Random Search with Controlled Noise", Automatic Control, Vol.l6, No.4, pp.34--38, 1972.
  10. Rastrigin, L.S., Rubinstein, Y.and Vaisbord, E., ``Convergence of the Optimal-Trail Random Search Algorithm", Automatic Control, Vol.7, No.l, pp.40--45, 1973.
  11. Rubinstein, Y., ``Choice of Optimal Search Strategy", Journal of Optimization Theory and Applications, Vol.18, No.3, pp.309--317, March 1976.
  12. Rubinstein, Y.and Har-El, J., ``About one of Tsetlin's Problems of the Collective Behavior of Stochastic Automata", Information Science, Vol.11, pp.49--54, 1976.
  13. Rubinstein, Y., ``Multi-level Adaptive Algorithms", Cashiers du Centre d'Etudes de Recherche Operationelle, Vol.18, No.3, pp.377--389, 1976.
  14. Har-El, J.and Rubinstein, Y., ``Choose an Optimal Subset of Numbers Using a Learning Automaton", Journal of Optimization Theory and Applications, Vol.19, No.1, pp.35--41, May 1977.
  15. Rubinstein, Y.and Har-El, J., ``Optimal Performance of Learning Automata in Switched Random Environments", IEEE Transactions on Systems, Man and Cybernetics, Vol.SMS-7, No.9, pp.674--678, 1977.
  16. Rubinstein, Y., ``Using a Monte Carlo Method for Optimizing Smoothed Functionals", Operations Research, Vol.25, No.4, pp.720--725, 1977.
  17. Rubinstein, Y., ``Adaptive Algorithms under Nonstationary Conditions", Cashiers due Centre d'Etudes de Recherche Opertionalle, Vol.18, No.4, pp.471--478, 1978.
  18. Rubinstein, Y.and Karnovsky, A., ``Local and Integral Properties of a Search Algorithm of the Stochastic Approximation Type", Stochastic Processes and Their Applications, Vol.6, pp.129--134, 1978.
  19. Rubinstein, Y.and Karnovsky, A., ``The Regenerative Method for Constrained Optimization Problems", OR '78, North Holland Publishing Co., pp.931--949, 1979.
  20. Rubinstein, Y.and Weissman, I., ``The Monte Carlo Method for Global Optimization", Cashiers due Centre d'Etudes de Recherche Operationelle, Vol.21, No.2, pp.143--149, 1979.
  21. Rubinstein, Y., ``Selecting the Best Stable Stochastic System", Stochastic Processes and their Applications, 10, pp.75--85, 1980.
  22. Rubinstein, R.Y., ``Generating from Beta Distribution", Cashiers du Centre de Recherche Operationalle, Vol.23, No.1, pp.81--87, 1981.
  23. Rubinstein, R.Y., ``About One Procedure for Sampling from the Exponential Distribution", Cashiers due Centre d'Etudes de Recherche Operationelle, Vol.23, No.2, pp. 183--187, 1981.
  24. Rubinstein, R.Y., ``Generating Random Vectors Uniformly Distributed Inside and on the Surface of Different Regions", European Journal of OR, Vol.10, pp. 205--209, 1982.
  25. Rubinstein, R.Y.and Samorodnitsky, G., ``The Efficiency of the Random Search Method", Mathematics and Computers in Simulation, XXIV, pp.257--268, 1982.
  26. Rubinstein, R.Y., ``Solution of Nonlinear Programming with Unknown Distribution Function", Mathematics and Computers in Simulation, XXIV, pp.373--384, 1982.
  27. Samorodnitsky, G., Weissman, I.and Rubinstein, R.Y., ``An Efficient Mixture Method", Operations Research Letters, Vol.1, No.2, pp.198--200, 1982.
  28. Rubinstein, R.Y., ``Smoothed Functionals in Stochastic Optimization", Mathematics of Operations Research, Vol.8, No.1, pp.26--33, 1983.
  29. Rubinstein, R.Y.and Kreimer, J., ``An Efficient Monte Carlo Method for Solving Linear and Integral Equations", Mathematics and Computers in Simulation, XXV, pp.321--334, 1983.
  30. Rubinstein, R.Y.and Weissman, I., ``Generation of Bernoulli Processes", OR Letters, Vol.3, No.4, pp.179--181, 1984.
  31. Gal, S., Rubinstein, R.Y.and Ziv, A., ``On the Optimality and Efficiency of Common Random Numbers", Mathematics and Computers in Simulation, XXVI, 1984, pp.502--512.
  32. Rubinstein, R.Y., Samorodnitsky, G.and Shaked, M., ``Antithetic Variates, Multivariate Dependence and Simulation of Complex Stochastic Systems", Management Science, Vol.31, No.1, pp.66--77, 1985.
  33. Rubinstein, R.Y., ``Antithetic and Common Random Numbers in Simulation Stochastic Systems", Journal of Statistical Computation and Simulation, Vol.2, pp.161--184, 1985.
  34. Rubinstein, R.Y.and Markus, R., ``Efficiency of Multivariate Control Variates in Monte Carlo Simulation", Operations Research, Vol.33, No.3, pp.661--672, 1985.
  35. Rubinstein, R.Y.and Samorodnitsky, G., ``Optimal Coverage of Complex Regions", Journal of Optimization Theory and Applications (JOTA), Vol.51, No.2, pp.321--343, 1986.
  36. Rubinstein, R.Y.and Kreimer, J.K., ``Inventory Models under Uncertainty: An Adaptive Approach", Mathematics and Computers in Simulation, Vol.28, pp.169--188, 1986.
