Simulation optimization using the cross-entropy method with optimal computing budget allocation

Simulation optimization using the cross-entropy method with optimal computing budget allocation
Donghai He, Loo Hay Lee, Chun-Hung Chen, Michael C. Fu, and Segev Wasserkrug, 2010

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BibTeX Entry

@Article{He+LCFW::2010,
  author =       "He, Donghai and Lee, Loo Hay and Chen, Chun-Hung and Fu, Michael C. and Wasserkrug, Segev",
  title =        "Simulation optimization using the cross-entropy method with optimal computing budget allocation",
  journal =      "ACM Transactions on Modeling and Computer Simulation",
  year =         "2010",
  volume =    "20",
  number =    "1",
  pages =     "4:1--4:22",
  month =     "January",
  url = "http://iew3.technion.ac.il/CE/files/papers/Simulation%20Optimization%20Using%20the%20Cross-Entropy%20Method%20with%20Optimal%20Computing%20Budget%20Allocation.pdf",
  bib2html_rescat = "Bandits, Stochastic Optimisation",
}

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