A Tutorial on the Cross-Entropy Method

A Tutorial on the Cross-Entropy Method
Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor, and Reuven Y. Rubinstein, 2005

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BibTeX Entry

@Article{DeBoer+KMR:2005,
  author =       "de Boer, Pieter-Tjerk and Kroese, Dirk P. and Mannor, Shie and Rubinstein, Reuven Y.",
  title =        "A Tutorial on the Cross-Entropy Method",
  journal =      "Annals of Operations Research",
  year =         "2005",
  volume =    "134",
  number =    "1",
  pages =     "19--67",
  month =     "February",
  url = "http://espace.library.uq.edu.au/eserv/UQ:10407/CEtutfinal.pdf",
  bib2html_rescat = "Learning Methods",
}