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==References==
*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 simulation Models with Rare Events, ''European Journal of Operations Research'', '''99''', 89-112.
*Rubinstein, R.Y., Kroese, D.P. (2004). ''The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine Learning'', Springer-Verlag, New York.
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