Reuven Rubinstein is an Israel

Israel

The State of Israel is a parliamentary republic located in the Middle East, along the eastern shore of the Mediterranean Sea...

i scientist

Scientist

A scientist in a broad sense is one engaging in a systematic activity to acquire knowledge. In a more restricted sense, a scientist is an individual who uses the scientific method. The person may be an expert in one or more areas of science. This article focuses on the more restricted use of the word...

 known for his contributions to Monte Carlo simulation, applied probability

Applied probability

Much research involving probability is done under the auspices of applied probability, the application of probability theory to other scientific and engineering domains...

, stochastic modeling and stochastic optimization

Stochastic optimization

Stochastic optimization methods are optimization methods that generate and use random variables. For stochastic problems, the random variables appear in the formulation of the optimization problem itself, which involve random objective functions or random constraints, for example. Stochastic...

, having authored more than one hundred papers and six books.

During his career, Rubinstein has made fundamental and important contributions in these fields and has advanced the theory and application of adaptive importance sampling

Importance sampling

In statistics, importance sampling is a general technique for estimating properties of a particular distribution, while only having samples generated from a different distribution rather than the distribution of interest. It is related to Umbrella sampling in computational physics...

, rare event simulation, stochastic optimization

Stochastic optimization

Stochastic optimization methods are optimization methods that generate and use random variables. For stochastic problems, the random variables appear in the formulation of the optimization problem itself, which involve random objective functions or random constraints, for example. Stochastic...

, sensitivity analysis

Sensitivity analysis

Sensitivity analysis is the study of how the variation in the output of a statistical model can be attributed to different variations in the inputs of the model. Put another way, it is a technique for systematically changing variables in a model to determine the effects of such changes.In any...

 of simulation-based models, the split-
ting method, and counting problems concerning NP-complete

NP-complete

In computational complexity theory, the complexity class NP-complete is a class of decision problems. A decision problem L is NP-complete if it is in the set of NP problems so that any given solution to the decision problem can be verified in polynomial time, and also in the set of NP-hard...

 problems.

He is well known as the founder of several breakthrough methods, such as
the score function method, stochastic counterpart method and cross-entropy method

Cross-entropy method

The cross-entropy method attributed to Reuven Rubinstein is a general Monte Carlo approach tocombinatorial and continuous multi-extremal optimization and importance sampling.The method originated from the field of rare event simulation, where...

, which have numerous applications in combinatorial optimization

Combinatorial optimization

In applied mathematics and theoretical computer science, combinatorial optimization is a topic that consists of finding an optimal object from a finite set of objects. In many such problems, exhaustive search is not feasible...

 and simulation

Simulation

Simulation is the imitation of some real thing available, state of affairs, or process. The act of simulating something generally entails representing certain key characteristics or behaviours of a selected physical or abstract system....

.

His citation index is in the top 5% among his colleagues in operations research

Operations research

Operations research is an interdisciplinary mathematical science that focuses on the effective use of technology by organizations...

 and management sciences. His book “Simulation and the Monte Carlo Method”, Wiley, 1981, alone has over 2,500 citations.
He has held visiting positions in various research institutes, including Columbia University

Columbia University

Columbia University in the City of New York is a private, Ivy League university in Manhattan, New York City. Columbia is the oldest institution of higher learning in the state of New York, the fifth oldest in the United States, and one of the country's nine Colonial Colleges founded before the...

, Harvard University

Harvard University

Harvard University is a private Ivy League university located in Cambridge, Massachusetts, United States, established in 1636 by the Massachusetts legislature. Harvard is the oldest institution of higher learning in the United States and the first corporation chartered in the country...

, Stanford University

Stanford University

The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...

, IBM

IBM

International Business Machines Corporation or IBM is an American multinational technology and consulting corporation headquartered in Armonk, New York, United States. IBM manufactures and sells computer hardware and software, and it offers infrastructure, hosting and consulting services in areas...

 and Bell Laboratories. He has given invited and plenary lectures in many international conferences around the globe.

In 2010 Prof. Rubinstein won the INFORMS Simulation Society highest prize
- the Lifetime Professional Achievement Award (LPAA), which recognizes schol-
ars who have made fundamental contributions to the field of simulation that persist over most of a professional career.

In 2011 Reuven Rubinstein won the Operations Research Society of Israel (ORSIS) highest prize
- the Lifetime Professional Award (LPA), which recognizes scholars who have made fundamental contributions to the field of operations research over most of a professional career.

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.