Cross-entropy method: Difference between revisions

Revision as of 09:14, 19 November 2023

Revision as of 09:16, 19 November 2023

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== Journal papers ==

* De Boer, P-T., Kroese, D.P, Mannor, S. and Rubinstein, R.Y. (2005). A Tutorial on the Cross-Entropy Method. ''Annals of Operations Research'', '''134''' (1), 19–67.[http://www.maths.uq.edu.au/~kroese/ps/aortut.pdf]

*Rubinstein, R.Y. (1997). Optimization of Computer simulationSimulation Models with Rare Events, ''European Journal of Operational Research'', '''99''', 89–112.

==Software implementations==