  37. Feuerverger, A., McLeish, D.L.and Rubinstein, R., ``A Cross-spectral Method for Sensitivity Analysis of Computer Simulation Models", Comptes Rendus: Mathematical Reports of the Academy of Science, The Royal Society of Canada, Vol.VIII, 5, pp.336--340, 1986.
  38. Rubinstein, R.Y., ``The Score Function Approach for Sensitivity Analysis of Computer Simulation Models", Mathematics and Computers in Simulation, Vol.28, pp.351--379, 1986
  39. Rubinstein, R.Y.and Samorodnitsky, G., ``A Modified Version of Handcomb's Antithetic Variables Theorem", SIAM, Journal of Statistical and Scientific Computation, Vol.8, No.1, pp.82--98, 1987.
  40. Rubinstein, R.Y.and Kreimer, J., ``A Batch Acceptance---Complement Method for Generating Random Variables", The European Journal of Operations Research, Vol.35, pp.278--285, 1988.
  41. Rubinstein, R.Y.and Szidarovszky, F., ``Convergence of Perturbation Analysis Estimates for Discontinuous Sample Functions: A General Approach", Advances of Applied Probability, Vol.20, pp.59--78, 1988.
  42. Kreimer, J.and Rubinstein, R.Y., ``Smoothed Functionals and Constrained Stochastic Approximation", SIAM Journal of Numerical Analysis, Vol.25, No.2, pp.470--487, 1988.
  43. Rubinstein, R.Y., ``Sensitivity Analysis of Computer Simulation Models via the Score Efficient", Operations Research, Vol.37, pp.72--81, 1989.
  44. Arsham, H., Feuerverger, H., McLeish, D., Kreimer, J.and Rubinstein, R.Y., ``Sensitivity Analysis and the `What if' Problem for Discrete Events Systems", Math.Comput.Modelling, Vol.12, pp.193--219, 1989.
  45. Shalmon, M.and Rubinstein, R.Y., ``The Variance of Regenerative Estimators with Special Reference to the Sensitivity Analysis of Queueing Systems with Poisson Arrivals", First International Conference on OR in Telecommunication, Bacaraton, Fl., 1990.
  46. Rubinstein, R..Y.and Shapiro, A., ``Optimization of Static Simulation Models by the Score Function Method", Mathematics and Computers in Simulation, Vol.32, pp.373--392, 1990.
  47. Rubinstein, R.Y., ``Modified Importance Sampling for Performance Evaluation and Sensitivity Analysis of Computer Simulation Models", Mathematics and Computers in Simulation, Vol.33, pp.1--22, 1991.
  48. Rubinstein, R.Y., ``How to Optimize Complex Stochastic Systems from a Single Sample Path by the Score Function Method", Annals of Operations Research, Vol.27, pp.175--211, 1991.
  49. Asmussen, S.and Rubinstein, R.Y., ``The Efficiency and Heavy Traffic Properties of the Score Function Method in Sensitivity Analysis of Queueing Models", Adv.Appl. Probab., Vol. 24, No.1, pp.172--201, 1992
  50. Rubinstein, R.Y., ``Decomposable Score Function Estimators for Sensitivity Analysis and Optimization of Queueing Networks", Annals of Operations Research, Vol.39, pp.195--229, 1992.
  51. Kreimer, J.and Rubinstein, R.Y., ``Nondifferentiable Optimization via Smoothed Approximation", Annals of Operations Research, Vol.39, pp. 97--121, 1992.
  52. Rubinstein, R..Y., ``Sensitivity Analysis of Discrete Event Systems by the `Push out' Method", Annals of Operations Research, Vol.39, pp.229--251, 1992.
  53. Shalmon, M. and Rubinstein R.Y., ``Error Analysis for Regenerative Queueing Estimators with Special Reference to Gradient Estimators via Likelihood Ratio", Annals of Operations Research, Vol.36, pp.383--396, 1992.
  54. Asmussen, S. and Rubinstein, R.Y., ``Performance Evaluation and Sensitivity Analysis via the Efficient Change of Measure", Stochastic Models, Vol.9, No.3, pp.313--339, 1993.
  55. Asmussen, S., Rubinstein, R.Y.and Wang, Ch., ``Estimating Rare Events via Likelihood Ratios: From M/M/1 Queues to Bottleneck Networks", Journal of Applied Probability, Vol.31, pp.797--815, 1994.
  56. Rubinstein, R. Y. and Uryas'ev, S., ``On Relaxation Algorithm for the Computation of Noncooperative Equilibria", IEEE, Automatic Control, Vol.39, No.6, pp.1263--1268, 1994.
  57. Kleijnen, J.and Rubinstein, R, Y., ``Sensitivity Analysis by the Score Function Method ", European Journal of Operations Research, 88, 413-427, 1996.
  58. Dussault, J.P., L'Ecuyer, P. and Rubinstein, R. Y., ``Combining the Stochastic Counterpart and Stochastic Approximation Methods", Discrete Event Dynamic Systems , 7, 5-28, 1997.
  59. Rubinstein, R. Y., ``Optimization of Computer simulation Models with Rare Events", European Journal of Operations Research , 99, 89-112, 1997.
