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A Tutorial Introduction to the Cross-Entropy Method

  • Rubinstein R
  • Kroese D
DOI: 10.1007/978-1-4757-4321-0_2
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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.

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APA

Rubinstein, R. Y., & Kroese, D. P. (2004). A Tutorial Introduction to the Cross-Entropy Method (pp. 29–58). https://doi.org/10.1007/978-1-4757-4321-0_2

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