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De Boer et al., 2005 - Google Patents

A tutorial on the cross-entropy method

De Boer et al., 2005

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Document ID
10542877482817288306
Author
De Boer P
Kroese D
Mannor S
Rubinstein R
Publication year
Publication venue
Annals of operations research

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Snippet

The cross-entropy (CE) method is a new generic approach to combinatorial and multi- extremal optimization and rare event simulation. The purpose of this tutorial is to give a gentle introduction to the CE method. We present the CE methodology, the basic algorithm …
Continue reading at research.utwente.nl (PDF) (other versions)

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    • G06F17/30286—Information retrieval; Database structures therefor; File system structures therefor in structured data stores
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