  60. Lieber, D., Rubinstein, R.Y. and Elmakis, D., ``Quick Estimation of Rare Events in Stochastic Networks", IEEE Transactions on Reliability Systems, vol 46, No 2, 254-265, 1997.
  61. Rubinstein, R. Y., G. Levitin, A. Lisnianski and H. Ben-Haim ``Redundancy Optimization of Static Reliability Models", IEEE Transactions on Reliability Systems, vol 46, No 4, 503-511, 1997.
  62. Asmussen, S. and Rubinstein R.Y., ``Sensitivity Analysis of Insurance Risk Models via Simulation ", Managment Science , Vol. 45, No 8, 1999
  63. Rubinstein, R. Y. ``The Cross-Entropy Metod for Combinatorial and Continuous Optimization '' Methodology and Computing in Applied Probability, 1, 127-190. 1999
  64. Lieber, D., Nemirovski, A and Rubinstein, R.Y., ``A Fast Monte Carlo Method for Evaluation of Reliability Indices", IEEE Transactions on Reliability Systems vol. 48, No 3, 256-261, 1999.
  65. Rubinstein R.Y., "The cross-entropy method and rare-events for maximal cut and bipartition problems", ACM Transactions on Modelling and Computer Simulation Vol. 12, No. 1, 27-53, 2002.
  66. Pflug, G and Rubinstein R.Y., "Inventory processes: Quasi-regenerative property, performance evaluation and sensitivity estimation via simulation", Stochastic Models, 2002.
  67. Mannor Sh., Rubinstein, R.Y. and Y. Gat "The Cross Entropy method for Fast Policy Search", Proceedings of the ICML Conference, Washington DC, 2003.
  68. de Boer, P. T., Kroese D. P., and R.Y. Rubinstein, "A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks", Management Science, Vol. 50, No. 2, pp. 883-895, 2004.
  69. Kroese, D. P. and R. Y. Rubinstein, "The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails", Queueing Systems, Vol. 46, No. 3/4, pp. 317-352, 2004.
  70. R. Y. Rubinstein "The Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization and Rare-event Estimation ", Methodology and Computing in Applied Probability, 7, pp. 5-50, 2005
  71. Alon, G., Kroese, D., Raviv, T. and Rubinstein R.Y. "Application of the Cross Entropy Method for Optimal Buffer Allocation in a Simulation Based Environment", Annals of Operations Research, 134(1), pp. 137-151, 2005.
  72. de Boer, P. T. Kroese, D. P, Mannor, S. and R.Y. Rubinstein, "A Tutorial on the Cross-Entropy Method", Annals of Operations Research, 134(1), pp. 19-67, 2005.
  73. Asmussen, S., Kroese, D. P. and R. Y. Rubinstein, "Heavy Tails, Importance Sampling and the Cross-Entropy Method", Stochastic Models, Vol. 21, No. 1, pp. 57-76, 2005.
  74. D. Peleg, S. Mannor and R. Y. Rubinstein "The Cross-Entropy Method for Classification", Proceeding of the 22-nd International Conference on Machine Learning, Bonn, Germany, 2005.
  75. R. Y. Rubinstein "How Many Needles Are in a Hay Stack, or How to Solve Fast #P-Complete Counting Problems". Methodology and Computing in Applied Probability, 11, pp 5-49, 2007.
  76. D. Kroese, R. Y. Rubinstein and T. Taimre "Application of the Cross-Entropy Method to Clustering and Vector Quantization" Journal of Global Optimization 37, pp.137-157, 2006
  77. D. Kroese, S. Porotsky and R. Y. Rubinstein "The Cross-Entropy Method for Continuous Multiextremal Optimization" Methodology and Computing in Applied Probability, 8, pp.383-407, 2006.
  78. A. Ridder, R. Y. Rubinstein "The Minimum Cross Entropy Method for Rare-event Simulation" Simulation, Vol 83, 11, 2007.
  79. R. Y. Rubinstein "Semi-Iterative Minimum Cross-Entropy Algorithms for Rare-Events, Counting, Combinatorial and Integer Programming", Methodology and Computing in Applied Probability, Vol. 10, 121-178, 2008
  80. R. Y. Rubinstein "The Gibbs Cloner for Combinatorial Optimization, Counting and Sampling", Methodology and Computing in Applied Probability, 11(2), 491-549, 2009
  81. Rubinstein, R. Y. and Glynn P. W. "How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation", Stochastic Models, 2009
  82. Rubinstein, R. Y. "Randomized Algorithms with Splitting: Why the Classic Randomized Algorithms do not Work and how to Make them Work”, Methodology and Computing in Applied Probability, 11(4), 2009
  83. Glynn P., Dolgin A., Rubinstein R. Y., and Vaisman "How to Generate Uniform Samples on Discrete Sets Using the Splitting Method", Probability in the Engineering and Informational Sciences, Vol. 24, issue 03, pp. 405-422.
  84. Rubinstein R. Y., Dolgin A. and Vaisman R. "The Splitting Method for Decision Making", Journal of Statistical Planning and Inference, 2010
  85. Rubinstein R.Y, "Stochastic Enumeration Method for Counting NP-hard Problems", Methodology and Computing in Applied Probability, 2011

