- Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
- Monte Carlo Optimization, Simulation and Sensitivity of Queuing Networks (Wiley Series in Probability and Statistics)
- Fast Sequential Monte Carlo Methods for Counting and Optimization
- The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning
- Discrete Event Systems: Sensitivity Analysis and Stochastic Optimization by the Score Function Method (Wiley Series in Probability and Statistics)