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"A Study on the Cross-Entropy Method for Rare-Event Probability Estimation."

Tito Homem-de-Mello (2007)

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DOI: 10.1287/IJOC.1060.0176

access: closed

type: Journal Article

metadata version: 2020-03-15

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  dblp key:
  - journals/informs/Homem-de-Mello07
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  - https://dblp.org/rec/journals/informs/Homem-de-Mello07
Tito Homem-de-Mello:
A Study on the Cross-Entropy Method for Rare-Event Probability Estimation. INFORMS J. Comput. 19(3): 381-394 (2007)

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