A Tutorial Introduction to the Cross-Entropy Method

Abstract

The aim of this chapter is to provide a gentle and self-contained introduction to the cross-entropy (CE) method. We refer to Section 1.1 for additional background information on the CE method, including many references.

Preview

Unable to display preview. Download preview PDF.

Author information

Authors and Affiliations

1. Department of Industrial Engineering and Management, Technion, 32 000, Technion City, Haifa, Israel

   Reuven Y. Rubinstein

2. Department of Mathematics, University of Queensland, 4072, Brisbane, Queensland, Australia

   Dirk P. Kroese

Authors

1. Reuven Y. Rubinstein
   View author publications

   You can also search for this author in PubMed Google Scholar

2. Dirk P. Kroese
   View author publications

   You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

Copyright information

© 2004 Springer Science+Business Media New York

About this chapter

Cite this chapter

Rubinstein, R.Y., Kroese, D.P. (2004). A Tutorial Introduction to the Cross-Entropy Method. In: The Cross-Entropy Method. Information Science and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-4321-0_2

Download citation

• .RIS
• .ENW
• .BIB

• DOI: https://doi.org/10.1007/978-1-4757-4321-0_2

• Publisher Name: Springer, New York, NY

• Print ISBN: 978-1-4419-1940-3

• Online ISBN: 978-1-4757-4321-0

• eBook Packages: Springer Book Archive

Publish with us

Policies and ethics