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"Rare event simulation and combinatorial optimization using cross entropy: ..."
Tito Homem-de-Mello, Reuven Y. Rubinstein (2002)
- Tito Homem-de-Mello, Reuven Y. Rubinstein:
Rare event simulation and combinatorial optimization using cross entropy: estimation of rare event probabilities using cross-entropy. WSC 2002: 310-319
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