Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming
type: Item
instance of: scholarly article
title: Semi-iterative minimum cross-entropy algorithms for rare-events, counting, combinatorial and integer programming
zbMATH Open document ID: 1145.65040
published in: Methodology and Computing in Applied Probability
publication date: 2008-06-25T00:00:00Z
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 94A17
Mathematics Subject Classification ID: 90C27
Mathematics Subject Classification ID: 90C05
Mathematics Subject Classification ID: 90C10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5292833
zbMATH Keywords: linear integer programming
zbMATH Keywords: numerical examples
zbMATH Keywords: Boltzmann distribution
zbMATH Keywords: combinatorial optimization
zbMATH Keywords: counting problems
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: generic minimum cross-entropy method
zbMATH Keywords: rare-event probability estimation
zbMATH Keywords: variance minimization
author: Reuven Y. Rubinstein
MaRDI profile type: Publication
full work available at URL: s11009-007-9061-3
OpenAlex ID: W1980917180
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DOI: 10.1007/S11009-007-9061-3
description: scientific article; zbMATH DE number 5292833