Cross-entropy method: Difference between revisions

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The '''cross-entropy (CE) method''' attributed to [[Reuven Rubinstein]] is a general [[Monte_Carlo_method|Monte Carlo]] approach to
[[Combinatorial optimization|combinatorial]] and [[Continuous optimization|continuous]] multi-extremal [[Optimization (mathematics)|optimization]] and [[importance sampling]].
The method originated from the field of ''rare event simulation'', where