    86. [2] Accepted for publication

  86. Asmussen S., Dupuis P., Rubinstein R. and H. Wang "Importance Sampling for Rare Events", Encyclopedia of Operations Research and Management Sciences, third edition (by Gass, S and M. Fu), Kluwer, 2011.
  87. Kroese D.P., Rubinstein R. Y., Cohen I., Porotsky S. and T. Taimre "Cross-Entropy Method", Encyclopedia of Operations Research and Management Sciences, third edition (by Gass, S and M. Fu), Kluwer, 2011.
  88. Kleijnen J. P. C., Ridder A. A. N and R. Y. Rubinstein "Variance Reduction Techniques in Monte Carlo Methods", Encyclopedia of Operations Research and Management Sciences, third edition (by Gass, S and M. Fu), Kluwer, 2011.
  89. Botev Z. I., Kroese D. P., Rubinstein R. Y., and P. LEcuyer. "The Cross-Entropy Method for Optimization", Handbook of Statistics - Machine Learning, Vol 31, editors: Venu Govindaraju and C.R. Rao, 2011.
  90. P. W. Glynn, D.P.Kroese and R.Y. Rubinstein "Cross entropy method for estimation", Handbook of Statistics - Machine Learning, Vol 31, editors: Venu Govindaraju and C.R. Rao, 2011.
  91. Kroese, D.P. and Rubinstein, R.Y. (2011). "Monte Carlo Methods" Wiley Interdisciplinary Reviews: Computational Statistics.

    92. [3] Submitted for publication

  92. Dupuis P., Kaynar B., Ridder A., Rubinstein R. and R. Vaisman "Counting with Combined Splitting and Capture - Recapture Methods".
  93. Cérou F., Guyader A, Rubinstein R. Y and R. Vaisman "Smoothed Splitting Method for Counting".
  94. Awad H. P., Glynn P. W., and R. Y. Rubinstein "Importance Sampling for Markov Process Expectations", Mathematics of OR .
  95. Garvels M.J.J. and R.Y. Rubinstein "A Combined Splitting - Cross Entropy Method for Rare Event Probability Estimation of Single Queues and ATM Networks".
  96. R.Y. Rubinstein "Stochastic Enumeration for Counting Self-Avoiding Walks".
[b] Books published in Russian

  1. Rastrigin, L.A.and Rubinstein, Y., Random Search in Adaptative Systems, Riga, 1973, 129 pp.
  2. Rastrigin, L.A.and Rubinstein, Y., Theory and Application of Random Search, Riga, 1969, 305 pp.

