On the benefits of Laplace samples in solving a rare event problem using cross-entropy method

DOI10.1016/j.amc.2013.10.011zbMath1334.90210OpenAlexW2038412870MaRDI QIDQ275869

A. Hepzibah Christinal, M. S. P. Subathra, Umberto Amato, S. Easter Selvan

Publication date: 26 April 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.10.011

zbMATH Keywords

cross-entropy optimizationlong-tailed distributionsnonconvex fitness function

Mathematics Subject Classification ID

Approximation methods and heuristics in mathematical programming (90C59)

Uses Software

• CEC 05

Cites Work

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