A tutorial on the cross-entropy method

DOI10.1007/s10479-005-5724-zzbMath1075.90066OpenAlexW2132083787WikidataQ56484053 ScholiaQ56484053MaRDI QIDQ2485925

Dirk P. Kroese, Shie Mannor, Pieter-Tjerk de Boer, Reuven Y. Rubinstein

Publication date: 5 August 2005

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-005-5724-z

zbMATH Keywords

rare events machine learning Monte-Carlo simulation randomized optimization cross-entropy method

Mathematics Subject Classification ID

Combinatorial optimization (90C27)

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