articleAnnals of Operations ResearchFeb 1, 2005GREEN OA

A Tutorial on the Cross-Entropy Method

PDPieter-Tjerk de BoerDPDirk P. KroeseSMShie MannorRYReuven Y. Rubinstein

University of Twente · University of Queensland · +2 more institutions

Indexed incrossref

Abstract

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3,017
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48.58
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100%
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57
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4

Topics & keywords

Topics
Keywords
  • Cross-entropy method
  • Theory of computation
  • Computer science
  • Cross entropy
  • Combinatorial optimization
  • Entropy (arrow of time)
  • Mathematical optimization
  • Theoretical computer science
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