Rubinstein, Reuven Y.

Reuven Rubinstein (Hebrew: ראובן רובינשטיין; 1938–2012) was an Israeli scientist known for his contributions to Monte Carlo simulation, applied probability, stochastic modeling, and stochastic optimization, having authored more than one hundred papers and six books. During his career, Rubinstein made fundamental and important contributions in these fields and advanced the theory and application of adaptive importance sampling, rare-event simulation, stochastic optimization, sensitivity analysis of simulation-based models, the splitting method, and counting problems concerning NP-complete problems. He is well known as the founder of several breakthrough methods, such as the score-function method, the stochastic counterpart method, and the cross-entropy method, which have numerous applications in combinatorial optimization and simulation.