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"Asymptotic optimality of the cross-entropy method for Markov chain problems."

Ad Ridder (2010)

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DOI: 10.1016/J.PROCS.2010.04.176

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-15

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Ad Ridder:
Asymptotic optimality of the cross-entropy method for Markov chain problems. ICCS 2010: 1571-1578

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