A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation

Methodology and Computing in Applied Probability

Volumn 7, Issue 1, 2005, Pages 5-50

  Rubinstein, R Y ^a  

^a TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

Combinatorial optimization; Cross entropy; Monte Carlo simulation; Rare event estimation; Stochastic optimization

Indexed keywords

EID: 16244401100     PISSN: 13875841     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11009-005-6653-7     Document Type: Article

References (11)

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