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scientific article; zbMATH DE number 2117227
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scientific article; zbMATH DE number 2117227

    Statements

    author
    Dirk P. Kroese
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    Reuven Y. Rubinstein
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    publication date
    22 November 2004
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    zbMATH Keywords
    cross-entropy method
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    combinatorial optimization
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    rare-event simulation
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    Kullback-Leibler distance
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    importance sampling
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    noisy optimization
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    machine learning
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    Identifiers

    Mathematics Subject Classification ID
    90-01
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    90-02
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    90C27
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    68U20
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    62B10
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    68T05
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    90C35
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    90C30
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    90C15
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    62H30
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    zbMATH DE Number
    2117227
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