A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation
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Publication:2487758
DOI10.1007/s11009-005-6653-7zbMath1073.65052OpenAlexW2080931671MaRDI QIDQ2487758
Publication date: 8 August 2005
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-005-6653-7
convergencestochastic optimizationnumerical resultscombinatorial optimizationMonte Carlo simulationtravelling salesman problemcross-entropyrare-event estimationminimum cross-entropy method
Numerical mathematical programming methods (65K05) Stochastic programming (90C15) Stochastic network models in operations research (90B15) Combinatorial optimization (90C27) Combinatorial probability (60C05)
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