[c] Books published in English

  1. Rubinstein, R.Y., Simulation and the Monte Carlo Methods, John Wiley and Sons, Inc., 1981, 278 pp.
  2. Rubinstein, R.Y., Monte Carlo Optimization, Simulation and Sensitivity of Queueing Networks, John Wiley and Sons, Inc., 1986, 267 pp.
  3. Rubinstein, R..Y. and Shapiro, A., Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization, John Wiley and Sons Inc, 1993, 353 pp
  4. Melamed, B.and Rubinstein, R..Y., Modern Simulation and Modeling . John Wiley and Sons Inc, 1998, 350 pp
  5. Rubinstein, R.Y. and Kroese D. P. The Cross-Entropy Method, Springer, 2004.
  6. Rubinstein, R.Y. and Kroese D. P. Simulation and the Monte Carlo Methods: 2nd Edition, John Wiley and Sons Inc., 2007. (Series, Probability and Statistics)

[d] Chapters in Books

  1. Rubinstein, R.Y., ``Monte Carlo Methods for Performance Evaluation Sensitivity Analysis and Optimization of Stochastic Systems", in Encyclopaedia of Computer Science and Technology, Marcel Dekker, Inc. (Kent and Williams, ed.), Vol. 25, pp.211--234, 1992.
  2. Asmussen, S.and Rubinstein, R.Y., ``Sensitivity Analysis and Stochastic Optimization by the Score Function Method", Computationally Intensive Methods in Simulation and Optimization, G.Pflug (ed.), Springer Verlag, pp.1--12, 1992.
  3. Rubinstein, R. Y.and Shapiro A., ``On Convexity of the Score Function Estimators", WSC'92, J.Wilson (ed.), 1992.
  4. Melamed, B.and Rubinstein, R., ``Sensitivity Analysis of Discrete Event Systems with Autocorrelated Inputs", WSC'92, J.Wilson (ed.), 1992.
  5. Asmussen, S. and R.Y. Rubinstein, ``Complexity properties of steady-state rare events simulation in queueing models" . Advances in Queueing: Theory, Methods and Open Problems, (J.Dshalalow, editor), CRC Press,429-462,1995.
  6. Rubinstein, R. Y., Shapiro, A. and Uryas'ev, S., ``The Score Function Method", Encyclopedia of Management Sciences, Gass S. and C.Harris eds, Kluwer, 1996.
  7. Kleijnen, J.and Rubinstein, R, Y., ``Variance Reduction Techniques for Discrete Event Systems", Encyclopedia of Management Sciences, Gass S. and C.Harris eds, Kluwer, 1996.
  8. Kriman, V.and Rubinstein, R., ``Polynomial Time Algorithms for Estimation of Rare Events in Queueing Models", Frontiers in Queueing: Models and Applications in Science and Engineering (J.Dshalalow, editor), CRC Press, 421-448, 1997.
  9. Rubinstein, R, Y., `` Combinatorial Optimization via the Simulated Cross-Entropy Method, Encyclopedia of Management Sciences, Gass S. and C.Harris eds, Kluwer, 2001.
  10. R.Y. Rubinstein, "Combinatorial Optimization, Cross-Entropy, Ants and Rare Events", Stochastic Optimization: Algorithms and Applications, S. Uryasev and P. M. Pardalos Editors, Kluwer Academic Publishers, pp 304-358, 2001.
  11. Nemirovski, A.and Rubinstein R.Y., "An Efficient Stochastic Approximation Algorithm for Stochastic Saddle Point Problems", Modeling Uncertainty An Examination of Stochastic Theory, Methods and Applications, Editors M. Dror, P. L'Ecuyer and F. Szidarovszky, Kluwer, 2002.
  12. De Boer, P.-T., Kroese, D.P., Rubinstein, R.Y. (2002). "Estimating Buffer Overflows in Three Stages using Cross-Entropy" Proceedings of the 2002 Winter Simulation Conference, San Diego, 301 - 309.
  13. R. Y. Rubinstein "Entropy and Cloning Methods for Combinatorial Optimization, Sampling and Counting Using the Gibbs Sampler" Information Theory and Statistical Learning, Editors Frank Emmeret-Streib and Matthias Dehmer, Springer, 2009.

[e] Slides

  1. The Splitting Method for Counting and Optimization.
  2. Fast Cross-Entropy Methods for Combinatorial Optimization, Simulation and Counting
  3. My Sample Path to Baltimore
  4. Stochastic Enumeration Method for Counting NP-hard Problems

B a c k