The cross entropy method

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Dirk P. KroeseReuven Y. RubinsteinReuven Y. RubensteinFirst published 20042 editions

"The book is aimed at a broad audience of engineers, computer scientists, mathematicians, statisticians and in general anyone, theorist or practitioner, who is interested in fast simulation, including rare-event probability estimation, efficient combinatorial and continuous multi-extremal optimization, and machine learning algorithms."--BOOK JACKET.

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First publish date 20043 credited authorsSearch language english

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Dirk P. Kroese
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Reuven Y. Rubinstein
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Reuven Y. Rubenstein
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