The Cross-Entropy Method : a Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning / by Reuven Y. Rubinstein, Dirk P. Kroese.

The cross-entropy (CE) method is one of the most significant developments in stochastic optimization and simulation in recent years. This book explains in detail how and why the CE method works. The CE method involves an iterative procedure where each iteration can be broken down into two phases: (a...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Author:	Rubinstein, Reuven Y.
Other Authors:	Kroese, Dirk P.
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 2004.
Series:	Information science and statistics.
Subjects:	Computer science. Computer simulation. Engineering. Operations research.