A tutorial on the cross-entropy method (Q2485925)

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A tutorial on the cross-entropy method
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    title
    A tutorial on the cross-entropy method (English)
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    author
    Dirk P. Kroese
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    Shie Mannor
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    Pieter-Tjerk de Boer
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    Reuven Y. Rubinstein
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    publication date
    5 August 2005
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    zbMATH Keywords
    cross-entropy method
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    Monte-Carlo simulation
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    randomized optimization
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    machine learning
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    rare events
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    Identifiers

    zbMATH DE Number
    2192666
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