A Study on the Cross-Entropy Method for Rare-Event Probability Estimation-Reference-Cited by-同舟云学术

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

Published:2007-08 Issue:3 Volume:19 Page:381-394
ISSN:1091-9856
Container-title:INFORMS Journal on Computing
language:en
Short-container-title:INFORMS Journal on Computing

Author:

Homem-de-Mello Tito

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

General Engineering

Link

https://pubsonline.informs.org/doi/pdf/10.1287/ijoc.1060.0176

Reference35 articles.

1. Perturbation Analysis of Optimization Problems

2. de Boer P. T. Analysis and efficient simulation of queueing models of telecommunications systems. (2000) . Ph.D. thesis, Department of Computer Science, Univ. of Twente, The Netherlands

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