메뉴 건너뛰기




Volumn 134, Issue 1, 2005, Pages 201-214

On the convergence of the cross-entropy method

Author keywords

Combinatorial optimization; Convergence; Cross entropy

Indexed keywords


EID: 17444377167     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-005-5731-0     Document Type: Article
Times cited : (80)

References (11)
  • 2
    • 0037118189 scopus 로고    scopus 로고
    • AGO algorithms with guaranteed convergence to the optimal solution
    • Gutjahr, W.J. (2002). "AGO Algorithms with Guaranteed Convergence to the Optimal Solution." Information Processing Letters 82(3), 145-153.
    • (2002) Information Processing Letters , vol.82 , Issue.3 , pp. 145-153
    • Gutjahr, W.J.1
  • 5
    • 0031139210 scopus 로고    scopus 로고
    • Optimization of computer simulation models with rare events
    • Rubinstein, R.Y. (1997). "Optimization of Computer Simulation Models with Rare Events." European Journal of Operational Research 99, 89-112.
    • (1997) European Journal of Operational Research , vol.99 , pp. 89-112
    • Rubinstein, R.Y.1
  • 6
    • 0000228665 scopus 로고    scopus 로고
    • The cross-entropy method for combinatorial and continuous optimization
    • Rubinstein, R.Y. (1999). "The Cross-Entropy Method for Combinatorial and Continuous Optimization." Methodology and Computing in Applied Probability 2, 127-190.
    • (1999) Methodology and Computing in Applied Probability , vol.2 , pp. 127-190
    • Rubinstein, R.Y.1
  • 7
    • 0012307417 scopus 로고    scopus 로고
    • Combinatorial optimization, cross-entropy, ants and rare events
    • S. Uryasev and P.M. Pardalos (eds.), Kluwer
    • Rubinstein, R.Y. (2001a). "Combinatorial Optimization, Cross-Entropy, Ants and Rare Events." In S. Uryasev and P.M. Pardalos (eds.), Stochastic Optimization: Algorithms and Applications, Kluwer, pp. 304-358.
    • (2001) Stochastic Optimization: Algorithms and Applications , pp. 304-358
    • Rubinstein, R.Y.1
  • 8
  • 9
    • 0012303220 scopus 로고    scopus 로고
    • The cross-entropy method and rare-events for maximal cut and bipartition problems
    • Rubinstein, R.Y. (2002). "The Cross-Entropy Method and Rare-Events for Maximal Cut and Bipartition Problems." ACM Transactions on Modelling and Computer Simulation 12(1), 27-53.
    • (2002) ACM Transactions on Modelling and Computer Simulation , vol.12 , Issue.1 , pp. 27-53
    • Rubinstein, R.Y.1
  • 11
    • 0001285808 scopus 로고
    • An efficient method for generating discrete random variables with general distributions
    • Walker, A.J. (1977). "An Efficient Method for Generating Discrete Random Variables with General Distributions." ACM Transactions on Mathematical Software 3, 253-256.
    • (1977) ACM Transactions on Mathematical Software , vol.3 , pp. 253-256
    • Walker, A.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.