Estimation of rare event probabilities using cross-entropy

Winter Simulation Conference Proceedings

Volumn 1, Issue , 2002, Pages 310-319

  Homem de Mello, Tito ^a   Rubinstein, Reuven Y ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; MONTE CARLO METHODS; OPTIMIZATION; SAMPLING;

RARE EVENTS;

PROBABILITY DISTRIBUTIONS;

EID: 0036928209     PISSN: 02750708     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (19)

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