A Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization and Rare-event Estimation*

Author： Rubinstein R.  

Publisher： Springer Publishing Company

ISSN： 1387-5841

Source： Methodology And Computing In Applied Probability, Vol.7, Iss.1, 2005-03, pp. : 5-50

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

The Cross-Entropy Method for Continuous Multi-Extremal Optimization

By Kroese Dirk   Porotsky Sergey   Rubinstein Reuven  

Methodology And Computing In Applied Probability, Vol. 8, Iss. 3, 2006-09 ,pp. : 383-407

Springer Publishing Company

Access to resources Recommend Favorite

Solving the Multidimensional Assignment Problem by a Cross-Entropy method

By Nguyen Duc   Le Thi Hoai   Pham Dinh Tao  

Journal of Combinatorial Optimization, Vol. 27, Iss. 4, 2014-05 ,pp. : 808-823

Springer Publishing Company

Access to resources Recommend Favorite

On computer‐intensive simulation and estimation methods for rare‐event analysis in epidemic models

By  

STATISTICS IN MEDICINE, Vol. 34, Iss. 28, 2015-12 ,pp. : 3696-3713

John Wiley & Sons Inc

Access to resources Recommend Favorite

The constrained entropy and cross-entropy functions

By Niven R.K.  

Physica A, Vol. 334, Iss. 3, 2004-03 ,pp. : 444-458

Elsevier

Access to resources Recommend Favorite

The cross-entropy method for solving bi-criteria network flow problems in discrete-time dynamic networks

By Abbasi Sahar   Ebrahimnejad Sadoullah  

Optimization Methods and Software, Vol. 30, Iss. 3, 2015-05 ,pp. : 405-423

Taylor & Francis Ltd

Access to resources Recommend Favorite