Simulation optimization using the cross-entropy method with optimal computing budget allocation

DOI10.1145/1667072.1667076zbMath1386.65163MaRDI QIDQ4635144

Segev Wasserkrug, Chun-Hung Chen, Donghai He, Loo Hay Lee, Michael C. Fu

Publication date: 16 April 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: http://ntur.lib.ntu.edu.tw/bitstream/246246/235955/-1/01.pdf

zbMATH Keywords

estimation of distribution algorithms; cross-entropy method; simulation optimization; computing budget allocation

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

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