Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming (Q931381)
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English | Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming |
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Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming (English)
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25 June 2008
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linear integer programming
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numerical examples
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Boltzmann distribution
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combinatorial optimization
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counting problems
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Monte Carlo simulation
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generic minimum cross-entropy method
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rare-event probability estimation
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variance minimization
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