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"Rare event simulation and combinatorial optimization using cross entropy: ..."

Tito Homem-de-Mello, Reuven Y. Rubinstein (2002)

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DOI: 10.1109/WSC.2002.1172900

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Tito Homem-de-Mello, Reuven Y. Rubinstein:
Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy. WSC 2002: 310-319

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