A study on the cross-entropy method for rare-event probability estimation
type: Item
instance of: scholarly article
zbMATH Open document ID: 1241.62032
author: Tito Homem-De-Mello
published in: INFORMS Journal on Computing
publication date: 2012-06-18T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62B10
zbMATH DE Number: 6047457
zbMATH Keywords: cross entropy
zbMATH Keywords: importance sampling
zbMATH Keywords: rare events
zbMATH Keywords: simulations
MaRDI profile type: Publication
full work available at URL: ijoc.1060.0176
OpenAlex ID: W2119552321
DOI: 10.1287/IJOC.1060.0176
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title: A study on the cross-entropy method for rare-event probability estimation
description: scientific article; zbMATH DE number 6047457