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MathematicsComputer Science

A Tutorial on the Cross-Entropy Method

P. Boer, Dirk P. Kroese, Shie Mannor, R. Rubinstein

2005ANNALS OF OPERATIONS RESEARCH

DOI: 10.1007/s10479-005-5724-z

tlooto Summary

This tutorial presents the CE methodology, the basic algorithm and its modifications, and discusses applications in combinatorial optimization and machine learning.

Abstract

Abstract is not available.

Citation format

BOER, P., et al. A tutorial on the cross-entropy method. ANNALS OF OPERATIONS RESEARCH, 2005, 134: 19–67.