Estimation of rare event probabilities using cross-entropy

Tito Homem-de-Mello,R. Rubinstein

Published 2002 in Proceedings of the Winter Simulation Conference

ABSTRACT

No abstract is available for this paper.

PUBLICATION RECORD

  • Publication year

    2002

  • Venue

    Proceedings of the Winter Simulation Conference

  • Publication date

    2002-12-08

  • Fields of study

    Mathematics, Computer Science

  • Identifiers
  • External record

    Open on Semantic Scholar

  • Source metadata

    Semantic Scholar

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