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

A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation (Q2487758)

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A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation
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    A stochastic minimum cross-entropy method for combinatorial optimization and rare-event estimation (English)
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    8 August 2005
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    combinatorial optimization
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    cross-entropy
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    rare-event estimation
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    Monte Carlo simulation
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    stochastic optimization
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    minimum cross-entropy method
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    convergence
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    travelling salesman problem
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    numerical results
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