Book
The Cross-Entropy Method
The cross-entropy (CE) method is one of the most significant developments in randomised optimisation and simulation in recent years. This book explains in detail how and why the CE method works. The simplicity and versatility of the method is illustrated via a diverse collection of optimisation and estimation problems. «
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Author(s):
Reuven Y. Rubenstein, Reuven Y. Rubinstein, Technion-Israel Institute of Technology Reuven Y. Rubinstein, University of Queensland Dirk P. Kroese
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ISBN
9780387212401
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