ADVANCES IN CROSS-ENTROPY METHODS

DOI10.1017/S0004972709000781zbMath1179.65007WikidataQ62117584 ScholiaQ62117584MaRDI QIDQ3651095

Thomas Taimre

Publication date: 8 December 2009

Published in: Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

optimizationimportance samplingrare eventsMonte Carlo methodcross-entropy

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Combinatorial optimization (90C27) Randomized algorithms (68W20)

Cites Work

• Unnamed Item
• Optimization of computer simulation models with rare events
• The cross-entropy method for combinatorial and continuous optimization

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