Generalized cross-entropy methods with applications to rare-event simulation and optimization

Simulation, 2007 - journals.sagepub.com
The cross-entropy and minimum cross-entropy methods are well-known Monte Carlo
simulation techniques for rare-event probability estimation and optimization. In this paper …

[引用][C] Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization

ZI BOTEV, DP KROESE… - Simulation (San Diego …, 2007 - pascal-francis.inist.fr
Generalized Cross-entropy Methods with Applications to Rare-event Simulation and
Optimization CNRS Inist Pascal-Francis CNRS Pascal and Francis Bibliographic Databases …

[PDF][PDF] Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization

ZI Botev, DP Kroese, T Taimre - SIMULATION, 2007 - people.smp.uq.edu.au
The cross-entropy and minimum cross-entropy methods are well-known Monte Carlo
simulation techniques for rare-event probability estimation and optimization. In this paper …

[PDF][PDF] Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization

ZI Botev, DP Kroese, T Taimre - SIMULATION, 2007 - Citeseer
The cross-entropy and minimum cross-entropy methods are well-known Monte Carlo
simulation techniques for rare-event probability estimation and optimization. In this paper …

[PDF][PDF] Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization

ZI Botev, DP Kroese, T Taimre - SIMULATION, 2007 - researchgate.net
The cross-entropy and minimum cross-entropy methods are well-known Monte Carlo
simulation techniques for rare-event probability estimation and optimization. In this paper …

[引用][C] Generalized cross-entropy methods with applications to rare-event simulation and optimization

ZI Botev, DP Kroese, T Taimre - Simulation, 2007 - espace.library.uq.edu.au
The cross-entropy and minimum cross-entropy methods are well-known Monte Carlo
simulation techniques for rare-event probability estimation and optimization. In this paper …

Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization

ZI Botev, DP Kroese, T Taimre - Simulation, 2007 - dl.acm.org
The cross-entropy and minimum cross-entropy methods are well-known Monte Carlo
simulation techniques for rare-event probability estimation and optimization. In this paper …

[PDF][PDF] Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization

ZI Botev, DP Kroese, T Taimre - SIMULATION, 2007 - Citeseer
The cross-entropy and minimum cross-entropy methods are well-known Monte Carlo
simulation techniques for rare-event probability estimation and optimization. In this paper …