Rubinstein Reuven Y.

Reuven Y. Rubinstein

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Found 13 papers in total
A fast cross-entropy method for estimating buffer overflows in queueing networks
A fast cross-entropy method for estimating buffer overflows in queueing networks
2004
In this paper, we propose a fast adaptive importance sampling method for the efficient...
A tutorial in the cross-entropy method
A tutorial in the cross-entropy method
2005
The cross-entropy (CE) method is a new generic approach to combinatorial and...
Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment
Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment
2005
The buffer allocation problem (BAP) is a well-known difficult problem in the design of...
Inventory processes: Quasi-regenerative property, performance evaluation, and sensitivity estimation via simulation
Inventory processes: Quasi-regenerative property, performance evaluation, and sensitivity estimation via simulation
2002
We consider a single–commodity, discrete-time, multiperiod (s,S)- policy...
Sensitivity analysis of insurance risk models via simulation
Sensitivity analysis of insurance risk models via simulation
1999
We show how, from a single simulation run, to estimate the run probabilities and their...
Optimization of computer simulation models with rare events
Optimization of computer simulation models with rare events
1997
Discrete event simulation systems are widely used in many diverse areas such as...
Optimization and sensitivity analysis of computer simulation models by the score function method
Optimization and sensitivity analysis of computer simulation models by the score function method
1996
This paper surveys some recent results on the score function (SF) method. This method...
Polynomial time algorithms for estimation of rare events in queueing models
Polynomial time algorithms for estimation of rare events in queueing models
1997
This paper presents a framework for analyzing time complexity of rare events...
Steady state rare events simulation in queueing models and its complexity properties
Steady state rare events simulation in queueing models and its complexity properties
1995
This article gives an overview of rare events simulation via importance sampling in...
Nondifferentiable optimization via smooth approximation: General analytical approach
Nondifferentiable optimization via smooth approximation: General analytical approach
1993
In this paper the authors present a method for nondifferentiable optimization, based...
Decomposable score function estimators for sensitivity analysis and optimization of queueing networks
Decomposable score function estimators for sensitivity analysis and optimization of queueing networks
1993
This paper surveys some recent results and presents some new results on the so-called...
Sensitivity analysis of discrete event systems by the ‘push out’ method
Sensitivity analysis of discrete event systems by the ‘push out’ method
1993
Let be the expected performance measure of a discrete event system (DES), where L is...
Sensitivity analysis and performance extrapolation for computer simulation models
Sensitivity analysis and performance extrapolation for computer simulation models
1989
The paper presents a method for deriving sensitivities of performance measures for...
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