Reuven Rubinstein - Publications

Publications

• Rubinstein R.Y., "Simulation and the Monte Carlo Method", Wiley, 1981.
• Rubinstein, R.Y., "The cross-entropy method for combinatorial and continuous Optimization", Methodology and Computing in Applied Probability, 2, 127—190, 1999.
• 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, 2009. doi:10.1007/s11009-009-9126-6
• Rubinstein R.Y. and D.P. Kroese, "The Cross-Entropy Method: a Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning", Springer, 2004.
• Rubinstein R.Y. and D.P. Kroese, "Simulation and the Monte Carlo Method", Second Edition, Wiley, 2007.
• Rubinstein, R.Y. and A. Shapiro, "Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization", Wiley, 1993.
• Lucian Busoniu, Robert Babuska, Bart De Schutter, Damien Ernst ``Reinforcement Learning and Dynamic Programming Using Function Approach, 2010.