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ADVANCES IN CROSS-ENTROPY METHODS - MaRDI portal

ADVANCES IN CROSS-ENTROPY METHODS (Q3651095)

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ADVANCES IN CROSS-ENTROPY METHODS
scientific article

    Statements

    title
    ADVANCES IN CROSS-ENTROPY METHODS (English)
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    author
    Thomas Taimre
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    publication date
    8 December 2009
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    zbMATH Keywords
    Monte Carlo method
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    cross-entropy
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    importance sampling
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    rare events
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    optimization
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    Identifiers

    Mathematics Subject Classification ID
    65C05
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    68W20
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    90C27
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    zbMATH DE Number
    5643760
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    Wikidata QID
    Q62117584
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