On the Convergence of the Cross-Entropy Method
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DOI: 10.1007/s10479-005-5731-0
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References listed on IDEAS
- Reuven Rubinstein, 1999. "The Cross-Entropy Method for Combinatorial and Continuous Optimization," Methodology and Computing in Applied Probability, Springer, vol. 1(2), pages 127-190, September.
- Rubinstein, Reuven Y., 1997. "Optimization of computer simulation models with rare events," European Journal of Operational Research, Elsevier, vol. 99(1), pages 89-112, May.
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- Nguyen, Hoa T.M. & Chow, Andy H.F. & Ying, Cheng-shuo, 2021. "Pareto routing and scheduling of dynamic urban rail transit services with multi-objective cross entropy method," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 156(C).
- Ali Eshragh & Jerzy Filar & Michael Haythorpe, 2011. "A hybrid simulation-optimization algorithm for the Hamiltonian cycle problem," Annals of Operations Research, Springer, vol. 189(1), pages 103-125, September.
- Shili Lin & Jie Ding, 2009. "Integration of Ranked Lists via Cross Entropy Monte Carlo with Applications to mRNA and microRNA Studies," Biometrics, The International Biometric Society, vol. 65(1), pages 9-18, March.
- Dirk P. Kroese & Sergey Porotsky & Reuven Y. Rubinstein, 2006. "The Cross-Entropy Method for Continuous Multi-Extremal Optimization," Methodology and Computing in Applied Probability, Springer, vol. 8(3), pages 383-407, September.
- Zhengsong Lin & Yuting Wang & Xinyue Ye & Yuxi Wan & Tianjun Lu & Yu Han, 2022. "Effects of Low-Carbon Visualizations in Landscape Design Based on Virtual Eye-Movement Behavior Preference," Land, MDPI, vol. 11(6), pages 1-17, May.
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Keywords
combinatorial optimization; convergence; cross-entropy;All these keywords.
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